Clayton Kim theclaymethod
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| declare lower; | |
| declare hide_on_intraday; | |
| # Z-normalized of log(IV) | |
| def vol = if (GetSymbol() == "/ES") then close("VIX") / 100 | |
| else if (GetSymbol() == "/CL") then close("OIV") / 100 | |
| else if (GetSymbol() == "/GC") then close("GVX") / 100 | |
| else if (GetSymbol() == "/SI") then close("VXSLV") / 100 | |
| else if (GetSymbol() == "/NQ") then close("VXN") / 100 | |
| else if (GetSymbol() == "/TF") then close("RVX") / 100 |
theclaymethod
/ General_IV_STUDY.ts
Last active
August 22, 2020 23:05
Displays Rolling Median IV , rolling ±1 stdev IV.
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| declare lower; | |
| declare hide_on_intraday; | |
| #IVPercentile | |
| def vol = if (GetSymbol() == "/ES") then close("VIX") / 100 | |
| else if (GetSymbol() == "/CL") then close("OIV") / 100 | |
| else if (GetSymbol() == "/GC") then close("GVX") / 100 | |
| else if (GetSymbol() == "/SI") then close("VXSLV") / 100 | |
| else if (GetSymbol() == "/NQ") then close("VXN") / 100 | |
| else if (GetSymbol() == "/TF") then close("RVX") / 100 |
theclaymethod
/ IV_Rolling_Study.ts
Created
August 20, 2020 16:35
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| declare lower; | |
| declare hide_on_intraday; | |
| #IVPercentile | |
| def vol = if (GetSymbol() == "/ES") then close("VIX") / 100 | |
| else if (GetSymbol() == "/CL") then close("OIV") / 100 | |
| else if (GetSymbol() == "/GC") then close("GVX") / 100 | |
| else if (GetSymbol() == "/SI") then close("VXSLV") / 100 | |
| else if (GetSymbol() == "/NQ") then close("VXN") / 100 | |
| else if (GetSymbol() == "/TF") then close("RVX") / 100 |
theclaymethod
/ IV_PERC_CHANGE.ts
Last active
August 20, 2020 16:38
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| # This displays the day's change in IV Percentile | |
| declare lower; | |
| declare hide_on_intraday; # do not display when using intra-day plots | |
| input days_back = 252; # it is most common to use 1-year (or 252 trading days) | |
| def df = if (GetSymbol() == "/ES") then close("VIX") / 100 | |
| else if (GetSymbol() == "/CL") then close("OIV") / 100 | |
| else if (GetSymbol() == "/GC") then close("GVX") / 100 | |
| else if (GetSymbol() == "/SI") then close("VXSLV") / 100 | |
| else if (GetSymbol() == "/NQ") then close("VXN") / 100 |
theclaymethod
/ true_iv_percentile.ts
Last active
August 20, 2020 17:30
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| declare lower; | |
| # Adapted from Mark Laczynski: https://pdvwrt.blogspot.com/2014/03/think-or-swim-tos-iv-percentile.html | |
| # look at 1 year of history | |
| input length = 252; | |
| declare hide_on_intraday; # do not display when using intra-day plots | |
| #clean up the IV data from TOS |
theclaymethod
/ IAB-Categories.json
Created
August 21, 2014 00:23
— forked from crowdmatt/IAB-Categories.json
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| { | |
| "IAB1": "Arts & Entertainment", | |
| "IAB1-1": "Books & Literature", | |
| "IAB1-2": "Celebrity Fan/Gossip", | |
| "IAB1-3": "Fine Art", | |
| "IAB1-4": "Humor", | |
| "IAB1-5": "Movies", | |
| "IAB1-6": "Music", | |
| "IAB1-7": "Television", | |
| "IAB2": "Automotive", |
theclaymethod
/ Left Join Custom Function for Google Spreadsheets
Last active
January 31, 2017 19:06
SQL style Left Join for Google Spreadsheets Scripts
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| //Copy and paste this into a new script for you spreadsheets | |
| function leftJoin(left, right, left_index, right_index, header, results_sheet) { | |
| var ss = SpreadsheetApp.getActiveSpreadsheet(); | |
| left = right || ss.getRangeByName("range1").getValues(); | |
| right = right || ss.getRangeByName("range2").getValues(); | |
| left_index=left_index || 0; | |
| right_index=right_index ||0; | |
| header = header || true; | |
| results_sheet = results_sheet || "join_output" |
theclaymethod
/ import_json_appsscript.js
Created
March 17, 2014 04:54
— forked from chrislkeller/import_json_appsscript.js
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| /** | |
| * Retrieves all the rows in the active spreadsheet that contain data and logs the | |
| * values for each row. | |
| * For more information on using the Spreadsheet API, see | |
| * https://developers.google.com/apps-script/service_spreadsheet | |
| */ | |
| function readRows() { | |
| var sheet = SpreadsheetApp.getActiveSheet(); | |
| var rows = sheet.getDataRange(); | |
| var numRows = rows.getNumRows(); |