Implied v Actual Probability

The sport of kings.
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ShaunWhite
Posts: 9731
Joined: Sat Sep 03, 2016 3:42 am

Atho55 wrote:
Thu Jun 18, 2020 8:23 pm
Those values are just straight unmatched values.
Yes, WoM is based on unmatched amounts. But when are you sampling that number, at the scheduled start or is it an average taken over time? When you watch the markets the WoM value is a blur, I just wondered how you decided when you froze it because I've never seen unmatched amounts in static historical data before, only in tick data.
Atho55
Posts: 638
Joined: Tue Oct 06, 2015 1:37 pm
Location: Home of Triumph Motorcycles

The WOM is not part of the historical data. The BA Excel template I use hase live data and historical data that is called up depending what my be of use at the time. WOM is live.
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