Tag Archives: WorkSheet

Convert Excel worksheet to C++ equation with X2C

Convert Excel worksheet to C++ equation with X2C

This is going to save a huge amount of time

http://activemesa.com/x2c/licensing

Microsoft Excel to C++ XC2 converter

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Automated Trading Pair Excel worksheet for DotNet CSharp calculating trading signal with Profit and Loss

Automated Trading Pair Excel worksheet for DotNet CSharp calculating trading signal with Profit and Loss

This has  a lot potential as I demo in this video

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Creating my first MS Office Excel VB Script for existing worksheet for pair trading with Interactive Brokers and IQFeed

Creating my first MS Office Excel VB Script for existing worksheet for pair trading with Interactive Brokers and IQFeed

I am doing this as I can no longer rely on R or Python. I stated that last week with their future updates and client API software. It is a complete mess as I am relying on EXCEL which everyone knows. It is pretty easy work with as well

This could help me

http://msdn.microsoft.com/en-us/library/office/dd553655%28v=office.12%29.aspx

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How you do learn FREE open source trading platform with potential HFT and source code with Excel worksheet?

How you do learn FREE open source trading platform with potential HFT and source code with Excel worksheet?

Ask your self this by watching this video.

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HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant analytics Free Excel WorkSheet: Stock VaR and Stress Analysis !

Quant analytics Free Excel WorkSheet: Stock VaR and Stress Analysis !

Hi everyone, I’m sharing a financial engineering worksheet for free. I would like to hear comments. Thanks

http://rodrigosucupira.blogspot.com/p/download.html

 

Need to consider basic EWMA or GARCH or other ARCH model for vol and cor forecast. Layout may change to allow extension of assets list(Real var can have few hundred assets). I assume your weighting can be negative(I didn’t check) otherwise, OK for excel. Try consider allow trader/risk manager to input notional value instead of weight, they are move familiar with it, then weight(most of the time, they don’t have a clue). For MC Var, you will need to learn cholesky decomposition on matrix to generate correlated volatilty vector for MC simulation. Excel may not be a good place. Try to learn if R is good for you, many ppl are using R/Matlab for the calculation engine instead of cell by cell operation in Excel worksheet. Hope that can be helpful for you. Cheers!

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!