Tag archives for Excel

Is there an esay way to get public web data into Excel ?

There are many free data sources: In a previous post, I published a list a free market data sources. Now, I would like to point you to an interesting project: WIKIPOSIT. This project aggregates many data sources such that you can access market data and other statistics with a simple API. Or, you can export […]

The Easiest Back-Testing of Trading Strategies: MS Excel Pivot Table!

MS Excel Pivot Table in Backtesting of a Trading Strategy

Before using specialized tools for back-testing I propose that one tries the MS Excel Pivot Table first. The pivot table tool is great for inspection, filtering and analyzing large data sets. In this article, I will present how to create a simple timing-based strategy and how to compute its historical performance.

Sell in May and Go Away But Remember to Come Back in September. Really?

Sell in May and go away is an old wisdom which is interesting to analyze. And the continuation “Remember to come back in September” completes this wisdom to a real trading strategy. This strategy is quite old. Many sources say that the original saying comes from traders in the City of London and was “Sell in May […]

Comprehensive List of Free Historical Market Data Sources

Often people ask me where they can find historical data of stock prices, commodities, interest-rates, bonds, fx rates … . In previous posts, we already looked at live data feeds for Matlab, and Excel. Then, we looked at how to load historical data.  Now, we want to focus on where to get the data itself.

How can I implement Monte-Carlo Simulations in MS Excel?

Monte-Carlo simulation is a very import tool for assessing all kinds of risks and chances. It it widely used in project management, option pricing and business valuation. Often, the input data and the reporting should be placed in MS Excel. This article presents the different options available for combining Monte-Carlo simulation and MS Excel.

Theta Proxy promises speed-up of MS Excel UDFs — How fast is it?

Car in Plasma

Theta Proxy XL is a new product from my company Thetaris. It promises speed-ups of several orders of magnitude. Here, I present some benchmark results. These will help you to decide when to apply Theta Proxy XL and when to stay with plain MS Excel. Test Case 1: European Option VBA Monte-Carlo Code (2 free […]

How can I speed-up my MS Excel sheet?

Excel settings

There are many reasons, why your Excel sheet is slow and there are many things what you can do about a slow Excel sheet. Your sheet is slow because you use a large data set, you use slow built-in functions, you implemented a slow user-defined function (UDF) or you access a slow external library. So, what […]

How can I visualize my model data in an interactive webpage?

A brilliant website is the perfect example for user friendly interactive data visualization: Gapminder. This website presents statistical data about the countries of the world and how it changes in time. A user-friendly AJAX user interface allows you to get gain new insights exploring this data. They have done a great job. Google bought this […]

How do I connect Java with MS Excel? Try Webservices with SOAP!

It is possible to connect Java and MS Excel using various technologies. Some of theses technologies include COM and DCOM wrappers like Groovy Scriptom,  or J-Interop. Or other direct addin solutions like XLLoop. In this article, we want to follow a different paths: Webservices with SOAP. This connection type is designed for the internet with […]

MS Excel and Risk Management does not blend, or does it?

In many businesses, the risk management grows from a very simple spread sheet into a complex cash flow model. If this complex cash-flow model stays in Excel, then you get an explosive combination. A conference on risk management with spreadsheet models now focuses on this combination:

What shall I choose for implementing an Excel plugin and UDF?

This question often arises, when you need to provide pricing functions for end-users and connect them to data sources, especially real-time data feeds. The answer heavily depends on your existing code you would like to include.

How do I get free real-time market Data into Excel?

This is a though one… Everybody wants real time market data – in MS Excel, in Matlab, in Java, in Theta Suite etc. But, obtaining market data is very hard and cost intensive because the stock exchanges do not want to provide real-time data for free. Ok, but what can you do about it?

How do you get free historical market data?

This is a very important and usual task. Historical data is mainly required for risk management purposes, model validation and back-testing. For these tasks software systems like Theta Suite, Matlab, Java or Excel are the main work space. We need to import the data here.