### Excel Automated Trading Execution Spreadsheet for Interactive Brokers (IB) Trader Workstation (TWS)

An Excel VBA spreadsheet interface for automated trading execution on Interactive Brokers (IB) Trader Workstation (TWS).

An Excel VBA spreadsheet interface for automated trading execution on Interactive Brokers (IB) Trader Workstation (TWS).

Loads option chains for any ticker on finance.yahoo.com and generates option pricing and risk (Greeks) under the Black-Scholes model.

Generate option pricing and risk (Greeks) graphs under the Black-Scholes model.

Generate digital(binary) option pricing and risk (Greeks) graphs under the Black-Scholes model.

Back-test an option strategy to see how it performs. Understand where it made or lost money.

Supports up to 2 option legs.

Back-test an option strategy to see how it performs. Understand where it made or lost money.

Supports up to 4 option legs.

Create a beta-neutral relative-value portfolio of 2 securities.

Simple tool to calculate monthly payments for your loan.

This demonstrates the use of Excel’s =PMT() function.

- Excel: Theoretical exploration of option theory and Greeks for Currencies, Fixed Income, Commodities, Equities
- Excel, Bloomberg: Backtest option strategies like spreads, collars, straddles, covered calls, etc…
- Excel, IB TWS API: Link with Interactive Brokers account for trading

- Model for Underlying: Normal, Log-Normal
- Discounting at risk-free-rate
- Exercise: European, American
- Put, Call
- Digital, Analog
- Risk, Greeks: Delta, Gamma, Speed, Vega, Volga, Vanna, Theta, Rho (ppmu+ppr), Charm (Delta-Decay)
- Implementation in Excel, Python
- Automatically create customized price, risk, profit & loss (PnL) charts

Excellent and robust quantitative solutions.