An Excel VBA template interface for one-click trading execution on Interactive Brokers (IB) Trader Workstation (TWS)..
Fully customizable and open-source VBA code for developers who wish to implement their trading algorithm via the Excel platform.
An Excel VBA spreadsheet interface for automated trading execution on Interactive Brokers (IB) Trader Workstation (TWS).
Derivative Pricing for Interest Rate Derivatives
under Heath-Jarrow-Morton (HJM) Framework
for Term Structure of Interest Rates
with
Principal Components Analysis (PCA),
Monte Carlo Simulation (MCS),
Credit Valuation Adjustment (CVA)
Live Price, Historical Prices, Option Chain.
1 Ticker at a time.
1 or All Expiration Dates with 1 click,
Puts or Calls or Both Puts and Calls in a straddle view.
All strikes in ascending order.
Demo Video:
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.
Excellent and robust quantitative solutions.
