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Volatility software
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Volatility

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Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 374

Stock Volatility Calculator This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...



Platforms: Windows, Mac

License: Freeware Size: 70 KB Download (36): Stock Volatility Calculator Download

Added: August 06, 2013 | Visits: 327

Term Structure of Volatility Calibration This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...





Platforms: Matlab

License: Freeware Size: 174.08 KB Download (20): Term Structure of Volatility Calibration Download

Added: July 31, 2013 | Visits: 275

Historical Volatility Script It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): Historical Volatility Script Download

Added: July 01, 2013 | Visits: 235

GUI for distillation columns: McCabe and Thiele Method. This GUI uses a constant relative volatility (alpha) to estimate the equilibrium curve. From there, the GUI uses the "McCabe and Thiele Graphical Method" to estimate the ideal number of plates in the column.A reference is provided in the GUI: look in Help/About.Comments, suggestions or bugs,...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): GUI for distillation columns: McCabe and Thiele Method. Download

Added: June 24, 2013 | Visits: 258

Volatility Forecast Toolbox The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (19): Volatility Forecast Toolbox Download

Added: July 12, 2013 | Visits: 213

Example of Volatility Pumping The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): Example of Volatility Pumping Download

Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests This toolbox estimates the following volatility loss functions:1. Mean Square Error, MSE2. Mean Absolute Deviation, MAD3. Mean Logarithm of Absolute Errors, MLAE4. Heteroskedasticity-adjusted Mean Square Error, HMSE5. Heteroskedasticity-adjusted Mean Absolute Error, HMAE6. Median Absolute Error,...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 1024 KB Download (19): Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests Download

Released: October 04, 2014  |  Added: October 04, 2014 | Visits: 113

Historical Volatility HD Historical Volatility HD is ideal for anyone needing current volatility values. This app is based on the popular Historical Volatility iPhone app. This iPad version takes advantage of the larger screen size to provide a larger graph of the 10-day moving volatility. This app pulls historical data...


Platforms: iOS

License: Shareware Cost: $6.99 USD Size: 3.9 MB Download (9): Historical Volatility HD Download

Released: December 23, 2014  |  Added: July 13, 2015 | Visits: 190

MCTH - McCabe Thiele Plates Calculator MCTH Number of Theoretical Plates by McCabe-Thiele method for distillation towers of binary mixtures - Interactive changes using McCabe-Thiele diagram - Full printable reports - Vapor equilibrium using relative volatility or VLE data table - 47 VLE data tables included - Easy and fast...


Platforms: Windows, Windows 7

License: Shareware Cost: $24.00 USD Size: 2.22 MB Download (22): MCTH - McCabe Thiele Plates Calculator Download

Released: October 01, 2013  |  Added: November 17, 2013 | Visits: 4.758

FinOptions XL The Derivicom FinOptions XL analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for the financial professional. Built to support the demand of today's financial markets, FinOptions XL gives you the ultimate in accuracy and flexibility to handle...


Platforms: Windows, Windows 8, Windows 7, Windows Server

License: Shareware Cost: $499.00 USD Size: 8.69 MB Download (313): FinOptions XL Download

Added: November 18, 2006 | Visits: 3.492

OptionEdge Explore a "What If" analysis on your stock option strategies using Microsoft Excel. OptionEdge 1.00 calculates prices, max loss, max gain, profit/loss graphs, breakevens, implied volatilities, and probabilities using the Black-Scholes model. Simulate how a change in stock price, time...


Platforms: Windows

License: Demo Cost: $35.00 USD Size: 397 KB Download (276): OptionEdge Download

Released: January 02, 2004  |  Added: October 23, 2006 | Visits: 10.191

Advanced Option Calculator Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the...


Platforms: Windows

License: Demo Cost: $49.95 USD Size: 600 KB Download (588): Advanced Option Calculator Download

Added: August 18, 2008 | Visits: 4.576

Option Calculator Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).


Platforms: Windows

License: Freeware Size: 500 KB Download (364): Option Calculator Download

Added: August 04, 2008 | Visits: 1.308

SQL Examiner 2008 Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).


Platforms: Windows

License: Freeware Size: 500 KB Download (156): SQL Examiner 2008 Download

Added: July 03, 2010 | Visits: 560

Finance::BDT Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...


Platforms: *nix

License: Freeware Size: 4.1 KB Download (90): Finance::BDT Download

Released: September 20, 2010  |  Added: September 30, 2010 | Visits: 593

Signalator FX Trading systems developing software primarily for the forex market. Extremely fast calculations. Dozens of the unique features: independent stop loss and take profit levels for both long and short positions; formula based bias; trailing take profit and trailing stop loss with behaviour options;...


Platforms: Windows

License: Shareware Cost: $390.00 USD Size: 460 KB Download (87): Signalator FX Download

Added: June 16, 2013 | Visits: 277

McCabe-Thiele Method for an Ideal Binary Mixture The program computes the number of equilibrium stages for a binary ideal mixture with relative volatility equal to 2.45. The feed is a two phase mixture with a feed quality is equal to 0.85. The distillate, feed and bottom mole fractions are 0.9, 0.5 and 0.1, respectively. The reflux ratio is...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): McCabe-Thiele Method for an Ideal Binary Mixture Download

Added: June 20, 2013 | Visits: 155

RiskMetrics RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): RiskMetrics Download

Added: August 05, 2013 | Visits: 279

Binary VLE Computations using Wilson's Model One must input to a dialog box Antoine's constants, Wilson binary interaction parameters and liquid molar volume of any binary mixture of his choice. The program computes and plots activity coefficients, relative volatility and VLE diagram.


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (18): Binary VLE Computations using Wilson's Model Download

Added: July 07, 2013 | Visits: 275

Foreign Exchange Options fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...


Platforms: Matlab

License: Freeware Size: 10 KB Download (21): Foreign Exchange Options Download

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