Free option pricing spreadsheet

Free option pricing spreadsheetFree Option Pricing Spreadsheet

Download the zipped version Option Trading Workbook (63 KB)

The above option pricing spreadsheet will allow you to price European call and put options. You can also enter up to ten different option/stock leg combinations to view the expected payoff at expiration.

If you have trouble with the formulas, check out the support page .

Alternatively, you can visit the online version of these calculations at Option-Price

Just to note that much of what I have learnt that made this spreadsheet possible was taken from the highly acclaimed book on financial modeling by Simon Benninga - Financial Modeling - 3rd Edition

If you're an Excel junkie, you'll love this book - Simon's a freak. There are loads of real world problems that Simon solves using Excel. The book also comes with a disk that contains all the exercises Simon illustrates. You can find a copy of Financial Modeling at Amazon of course.

Seminar backtesting-quantitative trading,dr ernest chan

Seminar backtesting-quantitative trading,dr ernest chanSeminar: Backtesting Quantitative Trading, Dr Ernest Chan

Backtesting Quantitative Trading

Taught by an experienced “quant” trader and author of a best-seller, Dr. Ernest Chan

3-day seminar

Learn how to carry out rigorous quantitative analysis of a trading strategy

Receive a complimentary copy of Dr. Ernest Chan’s “Quantitative Trading: How to Build Your Own Algorithmic Trading Business”

Introduction

Algorithmic trading often involves the use of mathematical models to describe and predict market movements. These models are then implemented on computer systems for automatic execution. The job of an algorithmic trader is to first develop a market intuition or idea of how prices should evolve. Using mathematics, the trader then turns the idea into a quantitative model for analysis, back testing and refinement. When this quantitative model proves likely to be profitable after rigorous statistical testing, the trader implements the strategy on computer systems for execution.

This is a 3-day intensive seminar designed to provide participants with a good understanding of the core concepts and quantitative techniques used in the backtesting and optimization of a trading strategy with particular emphasis on pair trading and related strategies. Participants will use MATLAB software to solve backtesting problems using real market data.

an understanding of the core concepts in quantitative trading

a deep appreciation of the process of using mathematics and statistics to analyze the profitability of a trading model

“hands on” experience of how backtesting is done

an understanding of pair trading in stocks, ETFs, futures and currencies

Highly Recommended for

Crypto mining blog

Crypto mining blogBitcoin Robot Trading Bot With New Trading Strategy

If you have been following our reviews of automated trading solutions for crypto currency trading, they youve probably seen our review of the BTC Robot automated Bitcoin trading robot. One of the things we have noted in our review is that the trading strategy utilized in the robot has relied on data form MtGox and that is not anymore possible with the current situation with MtGox. However the authors of the software have already announced that they have implemented a change in the software, so that it will still be fully functional and making profit from automated trading on the BTC-E crypto exchange (the only exchange supported). Apparently Mtgox has been replaced by Bitstamp some time ago in BTC Robot trading algorithms, so the issues with MtGox should not affect the robot in any way.

As we have already reported in our review, we are recommending to go for the plans where you get the robot cloud hosted and not in a downloadable form as weve had some trouble with it. Also note that our review of the product coincided with the start of the trouble that MtGox had before completely closing down, so our trading experience with the automated trading robot was not too positive. But if you are interested in trying it out, then you may do so now that it no longer relies on MtGox data. We have also tested the 60 day money back guarantee and it works, though it may take 2-3 days for you to get your payment back if you are not happy with the software. This kind of works as a kind of trial mode for the BTC Robot automated Bitcoin trading robot, so you can try it for a bit and if you are not happy with the software or the results to get your money back. Another thing that we still havent tried is a version of the automated trading software for trading Litecoin called LTC Robot that you can also get either as bonus with the BTC trading software or for a little extra on top for what you pat for the Bitcoin trading product.

Backtesting by dr ernie chan

Backtesting by dr ernie chanBacktesting by Dr Ernie Chan

Backtesting by Dr Ernie Chan

Backtesting is the process of feeding historical data to an automated trading strategy and see how it would have performed. We will study various common backtest performance metrics. Backtest performance can easily be made unrealistic and un-predictive of future returns due to a long list of pitfalls, which will be examined in this course. The choice of a software platform for backtesting is also important, and criteria for this choice will be discussed. Illustrative examples are drawn from a futures strategy and a stock portfolio trading strategy.

This is a pre-recorded workshop conducted in Adobe Connect by Ernest Chan (epchan). This workshop focuses on the various practices and pitfalls of backtesting algorithmic trading strategies. Free MATLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of MATLAB is assumed, but some programming experience is necessary. The math requirement assumed is basic college-level statistics.

Course outline:

A. Overview of Backtesting

1. What is backtesting and how does it differ from “simulations”?

2. The importance of backtesting: Why is backtesting a necessary step for profitable automated trading?

3. The limitations of backtesting: Why is backtesting not a sufficient step to ensure profitability in automated trading?

4. What we can do to increase the predictive power of our backtest results: the avoidance of pitfalls.

5. How to identify good/bad strategies even before a backtest: a preview of various pitfalls through a series of examples.

B. Choosing a backtest platform

1. Criteria for choosing a suitable backtest platform.

2. A list of backtesting platforms.

3. Discussion of pros and cons of each platform.

4. Special note: integrated backtesting and automated execution platforms.

5. Why do we choose MATLAB?

C. Tutorial to MATLAB

1. Survey of syntax.

2. Advantage of array processing.

3. Exercises: building utility functions useful for backtesting.

4. Using toolboxes.

D. Backtesting a single-instrument strategy

1. Exercise: A Bollinger-band strategy for E-mini SP500 futures (ES) as a prototype mean-reversion strategy.

E. Performance measurement

1. The equity curve.

2. Excess returns and the importance of the Sharpe ratio.

3. Tail risks and maximum drawdown and drawdown duration.

4. The importance of transaction costs estimates.

F. Choosing a historical database

1. Criteria for choosing a good historical database.

2. Equities data: split/dividend adjustments, survivorship bias.

3. Futures data: constructing continuous contracts, settlement vs closing prices.

4. Issues with synchronicity of data.

5. Issues with intraday/tick data.

G. Backtesting a portfolio strategy

1. Exercise: A long-short portfolio strategy of stocks in the SP 500.

2. Relevance of strategy to 2007 quant funds meltdown.

3. The importance of universe selection: impact of market capitalization, liquidity, and transactions costs on strategies.

4. Strategy refinement: how small changes can make big differences in performance.

H. Detection and elimination of backtesting pitfalls and bias

1. How to detect look-ahead bias?

2. How to avoid look-ahead bias?

3. Data snooping bias: why out-of-sample testing is not a panacea.

4. Parameterless trading.

5. The use of linear models or “averaging-in”: pros and cons.

6. Exercise: linearization of the ES Bollinger band strategy.

7. Impact of noisy data on different types of strategies.

Best forex robotbest forex robot ibest forex ea iforex expert advisors

Best forex robotbest forex robot ibest forex ea iforex expert advisorsBest Forex Robot Best Forex Robot I Best Forex EA I Forex Expert Advisors

Welcome to BestForexRobot. info

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This is 100% free forex robot testing site. Daily tons of new forex robots launch on market. Its really hard to decide which one is the best forex robot. We help you find best forex robot. We are testing daily leading forex robots. Our all tests are absolutely third party tests and running on our demo account, so you have better idea that how forex ea will perform in your account after purchase. Also we will guide you about setting of any forex ea. W e always looking for profitable forex robot to test. We will help you to find profitable forex ea.

If you are developer of forex robot and want to submit your forex robots performance test on our site then feel free to contact us.

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Robot forex2013profesional

Robot forex2013profesionalRobot Forex 2013 Profesional

About the Download Installer

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Publisher's Description

Download Free Robot Forex 2013 Profesional - best expert advisor for forex currency trading onlineWin trades, pips, and money with this 95% accurate, automated expert advisor used with MetaTrader 4. Trade in real-time using a secured online environment.

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Simon-s guide to making money like aprofessional gambler

Simon-s guide to making money like aprofessional gamblerSimons Guide to Making Money Like A Professional Gambler

Become a professional gambler using advantage gambling methods!

How to make money gambling, like a professional gambler

For years I assumed like most gamblers . that there are no working, mathematically-proven, reliable ways to make money gambling. I assumed, that it is inevitable to lose money on the long-run and there is no way to overcome the house edge (check the bottom of the page for a definition of the house edge if you dont know what it is).

I realised in college that you can indeed make money gambling.

And the secret is: advantage gambling methods.

Advantage gambling methods are tested and reliable practices used by professional gamblers to gamble profitably in the long run. The effectiveness of these methods are proven by the sheer existence of professional gambling, as a means to earn a living.

Professional gambling using advantage gambling methods

I found a way to make money gambling online using a method called casino whoring (read about how I made money gambling online with casino whoring ).

Although, I did not myself become a professional gambler after that, It helped me tremendously at that time. I could pay my way through college without piling up mountains of debt.

That has been more than 7 years and now and I know a lot more about gambling.

Let me show you these methods.

Get a taste of whats it like to make money gambling like a professional gambler!

Advantage gambling methods sorted by casino type

Welcome to the insead blue ocean strategy institute

Welcome to the insead blue ocean strategy instituteWelcome to the INSEAD Blue Ocean Strategy Institute

INSEAD Professors W. Chan Kim and Renee Mauborgne

Creators of Blue Ocean Strategy

Co-directors of the INSEAD Blue Ocean Strategy Institute

The INSEAD Blue Ocean Strategy Institute (IBOSI) was launched in 2007 as a result of the strong interest around the globe in the theory of blue ocean strategy created by INSEAD Professors W. Chan Kim Renee Mauborgne.

Today the Institute thrives as an intellectual hub with its Institute Executive Fellows coming from the best schools across the globe.

The Updated and Expanded Edition is out

Red Ocean Traps

Ea robot library

Ea robot libraryEA Robot Library

The fully automated Forex Robot designed by ForexPros.

TradeMiner - a research tool designed to scan the historical database of the Stocks, Futures, and Forex Markets.

Forex Diamond employs a Recovery Factor, to ensure the EA earns more money than it loses.

Wallstreet EA automatically adapts during periods with the lowest spreads and highest market liquidity.

Please note, software included in this EA Robot Library is not an endorsement on my part; as with any purchase you should conduct due diligence, test and ask the maker questions. Many EAs and robots offer cash-back guarantees, some are limited in their availability and all will certainly need careful setup and configuration to work properly.

Forex trading india-proven fx trading robot software

Forex trading india-proven fx trading robot softwareForex Trading India - Proven FX Trading Robot Software

- 100% Automated Forex Robot

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TBFX is a M arket Leader in Forex Trading Systems.

TBFX Robot - Self learning auto adapting software.

Our Auto Trading software is based on sophisticated algorithms and trading strategies that have been created over several years but being self learning, it constantly adapts to the changing market conditions as it re-calibrates everyday. This means it never gets out of date, just becomes more accurate.

Fish forex robot v1

Fish forex robot v1Fish Forex Robot v.1

The FIRST Autopilot Forex Robot based on NO RISK technology that designed to double your account in just 1 mo! This Robot was designed with professional Forex brokers in mind, but can be used by complete novices as well. Install the robot in only five minutes and begin making up to $3,000?$4,000 in profit monthly. Spend no more than 5 to 7 minutes a day monitoring the robot at work. You don? t need any special knowledge or experience? the robot.

Fish Forex Robot requires Win2000, Win7, x32, Win7, x64, Win98, WinMobile, WinOther, WinServer, WinVista, WinVista, x64, WinXP.

Fish Forex Robot v.1

The FIRST Autopilot Forex Robot based on NO RISK technology that designed to double your account in just 1 mo! This Robot was designed with professional Forex brokers in mind, but can be used by complete novices as well.

Forex Robot automatic software

Forex robot toolbar for Internet Explorer. Find out how you can doble your Money Every Single Month directly from you browser toolbar.

WallStreet Forex Robot v.1

WALLSTREET FOREX ROBOT - The most advancedand intelligent self-uptdating Forex Robot . Automatically Adapts to current market conditions. Spare us a few minutes and we shall tell you why WALLSTREET FOREX ROBOT is NOT just another forex SCAM product,

FAP Turbo First Real Money Forex Robot

Fapturbo is the only automated forex income solution that doubles real monetary deposits in under 30 days. No backtests tricks. The best converting and best performing forex product on the PLANET, period. The shocking outcome of technology and

Forex Brilliance v.2011

Forex Brilliance 2011 - Forex Brilliance is Live. Make your 2011 the most profitable trading year ever with Forex Brilliance Robot The only Forex Robot on the market which has truly outstanding performance, year after year, since 2004. This is an

Download robot forex for free

Download robot forex for free100% Free Forex Autopilot Trading Robot. Download and

use its totally free. No experience required - plug-n-play!

Dear reader. My name is Eva Schneider and I will share with you my 100% free Forex trading robot EA. Enter your email to download a free Forex Auto robot, plus, Ill show you some of the best Forex secrets

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Enter your name and email for free full access:

Some people are wondering if they can get a free Forex robot without having to pay. The answer is yes, you can attain a Forex robot for free which can make you money. Making money with Forex is all about making the right trades with the right automated system.

Automated free Forex systems are very popular and have earned a lot of traders a great deal of money. Using a trading system with a good strategy can almost guarantee success when the right one is found. It wasnt until the late 70s where traders started using computer programs to create auto trading systems using mathematical formulas that would trade automatically for them while away from the computer.

Most Forex trading systems are based off of a breakout methodology, and it many cases has an extremely high accuracy rate for trading. A lot of free Forex systems are based off of this methodology and trade with

a set of rules or parameters to follow. While away from your computer these system can trigger buy and sell orders with extreme accuracy and most of them are compatible with all major Forex brokers.

The job of a Forex robot is to make sure its analyzing the market and adapting as the market changes while trading with efficiency and accuracy.

Algorithmic trading winning strategies and their rationale pdf how to protect401k from stock market

Algorithmic trading winning strategies and their rationale pdf how to protect401k from stock marketAlgorithmic trading winning strategies and their rationale pdf how to protect 401k from stock market crash multi commodity stock exchange beyond the carry trade optimal currency portfolios

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Winner of the forex robot world cup announced

Winner of the forex robot world cup announcedWinner Of The Forex Robot World Cup Announced

The Forex Robot World Cup has announced the 1st place winner, Drazen Ziskovic (145.60%). LMD Multicurrency Forex Robot Software.

See The Viedo Of The Winner Of The Forex Robot World Cup

The Winner, Drazen says;

I am 33 years old and have a degree in economics. I became interested in trading the foreign exchange market eight years ago and I’ve been trading forex live for more than six years now.

I am primarily a discretionary trader and most of the time I trade with discretionary systems based on chart patterns. I do not use any indicators or standard analytical tools.

In my trading I like to keep things as simple as possible because my six years of live trading showed me that this is the best approach. I became interested in automated trading at the end of 2006 when I saw the Automated Trading Championship organized by Metaqoutes.

I decided to learn MQL programming and from that day since, I have written and tested many automated trading systems. Some were more successful than others in live trading.

One of my successful EAs won fourth place at the Metaquotes Automated Trading Championship in 2007. In the beginning I started to create the automated trading systems based on indicators and standard analytical tools, but I learned that they don’t have prospects, they’re not suitable for constantly changing market conditions. I realized that the most resilient systems are those based on chart patterns because they respond well to the constantly changing forex market, so for the last year I have been creating systems based on that approach. LMD-Multicurrency is one of those.

When I first saw the Forex Robot World Cup advertisement around October, I decided to participate because the prizes are really good and I knew if I won it would help my financial situation.

Now I am happy because I am among winners. The EA is an automated system based on the chart pattern recognition algorithm and it showed good results. I decided to do some improvements and modifications, make it multi-currency and send it to the Forex Robot World Cup.

It has a built-in knowledge acquired through many years of live trading, creating and testing various trading systems. Another reason is it’s ability to use a risky money management strategy because the EA trades multiple currency pairs, so we do not have all our eggs in one basket.

I think that this risk diversification is the main reason I am among winners. I would like to thank the contest organizers for making this competition possible. It was a really great contest and it is even greater for me because I am among winners. I would also like to congratulate all the winners and participants. Drazen Ziskovic.

Change your life and beat the internet money making game once and for all!

Change your life and beat the internet money making game once and for all!CHANGE YOUR LIFE AND BEAT THE INTERNET MONEY MAKING GAME ONCE AND FOR ALL!

Attention. This is a No BS, No Hype Bread Butter Forex trading strategy!

Are You a New Trader or Someone Who Is Frustrated Using Forex Robots or Complicated Systems With So Many Indicators Your Charts Resemble Christmas Trees?

Well Rejoice Fellow TraderThe Answer is Simple Simon

A Forex Trading Strategy, Child Play Easy to Use.

But a Powerhouse That Will Earn You Some Serious Money!

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From The Deck of: Capn Ed and Vickie

Dear Friend,

If your a newbie to trading forex, you need to start off on the right track or if you have had a bad experience with forex robots, expensive signal services or maybe just way too complicated systems that tend to confuse you and cause an element of fear in your trading read on .

Believe me, weve been there done that. We have been trading online since it started in 2001. We did make money sometimes but we lost a heck of a lot more than we won until about a year ago, we got smart.

* How?..By becoming Currency Trading Dummies

* I had to turn this thing around so we created the Simple Simon Forex System.

* Now we spend about two hours per day at our convenience and we clean up.

Hey. They say a picture is worth 1000 words. so check this out.

Thats a cool 225 pips in about 3 hours! Trading a standard contract, were looking at $2,225. Could you live with that? Ill be the first to admit, theyre not all like that but there are enough of them do make a good living. Would you believethe largest draw down 3 pips! Thats what we call Safe Trading Think that was a fluke? Check belowdifferent daydifferent pair.

The above trade went on to do this a half hour later..

Can you see the awesome power in the Simple Simon Trading Strategy?

Here is a little testimony by James Beach

I could fill 20 pages of charts like this in one months trading time but I will spare you the agony. I can tell you that those trades above are all exited mechanically indicated by the trading system. One thing we all must learn and I believe that I have conquered this is to control greed and fear. These two emotions will devestate your forex trading endeavors. I normally set a stop/loss of 10 pips and a take/profit of 20 to 30 pips. This way I can go about doing other things and about 90% of the time, I will make my $200. to $300. daily. Of course we are all different and if you want to monitor your trade, you can go for the larger profits as shown above. There is nothing wrong with this as long as the greed factor is under control. Well anyhow, why havent you bought this awesome forex trading strategy yet? Could it be that I forgot to give you the opportunity to do so? I guess it shows that we are forex traders, not sales letter internet marketing gurus. Now remember the whole thing about Simple Simon is the simplicity of trading with it. It is just plain easy to make a decent bread and butter income or even beyond that if you so desire. Im not going to show you pics and brag about my boat and automobiles because thats not my thing. But guess what? There is something else simplistic and easy about the Simple Simon Forex Trading Strategy and that is