This Excel spreadsheet calculates Value at Risk through the Monte Carlo simulation of geometrical brownian motion in VBA.
Today I’d like to clarify the concept of Value At Risk. I’ll demonstrate how you can calculate VAR in Excel, but I’ll also discuss some of its limitations.
This Excel spreadsheet helps you calculate the Omega Ratio, a financial benchmark created by Shadwick and Keating in 2002.
This Excel spreadsheet imports historical stock prices from Yahoo Finance (http://finance.yahoo.com).
This Excel spreadsheet calculates the Sortino Ratio for an investment, a measure of risk-adjusted return. Investments that emphasize their Sortino Ratio often try to minimize their losses as a part of their trading strategy.
This Excel spreadsheet will calculate the optimum investment weights in a portfolio of three stocks by maximizing the Sharpe Ratio of the portfolio.
This Excel spreadsheet implements Markowitz’s mean-variance theory. It optimizes asset allocation by finding the stock distribution that minimizes the standard deviation of the portfolio while maintaining the desired return.
This article describes how you can implement the Sharpe Ratio in Excel. As an alternative method, I’ll also give some VBA code that can also be used to calculate the Sharpe Ratio.
This Excel spreadsheet implements the Black-Scholes pricing model to value European Options (both Calls and Puts). The spreadsheet allows for dividends and also gives you the Greeks
So I’m a recent immigrant in Canada, having landed here from the UK. Specifically I moved to Waterloo, Ontario, to work for a software company that had offered me a job. On my first full day in Canada, I opened…