Topic | Tutorial | Excel | Notes |
---|---|---|---|

Mean-Variance Optimization with Transaction Coses | x | x | Classic Markotwitz theory with transaction costs |

Mean-Variance Optimization | x | x | Classic Markotwitz theory |

Modified Omega Ratio | x | x | |

Maximize Omega Ratio of Portfolio | x | x | |

Omega Ratio | x | x | |

GARCH Tutorial | x | x | Spreadsheet implements GARCH(1,1) |

Calmar Ratio | x | x | |

Treynor Ratio | x | x | |

How to Calculate Beta | x | x | |

Sharpe Ratio | x | x | |

Sharpe Optimal Portfolio | x | x | |

Sortino Ratio | x | x | |

How to Annualize a Sharpe Ratio | x | ||

Value at Risk | x | x | Normal Distribution |

Value at Risk | x | x | Monte Carlo, Delta-Gamma, Variance-Covariance (1 & 2 asset) |

Value at Risk with Monte-Carlo Simulation | x | x | With VBA |

Modified Value at Risk | x | x | Skew and Kurtosis |

Modified Sharpe Ratio | x | x | Skew and Kurtosis |

Downside Deviation | x | x | Excel matrix formula and VBA |

Jensen's Alpha | x | x | |

Information Ratio | x | x | |

Historical Volatility | x | x | Calculation steps and spreadsheet that calcualtes historical volatility from Yahoo stock quotes |

Kappa | x | x | |

Stutzer Index | x | x | |

Maximum Drawdown | x | x | VBA function |

Stock Screener for Excel with Automatic Data Download | x | Downloads financial data for over 6800 ticker symbols (over 60 items per ticker). Customizable filtering. | |

Average True Range | x | x | |

Stock Comparison Spreadsheet | x | Retrieves data from web. Compare finance info for 10 stocks | |

Trading Journal Spreadsheet | x | Record historical stock trades, suggests stop-loss, summarizes portfolio position, P&L | |

Relative Strength Index | x | x | |

Compound Annual Growth Rate | x | x | Learn how to calculate CAGR in Excel, and discover its limitations |

Ulcer Index | x | x | A tool for measuring the stress of holding an investment |

Correlation Matrix | x | x | Includes VBA to calculate the Correlation Matrix |

Calculate if a Stock is Undervalued or Overvalued | x | x | Analytical method of calculating if a share is worth buying |

How to Calculate MACD in Excel | x | x | |

Generate trading signals with MACD | x | ||

How to Annualize Volatility | x | ||

How to Calculate EMA in Excel | x | x | Tutorial and free web-connected spreadsheet with full open VBA |

Zephyr Pain Index | x | x | |

Williams %R | x | x | Trading guide and spreadsheet with Internet connectivity |

Measure the strength of a treend with Aroon | x | ||

Calculate Aroon with Excel and VBA | x | x | |

Stochastic Oscillator | x | x | Calculation guide, and spreadsheet |

Stock Returns Histogram | x | A spreadsheet that downloads historical prices for any ticker and plots a returns distribution | |

Upside Potential Ratio | x | x | VBA and Excel worksheet formula |

Calculating the Correlation Between the S&P 500 and Crude Oil | x | x | Free spreadsheet that calculations the rolling correlation coefficient of two assets |

List of ETFs Across International Exchanges | |||

Sources of Intraday Stock Data | |||

Live Stock Quotes in Excel | Uses Yahoo Finance API to put financial data in a cell with a formula | ||

Complete List of Mutual Funds Across All International Exchanges | Mutual funds across all international exchanges | ||

Value Electric Utility Stocks with the Graham Number | x | x | Web-connected spreadsheet that downloads current market prices and calculates the Graham Number |

Calculating the Correlation Between the S&P 500 and Crude Oil | x | ||

Calculate the Fair Value of Oil Stocks with the Graham Number | x | ||

The Gordon Growth Model | x | Learn about this unique | |

Calculate Dividend Growth Rate | x | Web connected spreadsheet that downloads historical dividend data and calculates dividend growth rate | |

How does Yahoo Finance Calculate Beta? | x | Learn the precise steps and assumptions that Yahoo Finance uses to calculate this metric |

Hi, first of all you have a lovely site

I’m a student in economics, and I’ll be happy if I can get this file to help me in school

Thank you

Avi

Hi Samir,

Great website and work, it’s amazing what you have build.

I’m interested in the portfolio manager and tried downloading the try-out on my macbook with excel 2011, but it’s an *.exe file which I can’t run … Do you have a solution for this ?

Besides the portfolio manager, I’m also very interested in the AnalyserXLPRO, can you confirm this will work on my mac ? If so, then I have some very specific questions about this tool, maybe it’s better I put them on an e-mail ?

Keep up your great work !

My very best regards,

Matthias, from Belgium

Hello Samir,

It is great to meet you. I love what you do on this website it is amazing.

Today, yahoo portfolio is not downloading to a spreadsheet like they normally do.

Under Yahoo Stock Summary Page, at the bottom right side, under “Tool Box” there is this link that is no longer working: ” Download Data (delayed) “.

http://finance.yahoo.com/q?s=axp

I was wondering if you have anything from google site that we can download current or yesterdays stock price, eps, dividend, 52 week high and low, beta ect…

Since Yahoo portfolio downloading not working to a spreadsheet maybe a long term issue, it would be nice to have an alternative site for stock data sourcing, perhaps google.

Do you have anything like that can download similar data to an excel spreadsheet?

Samir, Thank you for all that you do. I learned a lot from you.

Sincerely,

Rene

Thanks a lot Samir!

You have done a great job.

Best Regards,

Nik

Baku, Azerbaijan