Invest Excel

Documentary: Impact of Black-Scholes Formula

A few months ago I wrote an article on the Black-Scholes formula and its effect on the direction of the …

Calmar Ratio

Learn about the Calmar Ratio, and download an Excel spreadsheet to calculate this performance benchmark.

Binomial Option Pricing Tutorial and Spreadsheets

This tutorial introduces binomial option pricing, and offers an Excel spreadsheet to help you better understand the principles. Additionally, a spreadsheet that prices Vanilla and Exotic options with a binomial tree is provided.

GARCH – Tutorial and Excel Spreadsheet

This article gives a simple introduction to GARCH, its fundamental principles, and offers an Excel spreadsheet for GARCH(1,1).

Arithmetic Brownian Motion

A easy-to-understand introduction to Arithmetic Brownian Motion and stock pricing, with simple calculations in Excel.

Simulate Geometric Brownian Motion with Excel

Learn about Geometric Brownian Motion and download a spreadsheet

Financial Modeling Spreadsheets

Download these exclusive Excel spreadsheets to explore various financial analysis and modeling concepts.

All spreadsheets are professionally prepared and presented.

The Information Ratio

The Information Ratio is a risk-reward benchmark that is often used to quantify the performance of an investment (and specifically the effectivess of a fund manager).

Connect Mathcad to a Forex Web Service

This Mathcad worksheet automatically downloads historical forex (or foreign exchange rate) rates. It does this with a VBScript component that imports data from a web service.

Calculate Jensen’s Alpha with Excel

Jensen’s Alpha is a risk-adjusted performance benchmark that tells you how by much the returns of an actively managed portfolio are above or below market returns.

Downside Deviation as a Risk Measure

This article provides an Excel spreadsheet to calculate downside deviation (including VBA and a matrix formula). It also discusses why downside deviation is a better risk measure than the standard deviation.

Investment Peformance Benchmarks

Investors have a dazzling array of mutual funds to pick from. How can investors decide which fund to invest in?

Download Stock Quotes into Mathcad

This Mathcad worksheet automatically downloads historical stock quotes from Yahoo Finance with a VBScript button. You don’t need to manually import the data with text files.

Treynor Ratio – Guide and Spreadsheet

This article explores what the Treynor Ratio means for investors, and provides an Excel spreadsheet.

Calculate Stock Beta with Excel

This Excel spreadsheet calculates the beta of a stock, a widely used risk management tool that describes the risk of a single stock with respect to the risk of the overall market.