VBA

Black-Scholes and Greeks in VBA

Get VBA and an Excel spreadsheet for Black-Scholes and the Greeks (Delta, Gamma, Vega, Theta, Rho) here. You can easily use the VBA in your own option pricing spreadsheets.

Download Finviz Data into Excel

Finviz Excel stock quotes

This Excel spreadsheet downloads stock quotes for 6855 companies from Finviz.com using VBA. The stock quotes includes over 65 pieces of financial data, including PE ratios, market capitalization, EPS, moving averages, earnings dates, average true range, and much more.

Maximum Drawdown in VBA

Maximum Drawdown VBA

This VBA function and the accompanying Excel spreadsheet calculate the maximum drawdown of a series of investment returns.

The maximum drawdown is the largest percentage drop in asset price over a specified time period.

Calculate Historical Volatility in Excel

Historical Volatility Excel

This spreadsheet calculates the historical volatility of a stock. It uses returns data automatically downloaded from Yahoo.

Historical volatility is the standard deviation of an asset’s historical returns. The standard deviation is calculated over a moving time window.

Financial Modeling Spreadsheets

Financial Modeling Spreadsheets

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

All spreadsheets are professionally prepared and presented.

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.