Realized Volatility
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...
Platforms: Windows, Mac
License: Freeware | Size: 70 KB | Download (63): Stock Volatility Calculator Download |
This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...
Platforms: Matlab
License: Freeware | Size: 174.08 KB | Download (45): Term Structure of Volatility Calibration Download |
It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Historical Volatility Script Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Volatility Forecast Toolbox Download |
The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Example of Volatility Pumping Download |
Recently needed to see the effects of a CIC decimating filter but realized that with my new license of Matlab, I did not have access to the Filter Design Toolbox. This is a quick attempt at a simulation to re-create the effects of CIC-decimation but without the fixed-point access to the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Simulating CIC filtering/decimation without the Filter Design Toolbox Download |
This GUI uses a constant relative volatility (alpha) to estimate the equilibrium curve. From there, the GUI uses the "McCabe and Thiele Graphical Method" to estimate the ideal number of plates in the column.A reference is provided in the GUI: look in Help/About.Comments, suggestions or bugs,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): GUI for distillation columns: McCabe and Thiele Method. Download |
Probably you had to be engaged in joint projects with someone. In programming, web design or other computer area. Working over the project, you for certain noticed the unpleasant tendency having kept files in any directory on flash you gave to your partner for the further completion. Naturally...
Platforms: Windows
License: Freeware | Cost: $19.45 USD | Size: 812 KB | Download (161): Moleskinsoft File Sync Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (384): Option Calculator Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (180): SQL Examiner 2008 Download |
Object::Realize::Later is a Perl module with delayed creation of objects. SYNOPSIS package MyLazyObject; use Object::Realize::Later becomes => MyRealObject, realize => load; The Object::Realize::Later class helps with implementing transparent on demand realization of object data. This...
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (94): Object::Realize::Later Download |
Rails Live CD project was born on Ezra Zygmuntowicz blog and realized with help from Brian Ketelsen. Rails Live CD is based on PCLinuxOS which is a great Linux distribution for creating LiveCDs. More information at PCLinusOS.com To use it, just download, burn and reboot! Or if you have a...
Platforms: *nix
License: Freeware | Size: 587.7 MB | Download (126): Rails Live CD Download |
Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...
Platforms: *nix
License: Freeware | Size: 4.1 KB | Download (112): Finance::BDT Download |
PHP_Application project is a platform for development of event-driven applications in which two mechanisms of distribution of events for two levels of abstraction accordingly are realized. The first level are objects and their events, the second - the application and its events. The mechanism...
Platforms: *nix
License: Freeware | Size: 256 KB | Download (87): PHP_Application Download |
We looked at the Internet and realized that there were huge security issues in its design. When surveyed, 80% of Internet users in the US, Canada and the EU indicated they had security concerns as well. Because of this we set out to create a simple suite of products that would secure the Internet...
Platforms: Windows
License: Freeware | Size: 1.8 MB | Download (56): Jumpto Download |
License: Freeware | Size: 669.49 KB | Download (53): BeaGTex - The LaTex-Editor Download |
PHP_Application is a framework for development of event-driven applications in which two ways of events distribution for two levels of abstraction are realized. The first level are objects and their events, the second - the application and its events.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 225.92 KB | Download (48): PHP_Application (PApple) Download |
This software has been realized at the Technology Lab, Department of Cognitive and Neural Systems, Boston University - http://techlab.bu.edu. The main author of the software is Praveen Pilly ( http://techlab.bu.edu/members/advait/ ).How does the brain make perceptual decisions? Speed and accuracy...
Platforms: Matlab
License: Freeware | Size: 16.6 MB | Download (38): MOtion DEcision (MODE) model Download |
The program computes the number of equilibrium stages for a binary ideal mixture with relative volatility equal to 2.45. The feed is a two phase mixture with a feed quality is equal to 0.85. The distillate, feed and bottom mole fractions are 0.9, 0.5 and 0.1, respectively. The reflux ratio is...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): McCabe-Thiele Method for an Ideal Binary Mixture Download |
RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): RiskMetrics Download |