Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [D-F]

Volatility clustering plots for stocks with yahoo.finance tickers from D to F. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [D-F]"

Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [A-C]

Volatility clustering plots for stocks with yahoo.finance tickers from A to C.
Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [A-C]"

Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [0-9]

We continue publishing the visualized results from Vasily Nekrasov's research. Reportedly, when Warren Buffett happens to hear complains that there are thousands of stocks to scrutinize, he says "well, start with letter A". We go even further and start with digit 0, since there are (were) suchlike tickers by yahoo.finance. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [0-9]"

Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices

This is a well-known fact that the stock prices are virtually unpredictable. However, stock volatilities can more or less be forecasted! In 2012 Vasily Nekrasov scrutinized about 3000 asset price time series, obtained from yahoo.finance. Approximately in half of cases the volatility was piecewise-stationary and thus predicatable. We put online the technical record from 2012 and start publishing the visualized results Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices"

Using a Forex Trading Simulator in Excel

In my last post I showed you how to use the Deriscope Stock Trading Simulator Excel spreadsheet to place simulated BUY and SELL market orders on US stocks traded on IEX (the Investors Exchange). In this post I will guide you through another Excel spreadsheet called DsTradingSimulatorFX.xlsm that you can also download for free. This new spreadsheet allows you to place simulated BUY and SELL orders on specific currencies based on real time bid/offer quotes supplied by the TrueFX live feeds provider. As usually, the only prerequisite is that you have previously installed the free Deriscope Excel Add-In – downloaded from the same site as above - that equips your Excel session with a wizard that allows you to fetch live data from various providers and also perform various financial calculations. Continue reading "Using a Forex Trading Simulator in Excel"

Using a Stock Trading Simulator in Excel

As I promised you in my previous article I am back with a review of a Stock Trading Simulator that works in Excel and does not suffer from the mentioned drawbacks that hamper all other available free simulators. Continue reading "Using a Stock Trading Simulator in Excel"

letYourMoneyGrow.com Wishes You Happy New Year

Year 2017 was exciting. Markets grew but were very hard, so even Einstein (although he made 30%) says he failed to beat Mr. Market this year. The big question is how 2018 will be, esp. because the market has not seen a correction for a long time. Neither we know the answer but our goal is not to predict the future but rather to help you analyze what may happen. Understanding your own risks and how the numerous rascals may cheat you is essential in trading and investing because there is generally no profit without risk but there are a lot of (idiosyncratic) risks without profit!
We summarize which such risks we have recognized and will continue doing it in 2018. 
letYourMoneyGrow.com helps retail investor to protect themselves against rascals
Continue reading "letYourMoneyGrow.com Wishes You Happy New Year"

Building QuantLibXL in Visual Studio 2017

QuantLibXL (Excel QuantLibAddin) provides a [limited subset of] QuantLib functionality directly in Excel. However, its development follows the development of QuantLib with a lag, e.g. currently the last modified date in project repository is 2017-05-02. I tried to build QuantLibXL with currently latest version of the Visual Studio (success) and to bind it to the latest version of QuantLib (no way).
Continue reading "Building QuantLibXL in Visual Studio 2017"