Resources

Blog-style articles that help you understand derivatives better by pricing them in Excel.
Includes articles relating to accessing live feeds in Excel through Deriscope

Market Data in Excel from IEX

cove_20181001-153146_1
IEX (Investors Exchange)  is a new United States national stock exchange launched in New York in September 2016. Since February 2017 IEX publishes free of charge their trading data in real time. These include live and historical prices of over 8,000 US stocks and mutual funds plus financial information and news. Deriscope Initialization Derisc...
Continue reading
  108 Hits
  0 Comments
108 Hits
0 Comments

Market Data in Excel from TrueFX

cover
TrueFX is a provider of real time forex rates between the most liquid currencies. Both current prices and bid/offer quotes are streamed as quoted by various brokers.  Deriscope Initialization   Deriscope is an Excel AddIn specializing in derivatives valuation and live feeds acquisition in Excel. Its newest version also allows you to recei...
Continue reading
  58 Hits
  0 Comments
58 Hits
0 Comments

Market Data in Excel from Alpha Vantage

cover
Alpha Vantage  is a provider of live and historical prices of global stocks, indices and forex rates (both fiat and crypto) as well as time series of statistical indicators. Live feeds are based on one-minute intraday series. Historical data include daily close, open, high, low and volume quotes and go back at least 20 years. Alpha Vantage pro...
Continue reading
  75 Hits
  0 Comments
75 Hits
0 Comments

Market Data in Excel from Barchart

cover
Barchart  is – among else - a provider of live and historical prices of global stocks, indices, mutual funds, futures, options and forex rates (both fiat and crypto). In the free version of their service, live feeds are restricted to less than 25 symbols per query and 400 queries per day whereas the historical data may extend up to the last 6 ...
Continue reading
  66 Hits
  0 Comments
66 Hits
0 Comments

Market Data in Excel from Yahoo Finance

cover
Yahoo Finance  is a provider of market information that includes live and historical prices of global stocks, indices, mutual funds, futures, options, commodities as well as forex (both fiat and crypto) and US treasury bond rates. Depending on the sourcing exchange, live feeds may be instant or delayed by a few minutes according to this t...
Continue reading
  241 Hits
  0 Comments
241 Hits
0 Comments

Market Data in Excel from World Trading Data

cover
World Trading Data  is a provider of live and historical prices of global stocks, indices, US mutual funds and forex rates. Their expanding database currently covers over 58,000 stocks around the world, 25,000 US-based mutual funds and 20,000  fiat currency combinations . Live feeds are generally delayed by a few minutes, as is usual...
Continue reading
  171 Hits
  0 Comments
171 Hits
0 Comments

Yahoo Finance Live Feeds in Excel after their API Discontinuation in November 2017

cover
On the fateful Wednesday of November 1 st , 2017 Yahoo decided to stop their – until then – free service of delivering real time market data as a text stream through a special URL. For hundreds of businesses and individuals who had relied for years on Yahoo's benevolent free service, this single action meant only one thing: Instant death! You may c...
Continue reading
  92 Hits
  0 Comments
92 Hits
0 Comments

Accessing and Manipulating Historical Data from Yahoo Finance in Excel

cover
Yahoo Finance displays historical data for stock prices, indices, bond yields, fx rates, commodity prices etc on their website and allow anyone to download a text file with these data for free. Deriscope automates this process through a special spreadsheet formula called dsLive that takes as input the handle name of an object containing the specs o...
Continue reading
  688 Hits
  0 Comments
688 Hits
0 Comments

Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite Differences, Analytic models for Arithmetic and Geometric Average. Example with live EUR/USD rate

cover
Asian options come in different flavors as described below, but to the extent they have European exercise rights they can be priced by QuantLib using primarily Monte Carlo , but under certain circumstances using also Finite Differences or even analytic formulas. The main feature of an Asian option is that it involves the average of the realized pri...
Continue reading
  1362 Hits
  0 Comments
1362 Hits
0 Comments

Introduction to Deriscope – Part 5: Live Feeds

cover
Deriscope enables you to receive in Excel live feeds from several different providers. These feeds include real time or almost real time prices of financial securities (stocks, ETFs, indices, currencies, cryptocurrencies, futures and options), bid/offer quotes and sizes, time series of historical prices and statistical indicators, company financial...
Continue reading
  1706 Hits
  0 Comments
1706 Hits
0 Comments

Using a Forex Trading Simulator in Excel

DsSimulatorFXOper
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 spread...
Continue reading
  751 Hits
  0 Comments
751 Hits
0 Comments

Using a Stock Trading Simulator in Excel

DsSimulatorOper
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. ​ Apologies for the long time gap since my earlier post, but I wanted to provide you with the very latest version of the Simulator describ...
Continue reading
  850 Hits
  0 Comments
850 Hits
0 Comments

Should I use a Trading Simulator to learn how to trade?

Investopedia-OrderStock
Have you ever thought of being a trader?  I mean trading things like stocks, currencies, options or anything else that you can buy and sell almost instantly - typically online - by pressing a button and not illiquid assets, such as houses or antique furniture. Wouldn't it be great to get some sense of what real world trading looks like before ...
Continue reading
  212 Hits
  0 Comments
212 Hits
0 Comments