* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets. At this time only US stocks and ETFs can be retrieved from the MACD model. See setup instructions. Moving Average Convergence Divergence (MACD) MACD is a popular trend-following momentum indicator. The […]
Read More →How to do Chande Momentum Oscillator in Excel
Chande Momentum Oscillator Overview Chande Momentum Oscillator or CMO attempts to address few drawbacks of RSI by frequently identifying overbought and oversold price movements. CMO technical indicator was developed by Tushar Chande and is similar to the RSI. You can read more about CMO in his book – The New Technical Reader. Unlike RSI, the […]
Read More →Relative Strength Index Plot
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets. At this time only US stocks and ETFs can be retrieved from the RSI model plot. See setup instructions. Relative Strength Index Plot Relative Strength Index or RSI is a popular […]
Read More →Modified Sharpe Ratio
How Sharp is the Sharpe-Ratio? If popularity was the only measurement for risk metrics, the Sharpe ratio would tell us everything we need to know. Modified Sharpe Ratio covers further spectrum of risks in the field of investing. Any discussion on risk-adjusted performance is incomplete without touching on the topic of Sharpe ratio or Reward to Variability which […]
Read More →Logistics Network Optimizing Warehouse Location
There are many factors to consider when building a new warehouse facility. Making the right decisions with regards to both warehousing and distribution methods could make all the difference for your firm. This can range from storage requirements, the level of automation in material handling, and workforce availability. An important aspect among all is the […]
Read More →Conditional Value At Risk Calculator
Value At Risk Value at risk or VaR is a statistical measure of the amount of funds a investment, portfolio, or a company might expect to lose over a specified time horizon with a given probability. If you have a portfolio that is expected to lose no more than $100,000, 90% of the time (or 18 out […]
Read More →Ulcer Index Indicator
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or Open Source API. At this time only US stocks and ETF quotes can be retrieved from the UI model. See setup instructions. Background on Ulcer Index Ulcer Index (UI) is […]
Read More →Garch Modeling in Excel and Matlab
Introduction to GARCH Modeling GARCH is a time series modeling technique that uses past variances to predict future variances. This post demonstrates how to do a simple GARCH modeling Excel and Matlab. GARCH stands for Generalized Autoregressive Conditional Heteroskedasticity. The series is heteroskedastic when the time series is said to have GARCH effects – when […]
Read More →Commodities Trading Technical Indicators
Commodities Trading Technical Indicators This article is an extension of Calculate MACD in Excel and technical indicators covered in an earlier post. The same trend indicators have been applied towards Commodities and Precious Metals here. The idea behind investing in precious metals is that it protects your portfolio against high inflation. Historically, people look to commodities like […]
Read More →Williams R Indicator
* Update – Trading models that were earlier written through Yahoo! Finance Stock API have all been rewritten to pull quotes from Bloomberg Markets or an Open Source API. At this time only US stocks and ETF quotes can be retrieved from this model spreadsheet. See setup instructions. Williams R Indicator Named after Larry Williams, […]
Read More →Sharpe Ratio Calculator
Sharpe ratio is a measure of risk and it is named after Nobel Laureate William F. Sharpe. The Sharpe ratio simply stated is a ratio of return vs risk. Given a set of investment choices, it can help you decide which investment makes the most money. The Sharpe Ratio Calculator excel spreadsheet is available for […]
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