Power of Scientific Pricing
After making two career moves and landing up as a Professional Pricer in 2008, I feel compelled to scratch the surface of the power of scientific pricing. The pricing discipline… Read more »
Author Archives: Jay
Price Elasticity of Demand In R
Price elasticity is a measure of the responsiveness of demand for a product or service to changes in its price. It is a useful metric for businesses to understand how… Read more »
Calculate MACD in R
The Moving Average Convergence Divergence (MACD) is a popular technical indicator used by traders to identify trends in stock prices. The MACD consists of two lines – the MACD line… Read more »
Garch Modeling in Excel and MATLAB
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. At… 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… 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… 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… Read more »
Adword Budget Optimizer
How much should my AdWords budget be? This is a very common and an important question for advertisers. It is also one that doesn’t have a straightforward answer. If AdWords… Read more »
Simulating Call Option Variance Reduction
A common shortcoming of standard Monte Carlo Simulation is the required computing resources and time. MC simulation typically has an error variance of σ2/n.To achieve a desired accuracy in a crude MC… Read more »