Measuring Market Volatility

Jul 23, 2008

I have an LSE spreadsheet with a list of 150 stocks. I need to find the easiest way of calculating the volatility of each stock using either standard deviation or garman-klass. Is there way of coding it so i can probable pull through data from the internet nd run simultaneous calculation for each of the stocks?

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Calculate The Implied Volatility Which Minimizes The Sum Of Squared Differences Between The Observed Market Price And The Model Price For Each Day

Jun 9, 2008

I have calculated the implied volatility for different single options using the newton raphson method. But, I also need to calculate the implied volatility which minimizes the sum of squared differences between the observed market price and the model price for each day. I guess one needs to use vectors (jacobian matrix) to do this, but I do not know how to expand the code to be able to do this. Anyone have any idea how this can be done? I have attached the [code] I have used to calculate the implied volatility for one option.

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Measuring Speed Of Code Sections?

Apr 10, 2012

My question is can I use cpu clock or some other means temporarily as an indicator before and after sections of code to display run speed until I find the best optimised code solution.

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Measuring Text Widths In A Cell

Jul 20, 2006

Is there any way to measure the width of text in a cell in points? I know that the width of the cell is returned using the Width property.

I also know that the number of characters in the text can be returned using the LEN() function, but I don't believe the number of characters can be converted to points (because some characters are different widths, if I'm not mistaken)

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SumProduct Volatility?

Jan 29, 2010

I have a SumProduct formula that processes ranges of integers, and should deliver the integer answer of 504.

Instead, it delivers the answer of 503.9999999999990000000.

Is that what is meant by "volatility"?

Most of the expressions in the formula are already preceded by a SIGN function, and I was under the impression that one benefit of the SIGN function was to guard against volatility.

Anyway, here's the formula. I don't expect anyone to examine it in any great detail, but perhaps you might share some tips or tricks to prevent the volatility of the result:

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Exponential Weight Volatility Average

Jul 25, 2006

to write a function that will exponentially weight a series of returns by a certain decay factor.

I have excel spreadsheets that can do this over several columns, like this

series of returns... rtns squared
2.50% =2.50%*2.50%
3.50% =3.50%*3.50%
5.00% =5.00%*5.00%
1.01% =1.01%*1.01%
0.75% =0.75%*0.75%
4.01% =4.01%*4.01%
-2.78% =-2.78%*-2.78%

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Excel 2010 :: Enter Formula For Volatility In Spreadsheet

Oct 10, 2012

Im trying to enter a formula for volatility in my excel 2010 spread sheet

my hig low close is listed verticaly in A,B,C

The formula for D1 is supposedly “={LN((A1)/(B1))}^2”

The formula for E1 is supposedly =SQRT(SUM(D1:D10)/10)*SQRT(252)*100

I put this in D1 and it is giving me an error

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Have To Show Market Growth And Share

Jul 13, 2006

I have access to a huge database in excel that involves sales data. The database is catagorized like:

Column A = Country
Column B = Product
Column C = Company
Column D = (Product) category
Column E = Sales
Column F = Period
Column G = Sales of particular company
Column H = Market category
Further details: see attached file!

I am looking for way to express developments ( absolute and relative) in market growth and market share over time.

I have 3 questions:
How can i show the growth of the total market sales over time (period 1 to 4)?
How can i show the growth of the Int comapny sales over time (period 1 to 4)?
How can i show the market share of the Int company over time (period 1 to 4)?

Market growth can be calculated by comparing the sales amounts of the total market (or the Int company) to previous periods. Market share can be calculated by expressing the sales figures of the Int company in percentage of the total sales in a partical period (i=1,2,3,4).

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Stock Market Data Analysis In Excel?

Mar 16, 2014

Below are the weekly closing prices for a stock market index. I'm looking to use conditional formatting to highlight in green "buy" signals and in red "sell" signals.

Buy Signal: If the index rises 4% above any previous low point.

Sell Signal: If the index falls 4% from any previous high point.

DateAdj Close
3/10/201472.16
3/3/201473.55
2/24/201472.83
2/18/201471.92
2/10/201471.43

[code].....

In the above example a Buy Signal is generated on 1/13/2014 because the market closes 4% above the low of 68.24 on 12/9/2013.

[URL]

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Calculating Average Market Share From Pivot Table

Aug 2, 2006

I created two pivots:

1 provides sales data for companies in a time period,
2 provides market share data for companies in a time period.

Both pivots can be filter by page fields country and category. Now i want to calculate 4 average market share values (because i have 4 defined periods): 1 average MS in period 1, 1 average MS in period 2, etc. In this average i want to exclude companies that are not active in a certain period (pivot table shows MS = "0%") and companies that totally not active in all periods (pivot table doesn't shows market share data at all after a certain selection of the page fields).

Attachment : calculate averages from pivot table.zip

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Calculating Average Market Share From A Pivot Table

Aug 2, 2006

I created two pivots: 1 provides sales data for companies in a time period, 2 provides market share data for companies in a time period. Both pivots can be filter by page fields country and category. Now i want to calculate 4 average market share values (because i have 4 defined periods): 1 average MS in period 1, 1 average MS in period 2, etc. In this average i want to exclude companies that are not active in a certain period (pivot table shows MS = "0%") and companies that totally not active in all periods (pivot table doesn't shows market share data at all after a certain selection of the page fields). Check out my attachment too to symplify this question. How how i formulate this formula?

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Excel 2010 :: Add Missing Dates To Stock Market Data?

Apr 15, 2014

I have Stock market daily data for last 30 yrs. for my cycle analysis a macro which would insert date which is missing

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Does Cell Updated By Market Data Feed Mechanism Qualify For Change Event

Oct 27, 2012

It is my general understanding that the change event system within Excel vba is fairly particular as to what will fit the mold of a qualifying change event.

For example, changes that the user imparts to the worksheet and other written code are legitament candidates for change events. However copying down data and cells changing their values indirectly rather than directly may not be considered in the Microsoft change event design.

I would like to know 2 things:

1) Does a cell updated by a market data feed mechanism qualify for a change event?

2) Any list of qualifying change event types. It seems that Microsoft does not have this information.

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