Options Strategy Evaluation Model by Peter Hoadley: Demos & Tutorials

www.hoadley.net/options

Finance Add-in and Related Applications: Demos

The following demos can be run on-line. After you select a demo below there may be a delay of about 20 seconds while it loads. There is no audio in these tutorials, so don't adjust your sound controls.

Note that some of the demos refer to the "Derivatives Add-in for Excel". This product is now part of the "Finance Add-in for Excel", The new name reflects the fact that the scope of the product includes much more than Derivatives. The demos, which were developed some time ago, have not been revised to reflect this.

For demos on the Options Strategy Analysis Tool (OSET) see OSET demos.

Demo/Tutorial	Description	Minutes
Finance Add-in for Excel
Scope and features	Overview of the scope and key features.	6
Using the add-in	How the add-in can be used in your own spreadsheets.	5
Probability analysis example	An example of how the add-in can be used to to analyse stock price price probabilities	4
Historic volatility functions (See historic volatility calculator application below)	How to calculate and graph historical volatility using data extracted from the web.	6
Forecasting volatility with GARCH	Using the GARCH model to forecast volatility by day, week, or month ahead, and to construct volatility term structures for pricing options.	5
Historic & Implied Volatility Calculators
Historic volatility calculator	Calculculate and graph historic volatility using data automatically extracted from the web. Includes GARCH forecasting.	6.5
Implied volatility calculator	Download complete option chains and calculate implied volatility and the volatility surface for all options.	6
Hedging optimization	Scan option chain and select the optimal combination of trades to meet specific hedge ratio targets.	5
Open Positions Manager
Whirlwind tour	Overview of the Open Positions Manager application, which makes extensive use of the add-in	8
Position hedging	Hedging an entire position in an underlying.	6
Portfolio Optimizer & Black-Litterman Asset Allocation
Portfolio optimizer	Optimizing a portfolio of assets using CAPM/MPT principles	10
Black-Litterman	Using the Black-Litterman asset allocation model with the Portfolio Optimizer to produce diversified portfolios.	10
Options Strategy Evaluation Tool (OSET)
Options Strategy Evaluation Tool	Construction and analysis of options trading strategies