http://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSSUpdates to the Hoadley Finance Add-in for Excel, and Portfolio Optimizer.Sat, 28 Jan 2012 22:41:26 GMThttp://www.hoadley.net/options/images/optionlogo5.gifhttp://www.hoadley.net/options/DevelToolsLatestVersion.htmFeedSpring - http://feedspring.com/Sat, 28 Jan 2012 22:41:29 GMThttp://blogs.law.harvard.edu/tech/rsshttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104vFutures options chains now available through OptionsXpress.Sat, 28 Jan 2012 22:41:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104uInteractive Brokers API 9.66 compatibility release.Thu, 19 Jan 2012 08:14:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104tFixed bug in the HoadleyEnglieGranger function which caused it to fail when used with some non-English regional settings in Windows.Sun, 18 Dec 2011 00:25:59 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104sNew functions for cointegration testing of time series and for performing multiple linear regression.Sat, 10 Dec 2011 00:56:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104rRelease of VaR Simulator applicationFri, 25 Nov 2011 09:11:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104qNew Value at Risk functions for VaR aggregation and component conditional VaR.Fri, 11 Nov 2011 22:54:27 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104pNew function for the valuation of interest rate swaps. Update to implied volatility functions.Thu, 29 Sep 2011 03:04:57 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104oImplementation of multivariate copulas: New functions and a new samples spreadsheet. VaR simulation enhanced to use copulas. New VaR additional samples sheet illustrating use of copulas in VaR simulation. Interactive Brokers API 9.65 compatibility update.Sun, 21 Aug 2011 04:44:16 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104nFunctions for producing rank correlation matrices using either the Spearman Rho or Kendall Tau models. Function to fix non-positive definite correlation matrices. Update to Eurex option chains.Thu, 14 Jul 2011 23:04:38 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104mExcel 2010 SP1 compatibility release.Wed, 29 Jun 2011 11:11:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104kNew functions for portfolio risk attribution with foreign currency exposures, and compound options.Sun, 12 Jun 2011 10:09:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104jUpdate for Eurex option chains.Mon, 23 May 2011 08:33:24 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104iNew function for estimating covariance (correlations and volatilities) from historical data using the Ledoit-Wolf Bayesian shrinkage estimator. Portfolio Optimizer Pro version 3.3: VaR analysis.Sun, 15 May 2011 08:52:04 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104hTwo new functions for estimating returns and covariance (correlations and volatilities) from historical data using the Jorion Bayesian shrinkage estimator. For use in portfolio optimization, the CAPM etc.Fri, 06 May 2011 02:36:39 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104gUpdate to increase the number of option legs per strategy in the Options Strategy Evaluation Tool from six to ten. New Employee Stock Option model using relative TSR peer group performance measures.Tue, 22 Mar 2011 03:51:02 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104fNew function to value company buyback options on unvested restricted stock grants (corporate license only).Mon, 21 Feb 2011 07:36:32 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104eUpdate to handle change in option chain formats at MSN.Mon, 24 Jan 2011 05:21:45 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104dInteractive Brokers API compatibility release. Canadian and Indian (NSE) option chains now available with eSignal.Tue, 28 Dec 2010 12:26:50 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104cIncorporation of the Filtered Historic Simulation (FHS) model into the Value at Risk (VaR) component. Release of new GARCH function to handle parameter estimation for multiple assets more efficiently.Thu, 30 Sep 2010 01:35:22 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104bFixed recently introduced bug which caused quotes wizard to fail.Sat, 18 Sep 2010 22:45:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#104aUpdate to work around Yahoo Quote issue with DJI.Thu, 16 Sep 2010 02:28:25 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103zOption chains through MSN: works around a recent bug on the MSN web site regarding the classification of puts and calls. Minor change to eSignal time of last trade field.Fri, 10 Sep 2010 07:02:27 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103yFixed recently introducted error in HoadleyYahooQuotes function.Mon, 23 Aug 2010 10:25:23 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103xMarketfeed has corrected an error in their streaming data API.Thu, 05 Aug 2010 01:15:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103wAustralian Stock Exchange (ASX) index option chains for XJO now available.Sat, 31 Jul 2010 01:39:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103vUpdate to work around a problem with the latest version of Interactive Broker's TWS.Wed, 14 Jul 2010 13:25:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103uFixed issue with some non-English Windows regional settings.Tue, 22 Jun 2010 01:15:13 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103tUpdate for OptionsXpress streaming option quotes.Wed, 16 Jun 2010 09:46:05 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103sExcel 2010 compatibility release of Finance Add-in and applications.Tue, 15 Jun 2010 07:28:27 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103rUpdates to the TD AMERITRADE, OptionsXpress and Marketfeed data services.Thu, 10 Jun 2010 06:39:42 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103qUpdate to Insert Function command.Mon, 26 Apr 2010 06:47:40 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103pInteractive Brokers API compatibility release. HoadleyTrinomialTS enhancement.Thu, 22 Apr 2010 12:38:54 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103nNew function for component VaR measures.Sat, 13 Mar 2010 01:19:13 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103mAutomated download of option chains using CBOE as the provider now available again.Mon, 15 Feb 2010 23:03:20 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103kNew US option symbology support for StockWatch. Documentation and samples updates for OptionsXpress.Fri, 12 Feb 2010 03:22:39 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103jOption chains through OptionsXpress . TD AMERITRADE update for option chains. eSignal maximum number of options in a chain increased. Various updates to documentation and samples for new US option symbology.Tue, 09 Feb 2010 01:16:50 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103hNew US option symbology support for eSignal and MSN.Sat, 30 Jan 2010 03:07:13 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103gNew option symbology support for TD AMERITRADE and Marketfeed. Update to HoadleyOptimalPortfolio function. Fix for problem with entering data provider user details which affected a few users. Fix for FTSE MIB index option chains from Borsa Italiana.Mon, 11 Jan 2010 11:19:41 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103fNew function for constructing equally weighted risk contributions investment portfolios. New option symbology support for the CBOE provider. Style Analyzer version 2.3b released.Thu, 03 Dec 2009 01:16:25 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103eNew function for calculating an active correlation matrix. New additional samples spreadsheet illustrating how to produce a tracking error efficient frontier. Update to OptionsXpress option chains.Tue, 17 Nov 2009 07:33:56 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103dFixes to several applications to work around a bug in the latest Microsoft security patch for Excel 2003 and Excel 2007.Fri, 13 Nov 2009 03:26:45 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103cNew functions for portfolio tracking error, and M3 risk-adjusted portfolio analysis. Release of Portfolio Optimizer Pro version 3.2. Bug fix for TD AMERITRADE option chain retrieval.Thu, 22 Oct 2009 06:55:52 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103bInteractive Brokers streaming quotes function enhancement. Fixed problem with the spot price on Euronext.LIFFE London option chains.Fri, 28 Aug 2009 07:40:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#103aUpdate to handle option chain format change at OptionsXpress. New function for linear and cubic spline interpolation.Thu, 23 Jul 2009 00:58:32 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102zInteractive Brokers API version 9.62 compatibility release.Sat, 20 Jun 2009 07:09:33 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102yEuronext LIFFE option chains: update to handle data provider changes.Thu, 18 Jun 2009 02:12:47 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102xOptions chains are now available for Borsa Italiana.Fri, 05 Jun 2009 10:55:53 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102wNew versions of the Historic Volatility Calculator and the Style Analyzer to work around bugs in the latest service pack for Excel 2007 (SP2).Mon, 04 May 2009 03:11:22 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102vTax adjusted portfolio optimization: two new functions to help with after-tax portfolio optimization; new samples spreadsheet which illustrates how to undertake after tax portfolio optimization.Fri, 01 May 2009 02:52:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102uNew function to back out the implied returns from a portfolio consisting of both domestic assets and foreign assets containing foreign currency exposures. New function to calculate the overall return of a portfolio consisting of a mixture of domestic and foreign assets.Sun, 05 Apr 2009 08:34:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102tFixed incorrect expiry date being returned with ASX option chains under some combinations of Windows, Excel, and regional date settings.Tue, 31 Mar 2009 09:09:57 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102sNew function to back out the returns for all assets in a portfolio given the estimated return for a single asset. Portfolio Optimizer Pro now includes a column on the analyze sheet for active risk.Tue, 24 Mar 2009 11:14:02 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102rASX option chains: update to handle format change at the Australian Stock Exchange.Sat, 21 Mar 2009 09:44:49 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102qFixed minor issue with HoadleyStyleAnalyzer function. New version of the Style Analyzer application (version 2.3) allows for negative weights on the style analysis chart.Wed, 18 Mar 2009 06:57:39 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102pRe-release of the HoadleyCorrelStambaugh function for calculating volatilities and correlations of assets whose price histories differ in length.Sat, 07 Mar 2009 04:42:12 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102oOptionsXpress option chains: Update to handle format change at OptionsXpress which affected versions of Excel prior to Excel 2007.Mon, 09 Feb 2009 07:32:35 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102nNational Stock Exchange of India (NSE) index option chains are now available.Wed, 28 Jan 2009 23:35:19 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102mInteractive Brokers API version 9.60 compatibility release.Wed, 21 Jan 2009 12:26:32 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102kNew function for investment portfolio risk attribution. Release of Portfolio Optimizer Pro version 3.0 which includes a new optimal portfolio risk attribution analysis by individual asset, and asset grouping.Mon, 19 Jan 2009 10:05:38 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102jThe HoadleyYahooQuotes function has been enhanced to refresh quotes automatically, at a frequency set by the user, as well as manually.Fri, 09 Jan 2009 06:17:08 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102iValuation of employee Stock Appreciation Rights (SARs) with capped benefits.Fri, 02 Jan 2009 06:18:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102hThree new functions which implement the SABR stochastic volatility model for modeling the volatility smile of European spot and futures options. Includes a function to calibrate the model with market data.Tue, 30 Dec 2008 05:36:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesEnhanced leverage and capital allocation analysis.Sun, 16 Nov 2008 06:37:28 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102gExclusion of non-standard options from option chains using new filtering feature.Mon, 03 Nov 2008 05:11:57 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102fThe maximum size of option chains when using CBOE as the provider has been increased. This fixes a problem with the large SPY option chain.Mon, 22 Sep 2008 00:17:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102eRelease of version 2.0 of the Portfolio Optimizer Pro which includes plotting two efficient frontiers on one chart for comparative purposes.Thu, 18 Sep 2008 11:18:29 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102dMarketfeed quotes: Update to handle changes made by Marketfeed to their web infrastructure.Fri, 12 Sep 2008 08:32:18 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102cNew function for calculating portfolio or fund performance measures based on Lower Partial Moments (LPM). Release of Portfolio Style Analyzer version 2.2.Sat, 30 Aug 2008 12:32:49 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102bOption chains from LIFFE - Update to handle changes to the LIFFE data formats.Wed, 27 Aug 2008 08:48:04 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102aHistoric Volatility Calculator update (version 6.4) to work around an Excel 2007 bug introduced in the Microsoft update of 13 August 2008. HV Calculator now runs faster under all supported versions of Excel.Fri, 15 Aug 2008 02:50:28 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#102Conditional VaR (CVaR) added to VaRtools. Portfolio Optimizer Pro (version 1.3) now calculates CVaR as well as VaR for downloaded portfolios.Sun, 10 Aug 2008 13:25:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101zEmployee stock options with time varying exercise prices can now be valued with the HoadleyESO4 function.Fri, 11 Jul 2008 07:34:59 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101yFixed error in HoadleyOptions1 which cased #VALUE when optional dividend type omitted.Tue, 24 Jun 2008 00:43:28 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101xNew function for the valuation of European and American delayed start options.Sun, 15 Jun 2008 08:20:49 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101wInteractive Brokers data feed integration.Sun, 01 Jun 2008 05:57:08 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101vTwo new functions to calculate downside deviation and downside correlation. Outputs can be used in the Portfolio Optimizer to undertake Downside Risk Optimization (DRO)Thu, 22 May 2008 08:32:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101uNew version of Portfolio Optimizer Pro (version 1.2a) which now includes the M-Squared risk adjusted return statistic in the active portfolio analysis. Various minor enhancements and fixes.Sun, 11 May 2008 10:56:24 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101tNew function to calculate the volatility of a portfolio consisting of a mixture of domestic and foreign assets.Thu, 20 Mar 2008 06:13:35 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101sUpdate to HoadleyYahooQuotes function to handle format change at Yahoo Finance.Fri, 07 Mar 2008 09:03:10 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101rSupport for the new backtesting feature in the Options Strategy Evaluation Tool.Fri, 22 Feb 2008 05:45:50 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101qTD AMERITRADE added as data provider for real-time streaming quotes and option chains. Update to handle data format change at OptionsXpress.Sun, 10 Feb 2008 00:24:18 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101pRelease of retirement planning application and retirement planning class.Mon, 21 Jan 2008 23:28:53 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101nFixed problem which caused the incorrect placement of the decimal point when retrieving quotes from Yahoo with some non-English regional settings in Windows. Sat, 05 Jan 2008 01:04:58 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101mUpdate to the way short positions are handled in the Portfolio Simulator application.Wed, 02 Jan 2008 03:22:12 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101k2Further refinements to the display of dates on the x-axis of graphs.Sat, 29 Dec 2007 20:31:24 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101k2Improved handling of the display of dates on the x-axis of graphs.Sat, 29 Dec 2007 11:58:33 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101kPortfolio Monte Carlo Simulation add-in component. Portfolio Simulator application released.Tue, 18 Dec 2007 23:42:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101iFixed compatibility problem with Excel 2007 SP1 which caused the Historic Volatility Calculator to display an error under pre-2007 versions of Excel.Thu, 13 Dec 2007 02:28:36 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101iExcel 2007 SP 1 compatibility release.Wed, 12 Dec 2007 09:39:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101hDrawdown analysis function to analyze the drawdown history of a fund or portfolio. Release of Style Analyzer version 2.0 which includes a drawdown analysis.Tue, 04 Dec 2007 11:08:08 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101gUpdate to handle changes at the Eurex option chain provider.Mon, 26 Nov 2007 06:35:52 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101fNew function for analyzing the investment style of a fund or portfolio. Release of the Hoadley Portfolio Style Analyzer. Fix to historic volatility charting issue with some versions of Excel.Fri, 16 Nov 2007 00:30:36 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101eAdditional samples spreadsheet illustrating the impact on active portfolio management statistics of changing the beta of an investment portfolio with futures contracts. Improved error handling in HoadleyPortfolioStats function.Fri, 02 Nov 2007 07:45:32 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101dNew function to produce active portfolio management statistics. New version of Portfolio Optimizer Pro (version 1.2) which now produces active portfolio management statistics.Fri, 26 Oct 2007 12:21:23 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101cEnhancement to HoadleyCorrelStambaugh function. Fixed problem with HoadleyPriceMatrix function.Sun, 30 Sep 2007 01:59:00 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101bMSN added as a provider of free US equity option chains.Mon, 10 Sep 2007 03:46:35 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101aOptionsXpress option chains - update to handle a change made at OptionsXpress to their option chain data format & server.Thu, 06 Sep 2007 06:27:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#101Option chains are now available for the National Stock Exchange (NSE) of India.Sat, 01 Sep 2007 02:31:12 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100zCombined historical and implied volatility cones. Version 4.0 of the Implied Volatility Calculator now combines statistical and implied volatilities on the one volatility cone chart to provide an indication of whether options are cheap or expensive.Mon, 27 Aug 2007 04:47:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesMinor change to error checking for unused group constraints.Wed, 15 Aug 2007 10:30:29 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100yNew function to produce the correlation matrix and volatilities for assets whose price histories differ in length. Stability and error checking enhancements to the efficient frontier function.Fri, 10 Aug 2007 04:58:23 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesNew analyses of optimal portfolio.Sat, 28 Jul 2007 02:30:16 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100xHoadleyEfficientFrontier function released; Version 1.0 of Portfolio Optimizer Pro released.Mon, 23 Jul 2007 12:34:20 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesFixed problem which occurred on pre-Excel 2007 versions of Excel.Fri, 20 Jul 2007 13:27:23 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100wFixed issue with Black-Litterman function.Wed, 27 Jun 2007 10:47:11 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesPotfolio Optimizer will now optionally display individual assets on the efficient frontier chart.Fri, 08 Jun 2007 10:30:42 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100uBlack-Litterman portfolio design model released.Tue, 05 Jun 2007 13:19:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100tPortfolio optimizer performance improvements and graph scaling enhancements.Sun, 27 May 2007 02:43:16 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100sNew function for forward start employee stock options. Enhancement for eSignal users. Option chain sort order bug with non-English regional settings fixed.Sun, 20 May 2007 08:40:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100rHistoric Volatility Calculator can now import data from a CSV file.Mon, 23 Apr 2007 02:57:23 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100qVariance swaps - two new functions for valuing variance swaps.Sun, 15 Apr 2007 11:03:41 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100pOptionsXpress streaming quotes function now uses their new Xtend server to improve reliability.Thu, 12 Apr 2007 21:42:21 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100nNew volatility cone function in add-in. Historic Volatility Calculator enhanced to include volatility cone analysis.Mon, 09 Apr 2007 12:07:18 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100mFixed insert function problem on PCs with Norwegian regional settingsThu, 15 Feb 2007 21:05:43 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100kUpdate to more fully utilize the capabilities of the Excel 2007 ribbon.Mon, 05 Feb 2007 02:56:13 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100jExcel 2007 compatibility release for add-in and associated applications.Tue, 30 Jan 2007 07:28:39 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100iUpdate to handle a change made at OptionsXpress to their data formatSat, 27 Jan 2007 20:24:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100hUpdate to add-in to handle a recent change to Yahoo historical price data formats. Two new functions for improved pricing accuracy with discrete dividends.Sun, 21 Jan 2007 12:00:38 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100fAdditional portfolio and risk management tools for risk decomposition using principal component analysis, and for sub-portfolio aggregation for calculating VaR and other purposes. New version of Portfolio Optimizer.Mon, 08 Jan 2007 00:52:13 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100eNew function for correlated Monte Carlo simulation of prices for two or more assets. New utility function for converting a schedule of discrete dividend payments to a yield.Tue, 19 Dec 2006 05:09:11 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100dNew functions for binary, single barrier binary and double barrier binary options.Tue, 12 Dec 2006 10:03:07 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100cOrthogonal EWMA and orthogonal GARCH for preparing covariance and correlation matrices.Thu, 30 Nov 2006 11:57:16 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100bNew functions for undertaking a Principal Component Analysis on a portfolio of equities or other assets. Arbitrage Pricing Theory spreadsheet available for download.Tue, 14 Nov 2006 05:31:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100aPortfolio optimizer - additional speed improvements.Sun, 24 Sep 2006 02:36:49 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#100Portfolio Optimizer - new version with major speed improvements for large portfolios.Fri, 22 Sep 2006 06:36:54 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99zAdditional function for indexed employee stock options.Mon, 18 Sep 2006 04:54:22 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99yIndexed Executive Stock Options - new function for valuing ESOs where the exercise price is linked to a market index.Sun, 10 Sep 2006 07:08:12 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99xUpdate to handle recent change to the Eurex option chain data format.Fri, 01 Sep 2006 11:52:05 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99wQuanto (cross currency) options. Four functions for vanilla, single barrier and Asian quanto options. European and American exercise handled for all option types.Tue, 29 Aug 2006 01:06:22 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99vProbability cone application releasedSun, 18 Jun 2006 07:06:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99uNew function, HoadleySpotAnyTime which returns the spot price which has a specified probability of being hit at any time during a period.Tue, 13 Jun 2006 07:03:59 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99tNew function for valuation of American and European basket options using correlated Monte Carlo simulation.Sun, 28 May 2006 13:23:03 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99sAsian options - Valuation of European (analytic model) and American (binomial tree) arithmetic average price options.Mon, 15 May 2006 00:47:34 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99rSpread option function. Values European and American options (including greeks) on the price differential between two assets. eg the heating oil crack spread options on NYMEX.Tue, 02 May 2006 09:42:17 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99qFixed a problem with the HoadleyYahooQuotes function which occurred when there were commas in the asset name field.Wed, 19 Apr 2006 20:15:39 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99pNew function for portfolio insurance using index put options. Function calculates strike and number of puts required.Tue, 21 Mar 2006 08:20:59 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99oOption chains can now be imported from a file.Thu, 02 Feb 2006 11:50:40 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99nStockwatch option chain component upgradeMon, 23 Jan 2006 00:05:33 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99mIV calculator -- major revamp of IV smile surface chart.Mon, 16 Jan 2006 22:50:15 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99kImplied Volatility Calculator v3.1 -- degree of curve fit and y-axis scaling can now be controlled on the IV smile chart.Mon, 16 Jan 2006 01:15:37 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99jRelease of Implied Volatility Calculator version 3.0 - - Volatility skew charts by month. Introduction of underlying asset details sheet.Fri, 13 Jan 2006 05:57:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99iOption chains for OptionsXpress Australia customers.Thu, 29 Dec 2005 06:52:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99hTwo new probability functions. New Employee Stock Option function for estimating vesting time.Sat, 10 Dec 2005 11:34:04 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99gNew version required to support the newly released sentiment indicators in the Options Strategy Analysis Tool (OSET).Tue, 29 Nov 2005 03:21:45 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99fEmployee stock option enhancement - multiple vesting price targets. Option chain component changed to handle recent Eurex data provider changes.Wed, 23 Nov 2005 09:19:00 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99eVery minor change to early exercise class.Sun, 06 Nov 2005 08:47:26 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99dFixed problem with price history download with non-English Windows.Thu, 27 Oct 2005 14:10:10 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99cNew employee stock option function with performance vesting.Tue, 25 Oct 2005 02:05:53 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99bNew functions for currency rebasing of volatilities and correlation matrices for VaR.Sat, 15 Oct 2005 00:33:14 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#99A function wizard and toolbar, and component for automating downloads of price history from Yahoo.Fri, 07 Oct 2005 12:58:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98pTwo new functions for calculating Beta and R-Squared for individual assets and for portfolios. New version of Portfolio Optimizer with improved portfolio R-Squared statistic.Mon, 19 Sep 2005 10:07:42 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98nFine tuning of option chains from the Marketfeed service.Tue, 13 Sep 2005 04:37:35 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98mEmployee stock option function (ESO4) now handles blackout periods during which time employees may not exercise their options.Sat, 03 Sep 2005 07:06:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98LGARCH function enhanced in forecasting area. New version of Historic Volatility Calculator with enhanced forecasting.Sat, 27 Aug 2005 06:14:35 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesFixed the 'analyze using previously retrieved data' button which had inadvertently been made inoperable by a previous update. Fri, 19 Aug 2005 09:40:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesPortfolio optimizer now checks that the number of columns of data transferred from the analyze sheet does not exceed the number of columns available in the optimize sheet.Tue, 26 Jul 2005 07:10:31 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98iChanges to the Marketfeed option chain component to handle logon changes at Marketfeed. This affects only users of the Marketfeed data service.Fri, 22 Jul 2005 02:05:56 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98hImplied Volatility Calculator updated to enable both earliest and latest months to be specified for option chain retrieval.Mon, 11 Jul 2005 06:51:04 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98gOption chain component updated to handle another small change to Eurex data.Sat, 09 Jul 2005 10:28:41 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesThe symbol for the S and P 500 index used in the example has been changed back from SPX to GSPC to handle changes at Yahoo.Sat, 09 Jul 2005 04:49:52 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98eOption chain component updated to handle changes made by CBOE to their data access protocol.Thu, 23 Jun 2005 00:47:30 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98dMinor improvement to the handling of rounding errors in the VaR simulation component.Sat, 11 Jun 2005 03:25:02 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#POChangesThe symbol for the S and P 500 index used in the example has been changed from GSPC to SPX to handle changes at Yahoo.Tue, 31 May 2005 20:48:25 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98cFutures option chains from eSignal: The option chain component has been updated to take advantage of recent enhancements made by eSignal to futures options data.Sat, 28 May 2005 01:49:44 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98bCanadian and US streaming quotes from Stockwatch. New release of Open Positions Manager.Wed, 11 May 2005 12:40:33 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98aImplied Volatility Calculator: 3D implied volatility surface graphs.Wed, 27 Apr 2005 12:41:04 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#98Option chains for futures options through eSignal; New release of Open Positions Manager.Sat, 16 Apr 2005 12:43:55 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#97cUS and international streaming quotes from eSingal; update to ASX option chain component.Sat, 2 Apr 2005 12:47:20 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#97bOption pricing with volatility term structure; UK streaming quotes from MoneyAM.Wed, 2 Feb 2005 12:50:56 GMThttp://www.hoadley.net/options/DevelToolsLatestVersion.htm?src=RSS#97aEmployee Stock Options: pricing with term structure of interest rates and volatilities.Wed, 2 Feb 2005 12:52:59 GMT