27 March 2024
Excel & VBA
Excel's MATCH() and VLOOKUP() functions are powerful tools for finding specific data in a worksheet. However, ensuring these functions are used correctly is crucial for accurate results. One common...
4 February 2024
Excel & VBA
When you copy charts from another Excel workbook/worksheet they still use data from those sources. Here is VBA code that changes their data source to the current workbook.
29 December 2023
Excel & VBA
The article shows how to send a message form Excel to a Telegram group using VBA script.
29 August 2022
Python
The most popular and useful Python libraries and APIs for different free market-data services and sources.
28 May 2022
Risk Management
Due to its simplicity, the Black-Scholes-Merton (BSM) model has been widely used by financial institutions and traders for option pricing. However, the BSM model has a number of important...
2 May 2022
Python
Monte-Carlo simulation is a useful tool to simulate stochastic processes. In this article, I show a simple case of using Monte Carlo in Python to calculate a European option price and compare the...
1 February 2022
Excel & VBA
Useful functions and scripts for everyday Excel&VBA.
7 January 2022
Risk Management
There are several regions with incredibly tense and unstable political situations and high anti-American sentiment. The probability of escalation in some of those regions is relatively high, and...
20 November 2021
Risk Management
The Global Financial Crisis was a unique phenomenon that not only affected many millions of people and tens of thousands of companies at the time but also impacted the global financial system and...
23 July 2021
Python
Here is a step-by-step example of how to create a Python app on an Apache virtual hosting and call this app from a php-site.
19 July 2021
SAS
Problem: We have a table of stock returns with columns "Date", "Ticker", "Return", which is not handy to analyse. We need to convert this table to the format "Date", "Ticker1 Return", "Ticker2...
3 January 2021
Market
An initial public offering, IPO, or stock market launch is the first sale of stock by a private company to the public. During 2019-2020 we could observe an IPO hype when hundreds of companies...