新一代投资公司
需要帮忙?联系
电话  +8621 8024 5997 联系我们

我们使用Cookie来个性化内容和广告,提供社交媒体功能并分析我们的流量。我们还与社交媒体,广告和分析合作伙伴共享有关您使用我们网站的信息,这些合作伙伴可能会将其与您提供给他们的其他信息或他们从您使用其服务中收集的信息相结合。如果您继续使用我们的网站,即表示您同意我们的cookie。

Greeks in Excel

Greeks in Excel

 

Good news can never do harm :) We have recently made the Greek coefficients and the implied volatility available not only to the EXANTE trading platform users, but also to those who work with our Excel API. 

We have told quite a lot about the Greeks, discussed what they can be used for and how we calculate them. Today we are glad to share another point with you: they can now be retrieved in three ways, through the trading platform, via FIX API and through the integration with MS Excel.

To enjoy new functions of the Excel API you should update the installation software. Download the new version and install it on your computer:

To call Greeks in real time, use the following commands:
Delta:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"delta") 
Gamma:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"gamma")
Vega:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"vega")
Theta:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"theta")
Implied volatility:
=RTD("atp.rtd";"atp";"quote";"instrument.name";"implied_volatility")

Besides the Greeks, we have started transmitting to Excel the last trade price, open interest and the daily trading volume. 
=RTD("atp.rtd","atp","quote","instrument.name","last_trade_price")
=RTD("atp.rtd";"atp";"quote";"instrument.name";"open_interest")
=RTD("atp.rtd";"atp";"quote";"instrument.name";"daily_volume")

If you have not heard about the opportunity to automate trading with the help of MS Excel, you could read this article and look through the automation guide. It is quite simple to use, and you could significantly improve your trading experience with its help. If any questions arise, please feel free to address our support team at support@exante.eu: we will be happy to help you.

Greeks in Excel
阅读更多

Today we are listing the companies with highest dividend rates in 2015.

Our today's list of booming companies is devoted to the US entities listed in S&P 500.

由专业人士创建。 为专业人士。
最近的代表办事处:  EXANTE LTD. (伦敦分行)
1前街,伦敦
EC2Y 9DT
英格兰, +356 2015 0000