[原创]用Excel做的Options Strategy Analyzer期权策略分析工具

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按：我的最终目标是做一个options strategy scanner。所以标题会根据我的进度来改。目前我做到了下载数据和filter数据这一个步骤。

***please give your idea and wish list to better it. What diagram do you want to see, what parameters to you need, etc. Thanks!

This file can
1. download options data from Google Finance, and show you the price and Greeks in a straddle view.
2. let you run your options strategies in the Strategy tab, and show you the 3D diagram of price and Greeks along time and price.

To-Dos:
1. add volatility skew into consideration, as IV of very out of money options may be very skewed.
2. try to factor in discrete dividend better by changing to Binomial option pricing
3. ultimate goal: strategy selector after you feed in 4 parameters: target time, target price, target volatility and target IV skew

(only the 2 tabs with color are need to operate on. others are back end tabs. You don't need to changes things in those.)






目前可以做的是：1。从Google Finance上下载json格式的stock options价格的代码。google finance比yahoo finance好用的一个原因是它直接给出json文件（如果是xml文件就好了。。。），所以比较快。
2。根据条件筛选目标价格和到期日的options，并计算出greeks和IV。

这个project目前用到一下代码：
json.xls (57.5 KB, 需要: 1 个论坛币)

2011-3-2 13:29:56 上传

json代码转换成dictionary object的源代码，json.org来的。
需要: 1 个论坛币  [购买]

Matrix and Array handler.xls (68 KB, 需要: 2 个论坛币)

2011-3-2 13:29:56 上传

Excel里面处理matrix和array的库。引入了一些MatLab的一些操作。非常有用。
需要: 2 个论坛币  [购买]

现在为止的成果
Options workbook.xls (486.5 KB, 需要: 8 个论坛币)

2011-3-17 15:48:50 上传

从Google Finance上下载json格式的stock options价格的代码
需要: 8 个论坛币  [购买]

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关键词：Strategy Analyzer analyze Strateg options download Google please filter better

Mar 9th更新：增加options monitor功能

标记一下 以后学习

March 17, 2011更新，现在已经很完善了。希望大家提出你想要的功能。

what's your ultimate goal? scanned strategy will work in real market?

现在还可以用吗?

lqyzt 发表于 2017-2-17 12:39
现在还可以用吗?

I believe the download price from Google Finance part doesn't work anymore, as they demised the API. Calculation part should still work.