A new maintenance release of NumXL is now available. This new release is compatible with Excel/Office 2010. No code changes were needed to NumXL itself, but a few tweaks to the installer program were necessary.

Users who would like to use Excel 2010 with NumXL, please download the new package from our website.

The NumXL 2.0 Beta program will be available for download in one to two more weeks. For the moment, we are putting together our NumXl 2.0 Beta testing team list and we are asking our most motivated users to review our Beta Testing Agreement and contact us at beta@spiderfinancial.com indicating your willingness to join the NumXL 2.0 Beta Testing Team.

You will then be notified when the Beta version of NumXL 2.0 becomes available for download in the next two weeks.

We are excited to be entering the Beta testing phase of NumXL 2.0 this week. Our NumXL user community has been instrumental in helping us significantly improve NumXL in all categories of application functionality and usability. We greatly value your input and we invite you to participate in our 2.0 Beta testing program - You can be a part of the future of NumXL! Please see our NumXL 2.0 Beta testing webpage where you will find our Beta Agreement and the beta testing program frequently asked questions (FAQ). If you have any questions in regard to our beta testing program, please call or email us at beta@spiderfinancial.com.

In a constant effort to improve solution quality and response time regarding user issues, we have added a new service to our live support - on demand remote desktop support. On demand remote desktop is a remote support tool that enables instant, secure, and trouble-free connections between remote computers over the web and to any point on the globe.

Using state-of-the-art software from TechInline our support team can quickly view, diagnose, and fix issues related to our products on your remote desktop without pre-installing software.

Although, NumXL 2.0 is not officially out, this article will give you a good headstart on the new features in NumXL 2.0.

1. Summary Statistics (support for missing observations)-
   1. Mean, Median, Quantile, Quartile, SD, Skew, Kurtosis, count 
   2. Range, IQR, MD, MAD, MIN, MAX, RMD, RMS, GINI and long-run variance
   3. ACFⁱ, PACFⁱ.
   4. Correlation (Spearman, Pearson and Kendall), exponential-weighted correlation, cross-correlation
2. Data Transformation (support for missing observations)-
   1. smoothing function (e.g.
      moving average, exponential, kernel Gaussian smoothing, etc.) ,
   2. LAG, DIFF, fractional difference, Add, Sub, Scale.
   3. Transformation (BoxCox Optimal Transform)
   4. Filter: Low-Pass High-Pass, Band-Pass, Band-Stop, and ARMA Filter
   5. Fourier transform, Wavelet transform.
3. Statistical Distributions -
   1. Histogram
   2. Normal, Student's t, Chi-square, Fischer-Snedecor (F-dist), Gamma, Poisson, Weibull, Exponential, Beta, Laplace, power exponential (GEDⁱ) and Log Normal distributions.
   3. PDF, CDF, InvCDF.
   4. P-Value and Critical Value
   5. MAD, SD, Skew and Kurtosis
   6. Fourier transform,
      Wavelet transform.
4. Parametric Modeling -
   1. ARMA, ARMAX, ARIMAⁱ, ARFIMA, AirLine
   2. GARCHⁱ, E-GARCH, GARCH-Mⁱ, TGARCH, IGARCH, GJR GARCH, NGARCH, and QGARCH.
   3. IID
   4. COMPLEX Models (e.g. ARMA-GARCH, ARFIMA-GARCH, etc)
5. Model Functions -
   1. Spectral Density function,
   2. Goodness of fit - LLFⁱ, AICⁱ, Bayesian Information Criterion (BIC/SIC), SSE, SAD.
   3. Impulse Response Function (IRF)
   4. Calibration and error estimation of model coefficient.
   5. Simulation
6. Statistical tests (support for missing observations)-
   1. White noise, Normality and ARCH Tests
   2. Unit-root tests - ADF and KPSS
   3. Co-integration test
   4. Correlation test (Pearson, Spearman, and Kendall).
   5. Long-memory test (Local Whittle Estimate, GPH)
7. Covariance Analysis -
   1. Covariance matrix, exponential-weighted covariance matrix
   2. Covariance to Correlation matrix transform
   3. Matrix positive-definite test.

Furthermore, the functionality offered through the menus, tool-bars and form wizards has been revised to enhance the usability of the existing and new functions.

We are excited to announce the launch of our newly-updated website. Although, the new site includes few new functionality (e.g. Live Support), it enhances the access to product information, support and resources. A clearer structure, simplified navigation and improved search functions make finding answers and information easier than before.

If you experience any problems using the new website or if you have any suggestions, please contact us at webmaster@SpiderXL.com

NumXL 2.0 (Beta) will be further delayed to address few issues raised during our preliminary tests and to add new advanced models (e.g. ARFIMA, IGARCH, etc). The delay will allow our engineers to continue working on those enhancement and to apply patches for all known problems. Fortunately, there are no relatively big new issues, so it should be a short delay.

Tentatively, we are looking at the third week of March 2010 for release date.

We are actively working on the second maintenance release of NumXL 1.0. The new release includes several important fixes for reported issues, new functions, and few minor function enhancements.

For a complete list of changes, please visit NumXL change-log page

The new release will be posted online by end of January 26th,2010 (GMT-6). We recommend all users to download this update for the fixes included. 

[October 1st,2009] SPIDER Financial has announced today the official release of NumXL - the econometrics analytical software - version 1.0 to the general public.

What's changed in this release?

The latest release includes few minor fixes, revised documentation (i.e. help file, tutorials, and case studies) and enhanced user-interfaces (UI) improving the usability of the software. To see a full list of changes in this release, please check release notes

.

How to download and install NumXL 1.0

The official release is available for download on our website. We recommend all users download this update for the minor fixes included. You can download and install NumXL 1.0 at NumXL 1.0 Download site

NOTE: Before you can install the new version, please uninstall the old version on your machine.

License agreement

The NumXL 1.0 is released under freeware license agreement . Users are advised to review the license agreement .

NumXL 1.0 will be delayed to iron out issues detected at last moment. The delay will allow our engineers to continue working on those issues and to apply patches for other known problems. Fortunately, there are no relatively big new issues, so it should be a short delay.

Tentatively, we are looking at the end of September 2009 for release date.

  NumXL - the econometrics analytics software - is currently under active development in preparation to its RC Release on July 24th, 2009.

What's changed in this release?

Although, the new release includes few minor fixes, we have redesigned its documentation (i.e. help file, tutorials, and case studies) and availed an extensive set of user-interfaces (UI) natively improving the usability of the software. To see a full list of changes in this release, please check release notes.

How to download and install 1.0 RC

The RC release will be available for download on July 24th. We recommend all users download this update for the minor fixes included. You can download and install NumXL 1.0 RC at NumXL 1.0 Download site

NOTE: Before you can install the new version, please uninstall the old version on your machine.

License agreement

The NumXL is released under freeware license agreement . Users are advised to review the license agreement .

Chicago July 8th,2009 - SPIDER financial announced the start date of the ALPHA testing for the company’s date and calendar analytics software - CalendarXL 1.0.

CalendarXL is a perfect compliment to NumXL and financial time series analysis; It provides advanced Date & Calendar calculation functions within Microsoft Excel making it easy to to examine past or predict future holidays or economical data announcement, to calculate working days in a holding period, to generate a custom series of dates, etc

Users who wish to download and try the functions in CalendarXL Alpha should visit our CalendarXL Homepage .

How to download and install 1.0 ALPHA

We recommend all users download this update for the minor fixes included. You can download and install CalendarXL 1.0 ALPHA now at CalendarXL 1.0 Download site

License agreement

The official release of CalendarXL will be released under our commercial license agreement . Users are advised to review the license agreement .

Exchange-listed futures are increasingly used in active strategies; they are offer leverage, efficient access to illiquid physical markets, and risk management tool. In this paper, we illustrate the issues and procedure related to incorporating futures in our strategy (e.g. Contract specifications, Margin requirement, contract size, leverage, mark-to-market (MTM) etc.). We define returns on margin and examine closely P&L draw throughout the day

The white-paper and the supporting financial model are available on our website to all our registered users.

Developing a trading strategy is an iterative process; it begins with forming few trading ideas, back-testing, and drawing conclusions or forming new ideas and starting over. This paper discusses the back-testing process of the strategy; we demonstrate the steps, issues and assumptions made during the preparation of the data sample and the calculation of the hypothesized strategy's returns. Finally, we turn our attention to risk aspect of the strategy and its application within an established trading environment with common risk management policies.

The white-paper and the supporting financial model are available on our website to all our registered users.

In this series (white papers), we touch on several practical issues faced in constructing trading strategy, generating returns, examining the profit & loss profile, placing a stop-loss or limit order with strategy, accounting for execution slippage and transaction costs, leveraging using margin or futures, etc.

We conducted all our analysis within Microsoft Excel using built-in functionality and SPIDER Add-ins suite.

The case studies series will be released on June 20th, 2009 on our website along with the financial model spreadsheet to all our registered users.

Analyzing exchange-listed derivatives time series, our users need to incorporate the contract specifications in effect. For instance, a trading strategist analyzing the futures prices would need to identify the corresponding future contract (i.e. exchange symbol) at each date, contract's expiry date (i.e. last trading date),  contract's delivery dates (first & last delivery dates) and other listed contracts (different delivery months), etc. The listing exchanges publish the contract specifications detailing size, price change and the rules to compute the different important dates.

This is soon to be a problem of the past once we release the XHGXL (aka Exchange-XL).

XHGXL is an analytical tool for exchange-listed products. XHGXL makes it easy to to examine contract specification and perform related calculations: trading days to expiry, delivery start date, delivery basket, contract size, front-contract symbol, etc.. XHGXL will work with all current versions of Microsoft Excel.

If you have an interest in being a beta tester of the XHGXL, please contact us

Our users often face the need to process the information in the dates component of the time series. For instance, a financial strategist desires to examine the long-weekend effect on his/her strategy returns, effect of number of trading days in his/her holding period on volatility,  or construct a sequence of dates for first and/or last trading day on NYSE, etc. Currently, our users find themselves overwhelmed looking up past/future holidays for given market(s) (e.g. US-GOV, NYSE, CBOE, LIFFE, NYMEX, etc.), and  manually examining individual observation in their data sets.

This approach described earlier is not only mundane, error prone, but it is not directly productive; our users opt to spend that time examining the significance of proposed phenomena.

Fortunately, this is soon to be a problem of the past once we release the CalendarXL.

CalendarXL is a Date & Calendar calculator Add-in for Microsoft Excel. CalendarXL makes it easy to to examine past holidays, to anticipate future ones, to calculate working days and to generate a sequence of dates that fits their exact criteria for different calendars/markets.  CalendarXL will work with all current versions of Microsoft Excel.

If you have an interest in being a beta tester of the CalendarXL, please contact us