NumXL Newsletter - July 2009

White paper - Strategy returns and its P&Lⁱ

This is the first white-paper in the Trading Strategy series. The paper demonstrates the process of preparing data for analysis from a practitioner point of view:

• Raw market data - Issues
• Constructing a trading strategy - Assumptions and Entry/Exit decisions
• Computing returns and profit & loss profile
• Risk management by placing a stop-loss or limit order

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

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Coming Soon - Financial Time Series Analysis White-papers

We’re delighted to announce our first series of financial time series case studies using the SPIDER Add-ins suite. This series will illustrate the practical issues faced during analysis for trading startegy's returns.

• Strategist's returns and P&L (Released!)
• Stop-loss - Risk management?
• Limit Order - Lock-in profit?
• Transaction cost - Brokerage and Slippage?
• Leverage and margin requirement - Why?
• Futures and options in your strategy
• ...

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Coming Soon - Calendar XL

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