Thetaris presents the patented Theta Proxy:
Provide your Excel with supercomputing power!
Theta Proxy XL is an easy to install add-in for MS Excel, which allows you to radically accelerate the processing of complex and thus “slow” formulas.
For example: If you are professionally involved with real-time option pricing using MS Excel, you need to fully rely on all the outputs in your Excel spreadsheet. They are the basis for your trading decisions during the day. But are the prices in your sheet consistently priced without any delays or does your formula overload MS Excel when processing real-time data?
Try Theta Proxy XL and experience the power of algorithmic pre-training. Double-click to install, pre-train and go back to work! But please don't forget to fasten your seat belt before enabling Theta Proxy.
Quick Start
A brief example to get you started can be found in this case study.
Monte Carlo with VBA in MS Excel
Pricing an American Option with Monte Carlo in VBA is another Example for a substantiall speed-up.
Monte Carlo with Theta Suite
Pricing an American Option with Monte Carlo using Matlab and Theta Suite can be accelerated substancially using Theta Site. How this is done is explained here.
Cox-Ross-Rubinstein Tree with FinAnSu
Pricing an American Option with a Cox-Roth-Rubinstein (CRR) tree is a perfect example, of how much Theta Proxy can speed up your equations.