Theta Proxy is Realtime Excel:
Speed-up your Excel sheet 100x and more
| Theta Proxy XL free | Theta Proxy XL | |||
| MS Exel 2007/2010 | ||||
| 32 Bit | x | x | ||
| 64 Bit | x | x | ||
| native Ribbon integration | x | x | ||
| Training of functions | ||||
| Feedback during function training | x | x | ||
| Storing of trained functions | x | x | ||
| Adjustible precision | x | x | ||
| Maximum number of parameters | 8 | 8 | ||
| Maximum of trained functions in a sheet | unlimited | unlimited | ||
| Training of UDFs (User Defined Functions) | x | x | ||
| Parallel processing | up to 8 cores | up to 8 cores | ||
| High speed Evaluation | ||||
| Optimized .net code | x | x | ||
| Use Cases Real-time Option Pricing |
||||
| Monte Carlo | x | x | ||
| PDE | x | x | ||
| Tree | x | x | ||
| FFT | x | x | ||
| Hedging of financial products | ||||
| Delta | x | x | ||
| Gamma | x | x | ||
| Vega | x | x | ||
| Vanna | x | x | ||
| Volga | x | x | ||
| License | non commercial desktop | commercial desktop | ||
| Price | free | EUR 325 (incl. VAT) | ||
| US$ 425 (incl. VAT) | ||||
What kind of formulas does Theta Proxy support?
Theta Proxy can be used for all smooth functions which you would like to evaluate in real-time. That means a function should not have spikes or jumps because Theta Proxy cannot detect them automatically.
For financial mathematics, this condition holds true for
- option pricing with Monte Carlo, PDE, tree or any other method,
- Greek computation based on these pricings,
- VaR and cVaR estimates,
- option parameter estimation (e.g. implied volatility),
- and many other …