## 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 …