Windows 10 Cumulative Update (KB4511553)

Windows 10 Cumulative Update (KB4511553)

Over the past few weeks, several users reported various problems with NumXL toolbar in Office 365 on Windows 10. After a thorough investigation and long troubleshooting sessions, we have realized that a recent Microsoft Windows Cumulative update (KB4511553) released back…

 Free Cracked Version of NumxL

Free Cracked Version of NumxL

There are several block sites that are using our name NumXL and offering a free cracked version of our software. Those sites are not affiliated with NumXL and often times their downloads contain malware and viruses that can harm your…

 DFT – Trigonometric representation

DFT – Trigonometric representation

There have been several inquiries since the time we released our first entry on DFT, especially about using the DFT components to represent the input data set as the sum of the trigonometric sine-cosine functions. The inquiries were motivated by…

Volatility 201 – ARCH Modeling

This week, we’ll take the prior discussion further and develop an understanding of autoregressive conditional heteroskedasticity (ARCH) volatility modeling. Why do we care? Volatility cannot be directly observed, and volatility modeling is more complicated than those of a conditional mean. The concepts…

Volatility 102

This week, we continue our on-going series on volatility modeling and forecast. In this issue, we start by defining the various terms in an asset’s return time (e.g., holding period) and explain the multi-period forecast of returns and volatility. Finally,…

Backcasting

This week, we will show how to make a backward forecast using only NumXL functions in Excel. We will also discuss the relationship between a regular time series model and an implied backward/reversed time series model.

Volatility 101

We start a new on-going series on volatility modeling and forecast. In this issue, we start with the definition and general dynamics of volatility in financial time series. Next, we will use historical data to develop a few methods to…

The Ins and Outs of Histograms

In this issue, we will tackle the probability distribution inference for a random variable. No matter how good a stochastic model you have, you will always end up with an error term (aka shock or innovation) and the uncertainty (e.g.…