Quant Mashup - Smile of Thales

C# Historical Dividend retrieval [Smile of Thales]

Today in SmileOfThales we will provide you some brief but useful C# code (the whole code is available at the end of the article) to retrieve historical cash dividend data in Excel. The topic covers Excel-Dna, data caching, Html parsing with HtmlAgilityPack … that’s it and it’s already pretty(...)

Object oriented VBA swaption pricing, part 2 [Smile of Thales]

As 2016 started, we wish you and your family a great year ahead. Happy New Year! This post is a continuation of our discussion on swap and VBA swaption pricing, and a conclusion of this topic. In a previous article, we introduced a VBA object oriented architecture to price a swap. Here we expose how(...)

VBA Swap Pricing [Smile of Thales]

VBA and Quant finance This article is actually a first part of an introductory course to VBA coding, given at Solvay School of Economics in Feb. 2014. The Excel sheet and VBA swap pricing code are attached. Visual Basic for Applications (VBA) is not ” trendy”, properly speaking, in the financial(...)

Quandl plot in Python [Smile of Thales]

Quandl is a platform that offers free and premium access to financial and economic data. On top of this the data export is supported by many languages and softwares such as R, C#, Matlab. You can find here an exhaustive list of environments. In the following you will find an illustration of how you(...)