SigmaFit

Name: SigmaFit
Works on: windows

Windows 95 and above

Version: 2
Last Updated: 19 Apr 2017
Release: 13 Jun 2006
Category: Business > Applications

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SigmaFit Details

Rating: 2.2 out of 5 based on 23 user ratings

Publisher Website: External Link
Downloads: 112
License: Demo / Trial Version

SigmaFit is a demo software by ScinanceAnalytics and works on Windows 10, Windows 8.1, Windows 8, Windows 7, Windows XP, Windows 2000, Windows 2003, Windows 2008, Windows 98, Windows ME, Windows NT, Windows 95, Windows Vista, Windows 2012.
You can download SigmaFit which is 707.65 KB in size and belongs to the software category Applications.
SigmaFit was released on 2006-06-13 and last updated on our database on 2017-04-19 and is currently at version 2.

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SigmaFit Description

SigmaFit is based on the authors novel exact solutions (YM_SV) of the Stochastic Volatility (SV) Option Problems. It fits a state of the art SV option model to market (futures) option prices up to %6410 better than popular option pricing models like Black(76)-Scholes (also fitted). It can use the fitted models to forecast other market prices, Greeks & implied volatilities (IVs), like next days prices over %1114 closer.

These and other evidence are included as real examples users can run & see for themselves. SigmaFit is simple to use, just make 2 simple 1 and 2-column Strike and (market) Option Price text files, enter option parameters into a simple form and click Fit. Hands on info, Readme & real examples give extra help. A click interfaces EXCEL to all the fitted & forecast prices, Greeks, IVs & the goodness of fit. SigmaFit has many applications & is indispensable in (Derivatives)(Arbitrage) Trading, Investments, Portfolio Management & Insurance, Risk Management, Hedging, VAR.