Below are spreadsheet files that should be compatible with Excel 97 and higher versions.

Comparing option pricing models
These spreadsheets include the models referenced in the June 2008 Trading Techniques story by Paul Cretien. They should also be used in place of work sheets previously associated with Cretien's September 2006 Trading Techniques story.
LLP call pricing model
LLP put pricing model

Comparing option pricing models
These spreadsheets include the models referenced in the September 2006 Trading Techniques story by Paul Cretien.
Black Scholes Dec. 06 Euro FX  

Pattern performance stats
These spreadsheets include more of the performance statistics referenced in this article on pattern-based systematic trading. Reference article: "Trading patterns in the sand," November 2004.
Click here to download.

Performance summary I
First spreadsheet showing full performance summary of system discussed in article. Reference article: "Reversions of profits in stocks and bonds," February 2004.
Click here to download.

Performance summary II
Second spreadsheet showing full performance summary of system discussed in article. Reference article: "Reversions of profits in stocks and bonds," February 2004.
Click here to download.

Option pricing spreadsheet
This spreadsheet included calculation sheets for each of the naked options and the covered call. Reference article: "Covering up with options," March 2003.
Click here to download.

Option pricing spreadsheet
This spreadsheet uses the Black-Scholes model to provide theoretical prices for put and call options. Reference article: "New options in increasing your equity," October 2002.
Click here to download.

Correlation table
The entire correlation matrix depicting the relationships of returns among same- and cross-sector equities. Reference article: "Two can be better than one," September 2002.
Click here to download.

Mathematical advantage calculator
Spreadsheet for calculating the expected results, mathematical advantage and annual return for an options trade, given the input assumptions. Reference article: "Determining expected results of an option trade," August 2002.
Click here to download.

Market state calculator
Spreadsheet for determining the "state" of the market, as defined in "Listening to the markets, note by note," July 2002.
Click here to download.

Streaks calculator
Spreadsheet for analyzing price "streaks," as explained in "Streaking prices can be revealing," April 2002. Click here to download.

Fibonacci calculator
A tool for applying Fibonacci analysis to both futures and equities. Reference article: "Trading with Fibonacci retracements," February 2002.
Click here to download.

Retracement tool
This spreadsheet automatically performs the retracement calculations described in "The Elliott-Fibonacci connection," October 2001.
Click here to download.

Money management application
This spreadsheet implements the money managment technique discussed in "3x1=More than you think," December 1999.
Click here to download.

Software ranking table
A spreadsheet that lets users create customized rankings of the trading software reviewed in "Day-trading software shootout," Special Issue 1999.
Click here to download.

Market strength calculator
Spreadsheet showing techniques for playing both long-term and short-term market strength. Reference article: "Skimming the trend," February 1999.
Click here to download.

Repeated measures tool
Spreadsheet applying repeated measures analysis detailed in "Out of sample, out of touch," January 1999.
Click here to download.

Ratio-adjusted data, charts
These spreadsheets include the charts and data used for this article on evaluating systems using ratio-adjusted data. Reference article: "Truth be told," January 1999.
Click here to download.

Datamining example
This spreadsheet includes the charts and data used for "Working in a coal mine," January 1999, as well as additional out-of-sample data not shown in the article.
Click here to download.

Trading size calculators
Calculations for the z-score, correlation and optimal f methods of money management, as described in "Scoring high and low," April 1998.
Click here to download.

Bollinger band spreadsheet
Spreadsheet that calculates Bollinger bands. Reference article: "Bollinger bands are more than meets the eye," November 1997.
Click here to download.

MACD crossover forecaster
Spreadsheet that calculates the price for tomorrow that would cause the MACD to cross tomorrow. Reference article: "Sign of the crossover," October 1997.
Click here to download.

EMA crossover forecaster
Spreadsheet that calculates the price for tomorrow that would cause a nine-period exponential moving average and an 18-period EMA to cross tomorrow. Reference article: "Smooth operator," September 1997. Click here to download.

RSI calculator
Spreadsheet that calculates the relative strength oscillator. Reference article: "Building a better speed trap," May 1997.
Click here to download.

Stochastics calculator
Spreadsheet that calculates the stochastics oscillator. Reference article: "Building a better speed trap," May 1997.
Click here to download.

Williams %R calculator
Spreadsheet that calculates the Williams %R oscillator. Reference article: "Building a better speed trap," May 1997.
Click here to download.

Momentum calculator
Spreadsheet that calculates the momentum oscillator. Reference article: "A radar gun on price," April 1997. Click here to download.

Rate-of-change calculator
Spreadsheet that calculates the rate-of-change oscillator. Reference article: "A radar gun on price," April 1997.
Click here to download.

MACD calculator
Spreadsheet that calculates the moving average convergence-divergence oscillator. Reference article: "A radar gun on price," April 1997.
Click here to download.

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