AirXCell - 0.5.10-SNAPSHOT - Reference Manual


Table of Contents

1. Introduction
1.1. The AirXCell project
1.2. This documentation
2. AirXCell intents, features and limitations
2.1. AirXCell features
2.2. AirXCell is built on top of R
2.3. AirXCell limitations
3. Login and New User Registration
3.1. Login
3.2. New Account Creation
4. General Presentation of the AirXCell GUI
4.1. Quick Start Box
4.2. The AirXCell GUI
4.3. The Workspace
4.4. Load / Save Workspace
4.5. General Import / Export
4.6. Preferences / Settings
5. AirXCell module : The Calculation Sheet
5.1. Presentation of the Calculation Sheet UI
5.2. Calculation Sheet Features
5.3. Values and Formulas
5.4. R as the formula language
5.5. Navigation, shortcuts and selections
5.6. The Calculation Sheet Toolbar
5.7. The Value and Formula Toolbar
5.8. The Calculation Sheet contextual Menu
5.9. Import / Export
6. AirXCell module : The R Code Editor
6.1. The R Code Editor Toolbar
6.2. Loading files in the R environment
6.3. Import / Export
7. AirXCell module : The Chart Wizard
7.1. Principles
7.2. Main Panel
7.3. Simple chart
7.4. Pie chart
7.5. Box chart
7.6. Additional Curves
7.7. Labels
7.8. Legend
7.9. Parameters
7.10. The Chart Wizard Toolbar
8. AirXCell module : The Data Frame Editor
8.1. Editing a DataFrame
8.2. The Data Frame Toolbar
8.3. Various notes on Data Fames and TimeSeries
9. Grid styling and Data Format
9.1. Choose cell value alignment
9.2. Choose cell background color
9.3. Choose cell font color
9.4. Choose advanced style settings
10. Form : 1. Manage Assets
10.1. Financial timeseries
10.2. UI
10.3. Dataset
10.4. Results
10.5. Parameters
11. Form : 2. Manage FOREX
11.1. FOREX usage
11.2. UI
11.3. Dataset
11.4. Results
11.5. Parameters
12. Form : 3. Manage Portfolios
12.1. UI
13. Form : 4. Compute stock volatility
13.1. Volatility
13.2. UI
13.3. Standard Historical Volatility calculation
13.4. Other volatility calculation approaches
13.5. A Volatility calculation form
14. Form : 5. Analyze Assets
15. Form : 6. Portfolio Optimization
15.1. Concepts
15.2. UI
15.3. Loaded constituents
15.4. Portfolio Specification
15.5. Portfolio Optimization
15.6. Portfolio Analysis
16. Form : 7. option pricing
16.1. Financial options
16.2. Option pricing / valuation
16.3. Supported models
16.4. Results
17. Portfolio Optimization theory
17.1. Asset and Portfolio Fundamentals
17.2. Markowitz Portfolio Theory
17.3. Mean-CVaR Portfolio Theory
AirXCell User Guide Bibliography

List of Figures

3.1. AirXCell start button
3.2. Initial Login Screen
3.3. New Account form
4.1. Quick Start Box
4.2. AirXCell GUI
4.3. Workspace Load from local filesystem
4.4. Workspace Load from server
4.5. File Import Dialog
4.6. File Export Dialog
5.1. New Calculation Sheet
5.2. Calculation Sheet Layout
5.3. R functions list
5.4. File Import Dialog (for Calc Sheet)
5.5. File Export Dialog (for Calc Sheet)
6.1. New R Code Editor
7.1. New Chart Wizard
7.2. Simple Chart Panel
7.3. Pie Chart Panel
7.4. Box Chart Panel
7.5. Additional Curves Panel
7.6. Labels Panel
7.7. Chart Legend Panel
7.8. Chart Parameters Panel
8.1. New Data Frame Editor
8.2. Choose Data Frame
9.1. Choose cell value alignment
9.2. Choose cell background color
9.3. Choose font color
9.4. Choose Data Format
9.5. Choose Font Format
9.6. Choose Cell Colors
9.7. Choose Cell Border Style
10.1. 1. Manage Assets' dynamic form
11.1. 2. Manage FOREX' dynamic form
12.1. 3. Manage Portfolios
13.1. 4. Compute stock volatility
15.1. New '6. Portfolio Optimization' dynamic form
15.2. Equally weighting portfolio example
15.3. Optimized portfolio example
15.4. Efficient frontier example
15.5. Portfolio backtesting example
16.1. American option pricing example
16.2. Binomial option pricing example
16.3. European option pricing example
16.4. Asian option pricing example
16.5. Barrier option pricing example
16.6. Binary option pricing example
16.7. Lookback option pricing example
16.8. Multiple Assets option pricing example
16.9. Generalized Black Scholes Option Price Result
17.1. Efficient mean-variance frontier [8]
17.2. Mean-VaR(5%)-boundary [8]