Testing your favorite P123 or R2G model hedged with short models such as iM-Best(Short) is unfortunately not possible with the tools provided at P123. The P123 ‘books’ cannot cope with a model intended for hedging. To bridge this gap we designed a MS-excel spreadsheet which you can download here.
In the excel spread sheet one can set the hedge percentage to any value manually. It also includes a simple macro that fills a table so that the performance at various percentage hedging (in 10% increments from 0% to 100%) can be compared. The spreadsheet functionality is otherwise not changed with or without this macro enabled. Instructions are found in the excel sheet.
By downloading you acknowledge and agree:
- To accept the MS Excel Workbook as is,
- that you are aware that VBA macros are included,
- that there is no recourse for any consequence in using this MS Excel Workbook.
NOTE: On opening the downloaded file it may show an error. Please ignore this error message by closing the error window.