ExcelExperts.com specialises in large, complex systems written in Excel / VBA.

• If you are considering a large IT spend, why not get up and running with a prototype written in Excel.
• We may have something working for you in as little as a week from initial contact
• Excel can perform extremely well for many tens of thousands of lines of data.

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Here are some of the projects we have worked on:
Government Bond Trading:

• European Bond pricing tool

Aimed at real time trading with matrix pricing driven off futures and benchmarks

• Strips Pricing

European government Strips risk (continuously compounded zero delta) tool

• Bond Options pricing, risk and PnL system

Emerging Markets:

• CDS pricing tool

• EM Bond Pricing tools

Exotic derivatives trading:

• Multi currency Exotic interest rate derivative trading system:

Trade valuation and reports

Reporting framework: Risk (sensitivities and Value at Risk), Attributable PnL, Option exercise, Cash Flows, Resets

Market Data storage and management

Credit derivatives:

• Credit derivatives risk and PnL

CDOs, Swaps, Bonds

Derivative Sales and marketing:

• Axe data mining tool

Spreadsheet based bot that listened for axes with a view to data mining

Debt Capital Markets:

• Company credit ratings analysis tool

Multiregression tool aimed at improving company credit ratings vs peers

• Bond Issuer analysis tool

Aimed at analysing portfolio risk with a view to swapping fixed issuance with floating, and helping issuers refinance correctly

• Cash Balance analysis tool

For looking at a company's cash with a view to keeping it in business (run out of cash and can't afford to borrow=> go bust)

Data and Analytics quality:

• Data and analytics quality benchmarking tool for bonds

comparing various analytics (yield from price, price from yields, Asset swap spreads etc...) vs a respective benchmark within certain tolerances for the life of the bond

• Analytics regression tool

Comparing different versions of an analytics library and identifying significant differences

• Data quality reporting tool

Spreadsheet based IRC bot aimed at managing the data quality process i.e. maintaining which team owned the problem, and notifying them. Also providing advanced reporting on data and analytics quality

Fixed Income Research:

• CMT tool

Aimed at analysing constant maturity treasury yields with a view to picking the best value butterfly based on curve PCA analysis

• Futures pricing tool

Aimed at creating valuing the bond futures contract and creating proprietary trading ideas and hedging strategies based on whether it's rich or cheap

• Graphing tool

Used for researching spread differences

Municipal Bonds trading:

• Hedging Tool

Excel + Access based solution for analysing optimal hedging strategies of correlated assets

Front Office Support:

• Derivative trade audit tool

compared different versions of trades from one day to the next and highlighted changes

• Blotter tool

Provided information on:

• Trades done for use with broker confirmations
• Amendments including PnL
• New trades

Team Tools:

• Task management

Advanced task management tool linking to IRC for alert generation and live reporting / notification

• OOTO (out of the office) management

Advanced OOTO management tool linking to IRC for alert generation and providing every kind of report you need in order to manage a large team

• Artificial intelligence bots

Aimed at improving support + training

Games:

• multiplayer chat based games:

Boggle

Countdown

• 2 player:

Tetris

• Single player (playing computer):

Noughts and crosses

Connect 4

Training:

• Excel / VBA training videos

Property:

• Land evaluation
  
  • Present value calculations and scenario analysis

Infrastructure Sales:

• Quote tracking tool

Manufacturing Sales:

• Client relationship management (CRM) tool

Foreign Exchange Sales:

• Transaction Cost Analysis