Spartan Trader 8

Computing portfolio family deltas

This installment of the Spartan Trader computes the portfolio family deltas for all the tickers available in the database. As before, this homework is cumulative.  Feel free to personalize. This vLab shows a demo and comments extensively on the code.

NOTE:  Make sure that GetVol() includes the following as its first line
symbol = symbol.Trim()
and remember that the symbols in GetVol() must match the tickers in the database. Beta = old tickers. Gamma = new. Alpha = is being changed. Eventually all will be with the new tickers.

NOTE: CalcFamilyDelta has two parameters (t as string, targetDate as date). However, in the function's code, currentDate is used. it should not. Replace CurrentDate with targetDate.

NOTE: the video sometimes shows "FamilyDelta" and sometimes FamDelta".  Pick one spelling.