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"SigmaFit is based on the author's closed-form exact solutions (YM_SV) of the Stochastic Volatility Option Problems. It fits a state of the art Stochastic Volatility option model to Market (futures) option prices up to %3700 better than popular option pricing models like Black(76)-Scholes (also fitted). It can then use the fitted models to forecast other Market option prices, such as next day's prices, their Greeks & Implied Volatilities (IVs) up to %890 closer to the Market. These and other empirical evidence are included as real examples that the users can run and see for themselves. "SigmaFit is simple to use, just make 2 simple 1 and 2-column Strike and (Market) Option Price text files, enter option parameters in a simple GUI form and click Fit. Help on entering each parameter is displayed automatically. Readme file and real examples provide additional help. With a click of a button an interface displays all fitted and forecast prices, their Greeks and IVs and the goodness of the fits to the Market within EXCEL. SigmaFit has wide ranging applications, particularly in (Derivatives)(Arbitrage) Trading, Investments, Portfolio Management & Insurance, Risk Management, Hedging, VAR ..."
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