Quantitative finance functions for capital markets!

Excel add-in

Excel add-in for quantitative finance analysis.

METRIXUS is an add-in that implements quantitative functions applied for Statistics and Econometric to capital markets.

Usage: Quantitative finance

Features:

* Histogram
·Command for histogram, Statistics and data chart

* Skewness
·Function for sample and population, Pearson

* Excess of Kurtosis
·Function for sample and population

* Exponential interpolation and extrapolation for Brazilian yield curve
·Function for interest rate interpolation (base 252)

* Cubic Spline – Interpolation for Brazilian Yield Curves
·Function for interest rate interpolation (base 252)

* Comparative chart for Cubic Spline X Exponential Interpolation
·Command for comparative chart

* PCA – Principal Component Analysis
·Command to PCA generation

* ICA – Independent Component Analysis
·Command to ICA generation

* Multiple Linear Regression
·Command.
·Durbin Watson and colinearity

* EWV (EWMA) – Exponentially Weighting Volatility
·Function and command.
·Best decay calculation

* ARCH - GARCH - IGARCH - EGARCH - GJR (TGARCH)
·Command and best fit determination


This add-in is available in DEMO mode or licensed mode.

To license or DEMO, you must download the setup program and follow instructions. For questions, please see Manual and Help or contact Élin Duxus.

Élin Duxus welcome users to use full trial time before validate/license the product to better know it.

Add-in name: "METRIXUS – Metricis for Financial Market"