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METRIXUS
Metrics for Financial Market
Quantitative Finance
Excel Add-in
MANUAL and HELP
This paper intends to show details of METRIXUS.XLL add-in system, developed by Élin Duxus Consulting LTDA to Microsoft Excel.
METRIXUS.XLL add-in implements quantitative functions applied for Statistics and Econometric to capital markets.
Contents
QUICK REFERENCE
1. INSTALLATION
1.1. Minimum requirements
1.2. How to Install
1.3. Uninstall
2. USAGE
2.1. Excel Behavior
2.2. System Tools
2.2.1. Help
2.2.1.1 Help Command
2.2.2. Status Indicator
2.2.2.1 Status Command
2.2.3. Idiom
2.2.3.1 Idiom Command
2.2.4. Histogram
2.2.4.1 Histogram command
2.2.5. Skewness
2.2.5.1 Function MX.SKEW
2.2.6. Excess Kurtosis
2.2.6.1 Function MX.KURT
2.2.7. Brazilian Yield Curve Exponential Interpolation and Extrapolation
2.2.7.1 Function MX.INTERPOLEX
2.2.8. Cubic Spline for Brazilian Yield Curve
2.2.8.1 Function MX.CSPLINE
2.2.9. Interpolations Chart – Cubic Spline X Exponential
2.2.9.1 CSpline x Exp Command
2.2.10. PCA – Principal Component Analysis
2.2.10.1 PCA Command
2.2.11. ICA – Independent Component Analysis
2.2.11.1 ICA Command
2.2.11.2 ICA Excel worksheet example
2.2.12. Multiple Linear Regression
2.2.12.1 MLR command
2.2.13. Best Exponentially Weighting Volatility - EWV
2.2.13.1 Function MX.EWV
2.2.13.2 Command Best EWv Decay
2.2.14. ARCH - GARCH - IGARCH - EGARCH - GJR (TGARCH)
2.2.14.1 ARCH Family Command
3. FAQ
LICENSE AND TERM OF RESPONSIBILITY

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Excel course, formulas, macros, sheets - Finance Mathematics, HP 12C - Options pricing and course, options Greeks analysis - VaR (Value at Risk) course - Equity, stocks, ADR and international arbitrage - Certified Professionals - Excel add-in for finance - Customized Excel add-in - System and application development, technology - C/C++, VBA, macros, models - Communication in Excel, RTD - Financial modeling - Financial consulting, corporate finance - Cash Flow Analysis - Brazilian PPP (Public-Private Partnership) - Excel Add-in Downloads - Templates - Duxus Risk System Élin Duxus Sitemap
Excel course, formulas, macros, sheets - Finance Mathematics, HP 12C - Options pricing and course, options Greeks analysis - VaR (Value at Risk) course - Equity, stocks, ADR and international arbitrage - Certified Professionals - Excel add-in for finance - Customized Excel add-in - System and application development, technology - C/C++, VBA, macros, models - ARCH, GARCH, TGARCH, ICARG - Communication in Excel, RTD - Financial modeling - Financial consulting, corporate finance - Cash Flow Analysis - Excel Add-in Downloads - Templates - Duxus Risk System - Value at Risk - VaR - ALM - Asset Liability Simulation