METRIXUS - Quantitative Finance Excel Add-in

Excel add-in for quantitative finance analysis
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METRIXUS - Quantitative Finance Excel Add-in Ranking & Summary

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  • Rating:
  • License:
  • Free to try
  • Price:
  • $50.00
  • Publisher Name:
  • Élin Duxus | more software
  • Publisher web site:
  • Operating Systems:
  • Windows
  • File Size:
  • 1000 KB

METRIXUS - Quantitative Finance Excel Add-in Tags


METRIXUS - Quantitative Finance Excel Add-in Description

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 and Excess of Kurtosis: Function for sample and population, Pearson * Exponential interpolation and extrapolation for ACT/252 yield curve * Cubic Spline: Interpolation for ACT/252 Yield Curves * PCA ? Principal Component Analysis: Command to PCA generation * ICA ? Independent Component Analysis: Command to ICA generation * Multiple Linear Regression: Durbin Watson and colinearity * EWV (EWMA) ? Exponentially Weighting Volatility: Best decay calculation * ARCH - GARCH - IGARCH - EGARCH - GJR (TGARCH): Command and best fit determination


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