Élin Duxus Consulting - Business Intelligence - METRIXUS - Quantitative Finance 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.
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.