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METRIXUS - Quantitative Finance Excel Add-in 1.0.5

METRIXUS - Quantitative Finance Excel Add-in 1.0.5

Screenshots of METRIXUS - Quantitative Finance Excel Add-in

METRIXUS - Quantitative Finance Excel Add-in Publisher's 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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