Metrixus is a useful Excel add-in for quantitative finance analysis.

METRIXUS implements quantitative functions applied for Statistics and Econometric to capital markets.

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

Limitations:

· 90 days trial