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User Rating: Rated by: |
Good (3.4/5) 18 user(s) |
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Metrixus description |
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Metrixus is a useful Excel add-in for quantitative finance analysis
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
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