XlQuant adds more than 100 functions to Excel that will allow you to focus on your work in a familiar environment.
XlQuant’s architecture is based on three modules and is designed to cover a wide range of financial and statistical models. These three modules are:
- Portfolio : this module provides several functions to optimize portfolios.
- Volatility : this module provides functions for estimating and forecasting univariate and multivariate GARCH models.
- Tools : this is a toolbox that contains helper functions that may help during modelling.
XlQuant is provided free of charge and is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
- Excel 365 or Excel 2021
- Windows 64 bits
The add-in can be downloaded on www.xlquant.net
- Malick Fall – malick [dot] falluniv-rennes [dot] fr
- Sébastien Laurent - sebastien [dot] laurentiae-aix [dot] com