XlQuant, a high-performance financial Add-in for Excel

XlQuant is an Add-in for Excel, it turns your favourite spreadsheet into a professional quantitative analysis software. All functions are implemented with high scientific standards and with the aim of maximum performance. Its objectives are to bring you the latest advances in financial modelling and make them accessible to as many people as possible.

The project

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.

Requirements :

  • Excel 365 or Excel 2021
  • Windows 64 bits

The add-in can be downloaded on www.xlquant.net


The authors

  • Malick Fall – malick [dot] fallatuniv-rennes [dot] fr
  • Sébastien Laurent - sebastien [dot] laurentatiae-aix [dot] com