Overview
In This Topic
XlQuant is a high-performance financial addin 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. This extension adds many financial functions to Excel that will allow you to focus on your work in a familiar environment. Its architecture is based on three modules and is designed to cover a wide range of financial and statistical models.
The three modules are:
- Portfolio : this module provides several functions to optimise 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 modeling.
The list of all functions can be found in this documentation by clicking on "UDF" in the left-hand menu.