We are pleased to inform you the release of a free (creative commons license) Add-in for Excel (Requirements : Excel 365 or Excel 2021 and Windows 64 bits).
The installation file, the documentation and some videos are available on our web site www.xlquant.net.
The Add-in includes the following three modules.
- Portfolio module: to optimize portfolios (Markowitz, Black-Litterman, ERC…);
- Volatility module: to estimate/predict many univariate and multivariate volatility models;
- Tools module: a toolbox to perform operations on matrices.
We hope you will find this Add-in useful.
Please do not hesitate to make suggestions for improvements and contact us if you are interested in our consultancy service.
The XlQuant Team