METRIXUS is an add-in that implements quantitative functions applied for Statistics and Econometric to capital markets.

Usage: Quantitative finance.

• 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

System Tools:
1. Help:
Runs browser Internet Explorer or Netscape in Élin Duxus web page for system manual and help for functions.
   - Toolbar Metrixus

2. Status Indicator:
Allows user to verify systems available updates as well as signature/license status. If signature/license expires, all functionalities will be over and will return #N/A.
   - Toolbar Metrixus

3. Idiom Setting:
Includes options for Portuguese (Brazil) or English (USA).
After change the idiom, it is necessary to restart Microsoft Excel.
Available in version 1.0.1 and superiors.
  Menu - Metrixus | Idiom

4. Histogram
Draws a histogram chart for the selected range of cells. Includes sample or populations, skewness, kurtosis and mean and standard deviation for each range in the histogram.
Normalization (area under the PDF – probability density function - is 1) is also possible.
Data range can be asset prices and the histogram can draw asset returns directly from data.
No log operation is used in this case and data must be in time order (older prices first).
   - Toolbar Metrixus

5. Excess of Kurtosis
Returns data range excess of kurtosis related to normal distribution for sample or population.
   - Toolbar Standard | Metrixus

6. Comparative chart for cubic spline and exponential interpolation (Brazilian yield curve - base 252)
Build a comparative chart for cubic spline and exponential interpolation.
Data range must be selected in advance.
   - Toolbar Metrixus

7. PCA – Principal Component Analysis
Runs principal component analysis – PCA – of data range. Returns loading factors and others parameters.
Allows Kayser criteria or Proportion criteria and build scree test chart.
Data range must be selected in advance.

8. ICA – Independent Component Analysis
Runs ICA of informed data range. Returns independent components, mixing and demixing matrix and others parameters.
Data range must be selected in advance.
   - Toolbar Metrixus

9. Multiple Linear Regression
Runs the multiple linear regression for variables informed. Returns regression coefficients and others parameters.
Data range must be selected in advance.
   - Toolbar Metrixus

Try before you buy, You can download a trial version to test if it will suit your needs.

• Operation System: Windows XP, Windows 2000, Windows ME or Windows 98
  This system has no been tested to Windows 95, but may not face troubles.
  
• Microsoft Excel with version: Excel 2003, Excel XP or Excel 2000
  
• Memory: Minimum of 128 MB.
  
• Hard Disk space: 10 MB.
  
• Browser Internet Explorer or Netscape installed.

US$50.00 Metrixus