Advanced Portfolio Analytics Library .NET

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This is the home of the Excel add-in version of Advanced Portfolio Analytics Function Library .NET (ApaLibNET)...

TE Efficient Fronier & ISO TE Ellipsoides
Release 2.13.0 - TE Efficient Fronier & ISO TE Ellipsoides

ApaLibNET contains more than two hundered advanced portfolio analytics functions, bringing consistent performance & risk analysis, advanced portfolio construction techniques and statistical methods to Microsoft Excel, the most important analytical platform in the investment management world.

The add-in comes with many spreadsheets, which can be used directly or serve as starting points for more specific solutions.