Excel Macro Economic System & Analytics Suite
Analyse macro trends, model interest rates, test for contagion and regime shifts, and build institutional‑grade portfolios — all inside Excel with no coding required.
Run time‑series tests, regime models and factor regressions in Excel.
Build optimised portfolios with VaR, risk parity and contagion analytics.
The template tiers give you three levels of Excel‑based macro economic models, from foundational econometrics and portfolio tools up to a full research‑grade suite covering volatility forecasting, contagion detection, regime switching and multi‑factor attribution. The Master Library bundles every model at a 60% discount for institutions and power users.
Includes core econometric tools: AIC lag selection, ARMA modelling, Dickey‑Fuller and KPSS unit root tests, exponential smoothing, ANOVA, and basic portfolio construction with the 2‑stock efficient frontier, Sharpe ratio statistics and bond duration/convexity calculators.
Best for students, junior analysts and anyone building a first macro‑economic toolkit in Excel.
Everything in Foundations, plus GARCH and DCC‑GARCH volatility models, full VaR suite (parametric, CVaR, Modified VaR, BRW‑VaR and backtesting), multi‑asset efficient frontiers with constraints, CML, risk parity, Merton’s portfolio problem, and rebalancing frequency analysis.
Also adds Fama‑French and Fama‑MacBeth factor models, information ratio, active share, Treynor‑Mazuy and Henriksson‑Merton market timing tests, Vasicek and CIR interest‑rate models, Nelson‑Siegel yield curve fitting, and cointegration (Johansen) with Chow and Phillips‑Perron structural break tests.
Ideal for portfolio managers, risk analysts and graduate researchers who need institutional‑grade macro analytics.
Includes everything in the Professional Macro Pack and adds the full contagion analytics platform (Forbes‑Rigobon, coskewness, cokurtosis, covolatility), Markov regime‑switching models, elastic net regression, HAR/HARQ realised volatility, OHLC volatility estimators and all market efficiency tests (variance ratio, BDS, Hurst exponent, approximate entropy).
Also includes calendar anomaly back‑tests (January, Halloween, turn‑of‑month), liquidity measures, price clustering, multidimensional Monte Carlo, Heston stochastic volatility, barrier options, the distributions library, election model, economics of Bitcoin mining, DDM equity valuation, valuation multiples, Total Factor Productivity, IRR project appraisal and CreditRisk / Merton KMV.
Built for hedge funds, central bank researchers, academic faculty and anyone who needs every macro‑financial model in one Excel library.
Every model from all ten categories — Volatility & GARCH, Risk Management, Portfolio Construction, Downside Risk & PMPT, Performance & Attribution, Market Timing & Style, Interest Rate & Fixed Income, Contagion & Systemic Risk, Time‑Series Econometrics, Market Efficiency & Anomalies, Simulation & Valuation, and Corporate & Real Economy — bundled at a 60% discount.
Includes all 91 individual Excel models plus free structural updates for 12 months. Ideal for institutions licensing the library across teams, or individual power users who want the complete macro toolkit from day one.
Level A Template – Basic
USD $39.99
✓ AIC Lag Selection & ARMA Time-Series Modelling
✓ Basic Unit Root Tests (Dickey-Fuller, KPSS, Stationarity)
✓ Bond Duration, Convexity & Yield Calculators
✓ 2-Stock Efficient Frontier & Sharpe Ratio Statistics
Level B Template – Advanced
USD $99.99
✓ All Foundations templates included
✓ Full VaR Suite (Parametric, CVaR, Modified VaR, BRW-VaR, Backtesting)
✓ GARCH, DCC-GARCH & HAR/HARQ Volatility Models
✓ Multi-Asset Efficient Frontiers, Risk Parity & CML with Constraint
Level C Template – Ultra
USD $179.99
✓ Everything in Professional Macro Pack
✓ Contagion Analytics (Forbes-Rigobon, Coskewness, Cokurtosis, Covolatility)
✓ Markov Regime-Switching, Elastic Net & Cointegration Models
✓ Monte Carlo Simulation, Heston, Barrier Options & Distributions Library
A. Macro Economic Models
| Category | Template | Price (USD) | Description |
|---|---|---|---|
| Volatility & GARCH | Advanced GARCH Model | $24.99 | Conditional heteroskedasticity for volatility forecasting |
| Volatility & GARCH | DCC-GARCH Model | $34.99 | Dynamic conditional correlation for multiple asset series |
| Volatility & GARCH | OHLC Volatility Estimators | $19.99 | Parkinson, Garman-Klass realized volatility (OHLC data) |
| Volatility & GARCH | HAR Realized Volatility | $24.99 | Heterogeneous autoregressive model for realized volatility |
| Volatility & GARCH | HARQ Realized Volatility | $24.99 | HAR model with measurement-error correction |
| Volatility & GARCH | Intervalling Effect | $14.99 | Return interval impact on volatility estimates |
| Volatility & GARCH | ARCH / Heteroskedasticity Tests | $14.99 | ARCH-LM tests for conditional heteroskedasticity |
| Risk Management | Value at Risk (VaR) | $29.99 | Parametric, historical & simulation-based VaR estimation |
| Risk Management | VaR Backtesting | $29.99 | Kupiec and Christoffersen VaR backtesting framework |
| Risk Management | Conditional VaR (CVaR) | $29.99 | Expected shortfall and conditional tail-loss estimation |
| Risk Management | Modified VaR (Cornish-Fisher) | $24.99 | VaR adjusted for skewness and kurtosis |
| Risk Management | BRW-VaR | $24.99 | Age-weighted historical Value at Risk method |
| Risk Management | Risk Parity | $29.99 | Equal risk contribution portfolio allocation method |
| Risk Management | STARR Ratio | $19.99 | Stable tail-adjusted return ratio for downside risk |
| Portfolio Construction | Efficient Portfolio Frontier (2 Stocks) | $14.99 | Mean-variance frontier for two-asset portfolios |
| Portfolio Construction | Efficient Portfolio Frontier (Multi-Asset) | $24.99 | Multi-asset Markowitz mean-variance optimization model |
| Portfolio Construction | Efficient Frontier with Constraints | $29.99 | Constrained portfolio optimization with real-world limits |
| Portfolio Construction | CML with Constraints | $29.99 | Capital market line with borrowing constraints |
| Portfolio Construction | Merton’s Portfolio Problem | $24.99 | Continuous-time optimal portfolio allocation model |
| Portfolio Construction | Optimal Number of Stocks | $14.99 | Marginal risk reduction per added stock analysis |
| Portfolio Construction | Rebalancing Frequency | $19.99 | Rebalancing interval impact on portfolio performance |
| Portfolio Construction | Diversification Ratio | $19.99 | Portfolio diversification benefit relative to constituents |
| Portfolio Construction | Maximum Decorrelation Portfolio | $24.99 | Minimum-correlation portfolio construction method |
| Portfolio Construction | Low-Volatility Portfolio | $19.99 | Low-volatility factor portfolio construction and backtest |
| Portfolio Construction | Diversity-Weighted Portfolio | $19.99 | Entropy-based portfolio weighting for diversification |
| Downside Risk & PMPT | Post-Modern Portfolio Theory (PMPT) | $24.99 | Downside-risk-based portfolio optimization framework |
| Downside Risk & PMPT | Omega Ratio | $19.99 | Gain-loss ratio across full return distribution |
| Downside Risk & PMPT | Ulcer Index / Martin Ratio | $14.99 | Drawdown-based risk and return measures |
| Performance & Attribution | Sharpe Ratio Statistics | $14.99 | Sharpe ratio with confidence intervals and testing |
| Performance & Attribution | Probabilistic Sharpe Ratio | $19.99 | Statistical test for Sharpe exceeding benchmark |
| Performance & Attribution | Deflated Sharpe Ratio | $19.99 | Multi-testing-adjusted Sharpe ratio against data snooping |
| Performance & Attribution | Information Ratio | $14.99 | Risk-adjusted excess return relative to benchmark |
| Performance & Attribution | Appraisal Ratio | $14.99 | Alpha per unit of residual risk |
| Performance & Attribution | Active Share | $19.99 | Portfolio deviation measure from benchmark holdings |
| Performance & Attribution | Fama-French Factor Model | $29.99 | Three-factor market, size, value performance attribution |
| Performance & Attribution | Fama-MacBeth Regression | $29.99 | Cross-sectional regression for factor risk premia |
| Performance & Attribution | Cost of Equity | $19.99 | CAPM and multi-factor cost-of-equity estimation |
| Market Timing & Style | Treynor-Mazuy Market Timing | $19.99 | Quadratic regression test for market timing |
| Market Timing & Style | Henriksson-Merton Market Timing | $19.99 | Piecewise-linear test for market timing skill |
| Market Timing & Style | Sector Rotation Model | $24.99 | Tactical allocation across sectors or macro regimes |
| Market Timing & Style | Herding Detection | $19.99 | Co-movement clustering measure among funds |
| Market Timing & Style | Hedges & Safe Havens | $19.99 | Safe-haven and hedge properties during crises |
| Market Timing & Style | Regret Aversion Model | $19.99 | Behavioral allocation model with regret preferences |
| Interest Rate & Fixed Income | Vasicek Model | $29.99 | Short-rate model with mean reversion simulation |
| Interest Rate & Fixed Income | Cox-Ingersoll-Ross (CIR) Model | $29.99 | Non-negative short-rate model for interest rates |
| Interest Rate & Fixed Income | Nelson-Siegel Yield Curve | $29.99 | Yield curve fitting with level, slope, curvature |
| Interest Rate & Fixed Income | Duration (Macaulay / Modified) | $14.99 | Interest rate sensitivity measures for bonds |
| Interest Rate & Fixed Income | Convexity | $14.99 | Second-order bond price sensitivity to yields |
| Interest Rate & Fixed Income | LCR / NSFR Liquidity Ratios | $24.99 | Basel III liquidity coverage and funding calculators |
| Contagion & Systemic Risk | Forbes-Rigobon Contagion Test | $24.99 | Heteroskedasticity-adj correlation test for crisis contagion |
| Contagion & Systemic Risk | Coskewness Contagion | $24.99 | Third-moment cross-asset contagion measure |
| Contagion & Systemic Risk | Cokurtosis Contagion | $24.99 | Fourth-moment cross-asset contagion measure |
| Contagion & Systemic Risk | Covolatility Contagion | $24.99 | Volatility spillover contagion detection across markets |
| Contagion & Systemic Risk | Herfindahl Concentration Index | $14.99 | Market or portfolio concentration risk measure |
| Time-Series Econometrics | AIC / Autoregressive Lag Selection | $14.99 | Information-criterion-based optimal lag length selection |
| Time-Series Econometrics | ARMA Model | $19.99 | Autoregressive moving-average modeling for macro series |
| Time-Series Econometrics | Exponential Smoothing | $19.99 | Single, double and Holt-Winters macro forecasting |
| Time-Series Econometrics | Dickey-Fuller Unit Root Test | $19.99 | Test for stationarity in macro time series |
| Time-Series Econometrics | KPSS Test | $19.99 | Stationarity test complementary to Dickey-Fuller |
| Time-Series Econometrics | Cointegration (Johansen) | $29.99 | Multivariate long-run equilibrium test for macro variables |
| Time-Series Econometrics | Chow Structural Break Test | $19.99 | Parameter stability and structural break testing |
| Time-Series Econometrics | Markov Regime-Switching Model | $34.99 | State-dependent model for expansion & recession regimes |
| Time-Series Econometrics | HAC / HC Robust Standard Errors | $14.99 | Heteroskedasticity and autocorrelation inference |
| Time-Series Econometrics | ANOVA | $14.99 | Analysis of variance for macro hypothesis testing |
| Time-Series Econometrics | Elastic Net Regression | $24.99 | Regularized regression combining LASSO and Ridge |
| Market Efficiency | Variance Ratio Test | $14.99 | Lo-MacKinlay random walk test for returns |
| Market Efficiency | Runs Test | $14.99 | Non-parametric randomness test for return series |
| Market Efficiency | BDS Test | $19.99 | Brock-Dechert-Scheinkman test for nonlinear dependence |
| Market Efficiency | Hurst Exponent | $19.99 | Long-memory and persistence measure for time series |
| Market Efficiency | Approximate Entropy | $19.99 | Complexity and predictability measure for financial series |
| Market Efficiency | Calendar Anomalies (January Effect) | $14.99 | January seasonal return anomaly back-test |
| Market Efficiency | Calendar Anomalies (Halloween Effect) | $14.99 | Sell-in-May and Halloween indicator back-test |
| Market Efficiency | Calendar Anomalies (Turn-of-Month) | $14.99 | Turn-of-the-month return pattern analysis |
| Market Efficiency | Price Clustering | $14.99 | Price rounding and clustering pattern detection |
| Market Efficiency | Liquidity Measures | $19.99 | Bid-ask spread proxies and liquidity indicators |
| Simulation & Valuation | Multidimensional Monte Carlo | $34.99 | High-dimensional simulation for correlated macro factors |
| Simulation & Valuation | Heston Stochastic Volatility | $29.99 | Stochastic volatility model for option pricing |
| Simulation & Valuation | Barrier Options Pricing | $24.99 | Knock-in and knock-out option valuation models |
| Simulation & Valuation | Distributions Library | $14.99 | Probability distribution fitting and testing toolkit |
| Simulation & Valuation | Election Model | $19.99 | Probabilistic model for election outcome forecasting |
| Simulation & Valuation | Economics of Bitcoin Mining | $19.99 | Cost-structure and breakeven analysis for crypto mining |
| Corporate & Real Economy | DDM / Equity Valuation | $19.99 | Dividend discount model and intrinsic value estimation |
| Corporate & Real Economy | Valuation Multiples | $14.99 | P/E, EV/EBITDA and comparable company analysis |
| Corporate & Real Economy | Total Factor Productivity (TFP) | $24.99 | Solow-residual productivity measure for macro analysis |
| Corporate & Real Economy | IRR & Project Appraisal | $14.99 | Internal rate of return and NPV evaluation |
| Corporate & Real Economy | CreditRisk / Merton KMV | $29.99 | Distance-to-default and credit risk probability estimation |
| Complete Package | Volatility & GARCH Complete | $95.99 | All 7 Models – Save 40% |
| Complete Package | Risk Management Complete | $113.99 | All 7 Models – Save 40% |
| Complete Package | Portfolio Construction Complete | $146.99 | All 11 Models – Save 40% |
| Complete Package | Downside Risk & PMPT Complete | $35.99 | All 3 Models – Save 40% |
| Complete Package | Performance & Attribution Complete | $110.99 | All 9 Models – Save 40% |
| Complete Package | Market Timing & Style Complete | $74.99 | All 6 Models – Save 40% |
| Complete Package | Interest Rate & Fixed Income Complete | $86.99 | All 6 Models – Save 40% |
| Complete Package | Contagion & Systemic Risk Complete | $68.99 | All 5 Models – Save 40% |
| Complete Package | Time-Series Econometrics Complete | $140.99 | All 11 Models – Save 40% |
| Complete Package | Market Efficiency & Anomalies Complete | $101.99 | All 10 Models – Save 40% |
| Complete Package | Simulation & Valuation Complete | $86.99 | All 6 Models – Save 40% |
| Complete Package | Corporate & Real Economy Complete | $62.99 | All 5 Models – Save 40% |
| Complete Package | Master Macro Economic Library | $939.99 | All 86 models across all categories – save 50% |