Excel Lab, a Quant Library

One unexpected benefit of the COVID-19 quarantine for me has been the opportunity for uninterrupted deep work. While I often rely on an array of technical tools such as WPA, Matlab, C++, and Microsoft Excel, I’ve found value in prototyping and developing ideas within a single platform when feasible.

I developed Excel Lab to enhance productivity and streamline workflows. By integrating data retrieval from Bloomberg and Datastream directly into Excel, leveraging native Microsoft functions, and incorporating advanced quantitative models for asset allocation, portfolio construction, and risk management, Excel Lab reduces the reliance on disparate tools and minimizes associated risks and inefficiencies.

I hope this work can empower buy-side analysts and asset owners worldwide to enhance their productivity and transparency in Microsoft Excel. Check out this video showcasing the tool in action: