Excel Lab, a Quant Library

One of the benefits of the COVID 19 quarantine for me is uninterrupted time for deep work. I've often found even with access to an array of technical tools such as WPA / Matlab / R / C++ / Microsoft Excel that it is sometimes convenient and valuable to prototype or build out ideas in a single platform if possible.

I can now retrieve data from Bloomberg or Datastream in Excel, use native Microsoft functions, and extend that with more complex quantitative models specific for asset allocation, portfolio construction, and risk management.

I hope this allows buy-side analysts and asset owners across the globe to improve their workflow in Microsoft Excel and mitigate errors from using disparate tools.

Watch this cool video on the tool: