NumXL 1.0

(October 1st, 2009) - NumXL 1.0

  1. Added Function, EWXCF, to compute the correlation time series using exponential weighted volatility and covariance.
  2. Added Functions to calibrate the user's model(s). The need for such functions arises in the model's parameter stability and back-testing using rolling windows.
  3. Added Support for building hybrid models (e.g. ARMA for the mean and GARCH for the vol, GLM+ARMA for the mean and EGARCH for the vol, etc.)
  4. Added Generalized Linear Model (GLM) to the list of supported models. The GLM is introduced to present linear models for exogenous factors (e.g. calendar events, economical data, etc.)
  5. MINOR: NumXL clears any messages posted to Excel's status bar upon loading.
  6. Added Calibration (i.e. model fitting) functionality to NumXL UI's menu and toolbar. Upon selection, NumXL initializes the Solver's Add-in fields with the selected model's values and launches it on screen.
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    Support Team

    (October 6th, 2009) - NumXL 1.0 - Security release

    1. Complying with software industry security policy and practices, the NumXL 1.0 package is signed using a CA-issued digital certificate to ensure authenticity and integrity.
    2. No code/feature change.
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    Support Team

    (January 5th, 2010) - NumXL 1.0 (SP1) - License support

    1. Activated the license management subsystem. The downloaded add-in operates in professional mode during the trial period. Afterward, the add-in reverts to lite (function-restricted) mode.
    2. No code/feature change.
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    Support Team

    (January 26th, 2010) - NumXL 1.0 (SP2) - Maintenance Release

    1. Fixed Issue: GARCH/EGARCH out-of-sample volatility forecast does not mean-revert to long-run value.
    2. Fixed Issue: How can I construct an EGARCH model and to forecast the long-run average volatility.
    3. Fixed Issue: Cannot use keyboard shortcuts to select ranges.
    4. Fixed Issue: A missing leading zero in significance level field locks up excel.
    5. Fixed Issue: NumXL VBA compile errors.
    6. Minor Enhancements:
    7. Revised the arguments list for EWMA and EWXCF.
    8. Revised the arguments list for GARCH/EGARCH/GARCHM_FORESD.
    9. Support for term structure volatility forecast.
    10. NumXL dialog pops up on Excel main window upon startup (and is never hidden).
    11. A splash window pops up for 3 seconds upon Excel startup.
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    Support Team

    (January 30th, 2010) - NumXL 1.0 (SP2) - Maintenance Release

    1. Fixed Issue: The spreadsheet examples (tutorial & case studies) were not updated to reflect the latest changes.
    2. No code/feature change.
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    Support Team

    (September 2nd, 2010) - NumXL 1.0 (SP3) - Maintenance Release

    1. Fixed Issue: Using the toolbar/menu in Excel XP (2002) triggers a compiler error.
    2. Fixed Issue: The installer program does not support MS Excel/Office 2010.
    3. No code/feature change.