Financial Data Analytics

Cash flows and performance metrics, regression analysis, financial data charting

The Financial Toolbox™ provides a collection of financial tools to compute cash flows, analyze asset performance metrics, chart financial data, and perform life tables computations using mortality models. In addition, there are tools for data transformation and for performing multivariate normal regression with or without missing data. Use these tools to perform regression and estimation with missing data and complete calculations in the presence of missing data.

  • Cash Flows
    Analyze cash flows including annuities, amortization and depreciation, present and future value, and rates of return
  • Investment Performance Metrics
    Analyze asset performance metrics, including risk-adjusted alphas, maximum drawdown, and Sharpe ratio
  • Multivariate Normal Regression
    Regression analysis, with or without missing data, using likelihood-based methods for multivariate normal regression
  • Data Transformation
    Transform data, including conversions for constraints, covariance, and holdings
  • Life Tables
    Life tables compute probabilities, hazards, or survivor counts using mortality models
  • Chart Financial Data
    Charting options for financial data

Featured Examples