Mathematica Link for Excel lets you easily process financial
data and perform sophisticated analyses by using custom functions
written in Mathematica. You can also
use Mathematica-based macros to automatically calculate and
visualize your data in Excel.
Custom Mathematica Functions
In finance, the efficient frontier is the boundary of points that
define the minimum variance achievable from a set of stocks for any
given return. Here, we calculate and display an efficient frontier for
a set of selected stocks. The information for these stocks is stored
on the Data sheet in the workbook. Storing the functions apart from
the data they operate on allows the investment logic to be more easily
shared, reused and maintained.
Here, Mathematica calculates an optimal portfolio
composition, visualizes the efficient frontier and displays the
historical stock prices for the stocks
selected. A Mathematica-based macro is stored in the Excel
workbook, inside an Initialization code box. One click of
the Mathematica Evaluate button runs the code and updates
all Mathematica calculations.