Software platform

	Applications for portfolio optimization, style analysis, the Monte Carlo simulation of future risks and returns, and retirement planning.
	The Hoadley Finance Add-in for Excel containing a comprehensive set of functions for asset allocation, investment performance analysis, portfolio optimization, and risk management.
	Additional samples available for download which provide more examples (in addition to those provided with the Finance Add-in for Excel) of using a number of the asset management functions. See Additional Samples for details.

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Hoadley Portfolio Style Analyzer

The Style Analyzer analyzes the investment style of a portfolio or mutual fund against two or more indices, asset classes or other benchmarks using the returns-based methodology originally developed by William F Sharpe.   The objective is to determine the combination of indices, style benchmarks, or asset classes  that best represents the exposure of a fund or portfolio to these "benchmarks".  The Style Analyzer also includes an analysis of drawdowns.

Price: Free (but requires the Finance Add-in for Excel).

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Hoadley Portfolio Simulator

An application for analyzing the future risks and returns of a portfolio using Monte Carlo simulation.  Simulation can help gain an understanding of the probabilities of achieving future returns and the impact of various rebalancing strategies on future outcomes.

Price: Free (but requires the Finance Add-in for Excel).

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Hoadley Retirement Planner

The Retirement Planner uses Monte Carlo simulation to produce a retirement plan based on a pre-retirement savings and investment plan, and expected expenditures during retirement
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Price: Free (but requires the Finance Add-in for Excel).

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Hoadley Finance Add-in for Excel

The Hoadley Finance Add-in for Excel includes Excel functions for portfolio analysis, asset allocation using Black-Litterman, portfolio optimization (MVO), risk management (VaR), volatility, correlation and covariance calculation, and more.

The Finance Add-in for Excel also includes functions for the analysis of options and other derivatives.

The add-in's functions functions can be invoked directly from spreadsheet cells or called from VBA modules/Macros.

Portfolio analysis functions

Portfolio asset/sector allocation, optimization & simulation functions

Value at Risk (VaRtools) functions

Volatility and correlation functions

Additional samples

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Pricing & Purchase

The Hoadley Finance Add-in for Excel is the analytical engine used by the Excel applications described below.  It is only necessary to purchase the Finance Add-in for Excel; the Excel applications are included in the price of the Finance Add-in for Excel.