By way of introduction, my name is mike Sheridan and I am a retired portfolio manager. I am actively trading the global markets across many asset classes.
Would someone be in a position to suggest a software package or “product” addressing the functionality I am looking for?
I would like to be able to:
run a quick VaR report
run a Black-Litterman model or some similar TAA model
simulate what-if scenarios, by asset group
build zero coupon curves
option payout reports
Ideally, I would like to see a picture or chart off all the above. Ideally, Excel based would be best; I am fairly clumsy in all statistical computing environments: R, Matlab, Python et al.