Create a creditscorecard object, bin data, display, and plot binned data information. This example also shows how to fit a logistic regression model, obtain a score for the scorecard model,
The bolling function in Financial Toolbox™ software produces a Bollinger band chart using all the closing prices in an IBM® stock price matrix. A Bollinger band chart plots actual data along
Load the data and set up matrix dimensions. load and size are standard MATLAB® functions.
Illustrates implementation of the Capital Asset Pricing Model (CAPM) in the presence of missing data.
A practical use of financial time series objects, predicting the return of a stock from a given set of data. The data is a series of closing stock prices, a series of dividend payments from the
Moving Average Convergence/Divergence (MACD) is an oscillator function used by technical analysts to spot overbought and oversold conditions. Use the IBM® stock price data contained in
On-Balance Volume (OBV) relates volume to price change. The function onbalvol requires you to have the closing price ( Close ) series and the volume traded ( Volume ) series. First, create a
Williams %R is an indicator that measures overbought and oversold levels. The function willpctr is from the stochastics category. All the technical analysis functions can accept a
Analyze the characteristics of a portfolio of equities, and then compares them with the efficient frontier. This example seeks to answer the question of how much closer can you get to the
Perform portfolio optimization using the Portfolio object in Financial Toolbox™. The example, in particular, demonstrates optimizing a portfolio to maximize the information ratio
Set up a basic asset allocation problem that uses mean-variance portfolio optimization to estimate efficient portfolios.
Plots gamma as a function of price and time for a portfolio of 10 Black-Scholes options.
Uses Financial Toolbox™ bond pricing functions to evaluate the impact of time-to-maturity and yield variation on the price of a bond portfolio. Also, this example shows how to visualize the
Creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option.
This demo is an introduction to using MATLAB to develop and test a simple trading strategy using an exponential moving average.
This script will demonstrate some simple examples related to creating, routing and managing orders from MATLAB via Bloomberg EMSX.
This demo uses MATLAB and the Technical Analysis (TA) Developer Toolbox to create and test a pairs trading strategy. The TA Developer toolbox complements the existing computational
This demo extends work done in AlgoTradingDemo1.m and adds an RSI technical indicator to the mix. Copyright 2010, The MathWorks, Inc. All rights reserved.
Demonstrates calibrating an Ornstein-Uhlenbeck mean reverting stochastic model from historical data of natural gas prices. The model is then used to simulate the spot prices into the
In AlgoTradingDemo3.m we saw how to add two signals together to get improved results using evolutionary learning. In this demo we'll use extend the approach to three signals: MA, RSI, and
In AlgoTradingDemo2.m we saw how to add two signals together to get improved results. In this demo we'll use evolutionary learning (genetic algorithm) to select our signals and the logic
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Copyright 2017-2017 The MathWorks, Inc.
This demo develops and tests a simple exponential moving average trading strategy. It encorporates obtaining data from the Bloomberg BLP datafeed and executing trades in EMSX, based on the
We seek to try out ga and patternsearch functions of the Genetic Algorithm and Direct Search Toolbox. We consider the unconstrained mean-variance portfolio optimization problem, handled
This demo uses our simple intraday moving average strategy to develop a trading system. Based on historical and current data, the decision engine decides whether or not to trade, and sends
This demo shows how to profile your code to find the performance bottlenecks, or areas for improvement, as well as the capability to generate C-Code from MATLAB.