Code covered by the BSD License  

Highlights from
MATLAB for R Users in Computational Finance

Be the first to rate this file! 41 Downloads (last 30 days) File Size: 4.62 MB File ID: #42514
image thumbnail

MATLAB for R Users in Computational Finance

by Ameya Deoras

 

23 Jul 2013 (Updated 23 Jul 2013)

Demos from the webinar

| Watch this File

File Information
Description

This submission contains examples that highlight the interconnectivity between MATLAB and R (using RCaller) and some of the differences between the MATLAB environment and R/RStudio.
Demos include:
* Interactive data import, cleaning, visualization
* Customized risk and portfolio analysis
* Parallel computing to speed up a trading strategy backtest
* Calling MATLAB from R
* Deploy an application to Excel

Acknowledgements

Intelligent Dynamic Date Ticks and Portfolio Optimizer Tool inspired this file.

Required Products Financial Toolbox
Optimization Toolbox
Parallel Computing Toolbox
Statistics Toolbox
MATLAB
Datafeed Toolbox
MATLAB release MATLAB 8.1 (R2013a)
Other requirements RStudio to run certain examples
Tags for This File  
Everyone's Tags
backtesting, finance, monte carlo, optimization, portfolio, r, rstudio, simulation, time series
Tags I've Applied
Add New Tags Please login to tag files.
Please login to add a comment or rating.
Updates
23 Jul 2013

Minor edits

Contact us