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Date   File Tags Downloads
(last 30 days)
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07 Nov 2009 Screenshot Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of prices. Author: Marcelo Perlin finance, quantitative strategy, pairs trading, modeling, analysis, financial modelling 491 15
  • 4.57143
4.6 | 7 ratings
27 Oct 2009 Screenshot MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast a markov switching model in Matlab Author: Marcelo Perlin markov switching, statistics, modeling, regression, analysis, optimization 469 22
  • 4.07692
4.1 | 14 ratings
22 May 2009 Screenshot Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models Author: Marcelo Perlin acd models, finance, financial econometric..., analysis, point process, modeling 123 2
  • 5.0
5.0 | 2 ratings
10 May 2009 Screenshot Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) This package provides scripts and functions for downloading trading data from Yahoo server. Author: Marcelo Perlin equity, data import, statistics, trading data, yahoo, database 199 3
  • 5.0
5.0 | 1 rating
09 Sep 2008 Screenshot Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models Author: Marcelo Perlin analysis, modeling, statistics, probability, kalman filter, econometrics 191 3
  • 1.66667
1.7 | 3 ratings
18 Feb 2008 Screenshot Are You More Skilled than a Monkey at Trading Stocks ? Verifies if a particular performance indicator (eg. annualized return) can be just a case of chance. Author: Marcelo Perlin analysis, modeling, bootstrap simulation, trading performance, random portfolios, finance 116 1
  • 5.0
5.0 | 1 rating
21 Sep 2007 Screenshot Nearest Neighbour Algorithm for Stock Prices Forecasts. Creates a vector with forecasted values of a time series based on the nearest neighbour algorithm. Author: Marcelo Perlin analysis, non linear forecasts, modeling, nearest neighbour, finance 149 3
  • 3.0
3.0 | 2 ratings
04 May 2007 Screenshot Nilrep's Charting Challenge !! This is Nilrep's Charting Challenge. Are you good at Charting ?? Author: Marcelo Perlin analysis, modeling, technicall analysis, gui example, charting, finance 101 1
  • 5.0
5.0 | 1 rating
 

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