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updated 10 days ago

Bayesian Markov Stochastic Monte Carlo Valuation of Integrated Price Volume Action with Kelly Crit. by Richard Belshaw

A multipath simulation to evaluate the integrated price volume action value into the future (signal processing, mathematics, data import)

calculateconflevels( temperatures,np,steps )

calculatefuturevalues(dB,pdB,extenlst,TempData,phasedistp...

generateTemperatures( dB,s0,np,steps )

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updated 2 months ago

Intro to Optimization demo files (最適化による課題解決とパフォーマンス向上 デモファイル) by mizuki

mizuki (view profile)

These are the files for the "Intro to Optimization" webinar (optimization, particle swarm optimi..., simulation)

graph_opt

graph_opt

volume_UI.m

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updated 4 months ago

Tutorial and Toolbox on real-time optical flow by Stefan Karlsson

Stefan Karlsson (view profile)

Code with visualization and excercises. Camera supported (image processing, image analysis, whitepaper)

ApertureIllustration(type)

DoEdgeStrength(in, imNew, imPrev, gam, edgeIm)

DoEdgeStrength(in, imNew, imPrev, gam, edgeIm)

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updated 6 months ago

FFmpeg Toolbox by Kesh Ikuma

Kesh Ikuma (view profile)

A set of wrapper functions to run FFmpeg directly from Matlab (toolbox, animated gif, ffmpeg)

addOutputParameters.m

ffmpegimages2video.m

ffmpegtranscode.m

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updated 7 months ago

Portfolio Optimization using Classic and Intelligent Algorithms by Yarpiz

Yarpiz (view profile)

Portfolio Optimization using Classic Mathos, PSO, ICA, NSGA-II and SPEA2 in MATLAB (portfolio optimizatio..., portfolio selection, pso)

AssimilateColonies(emp)

BinaryTournamentSelection(pop,f)

CalcCrowdingDistance(pop,F)

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updated 8 months ago

Automated Trading System Development with MATLAB by Stuart Kozola

Stuart Kozola (view profile)

How to Build an Event-based Automated Trading System in MATLAB (automated trading, algorithmic trading, finance)

Automated Trading System Development with MATLAB®

Create a Simple Data Feed Replay Object

Example Bayesian Market Maker

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updated 9 months ago

FernandoEsteves/last_Yahoo_stocks_data by Fernando Esteves

With this gui you can auto download the last Yahoo finance data of a personalized list of tickers. (yahoo, stocks, tickers)

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updated 9 months ago

Market Data - Equity by Mario Santos

Gets equity prices and dividends from yahoo finance directly to Excel (finance, data import)

DataFeed.m

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updated 1 year ago

Machine Learning for Mining & Metals by David Willingham

2 examples for Machine Learning for Mining, Regression & Classification (machine learning, metals, mining)

plotFitErrors.m

plotFitErrors.m

Rsquared(Y, YHat )

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updated 1 year ago

SwarmWolf -- The Artificial Wolf Pack Algorithm (AWPA) by Leo Chen

Leo Chen (view profile)

The Artificial Wolf Pack Algorithm (AWPA) - A toolbox for MATLAB (optimisation, wolf pack algorithm, swarm algorithm)

SGA_FITNESS_function.m

SGA_FITNESS_function.m

SGA_FITNESS_function(x,y)

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updated 1 year ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola (view profile)

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated 1 year ago

EPS Utility Toolbox by Kesh Ikuma

Kesh Ikuma (view profile)

A set of functions to generate publisher-happy EPS images (toolbox, eps, print)

epssetlinestyle.m

type1info.m

addcolor(imgdata,rgb)

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updated 2 years ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras (view profile)

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 2 years ago

CVaR Portfolio Optimization by Seth DeLand

Seth DeLand (view profile)

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

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updated 2 years ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

Commodities Trading with MATLAB - Backtesting with varyin...

Commodities Trading with MATLAB - Catch-up strategy acros...

Commodities Trading with MATLAB - Cross Sectional Momentum

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updated 2 years ago

Content Based Image Retrieval by Chez

Chez (view profile)

Simple content based image retrieval for demonstration purposes. Either using knn or classification (image retrieval, content based image r..., classification)

L1(numOfReturnedImages, queryImageFeatureVector, dataset)

L2(numOfReturnedImages, queryImageFeatureVector, dataset,...

cbires(varargin)

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updated almost 3 years ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri (view profile)

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRet...

PortfolioBL

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updated 3 years ago

Treynor-Black portfolio management model by Ben

Ben (view profile)

Treynor-Black portfolio management model (portfolio management, optimization, active)

TreynorBlack(symbol_cell, index_cell, start_date_str, end...

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updated 3 years ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

Rex Cheung (view profile)

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

xls2tabulate2xls(xlsfilename)

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updated almost 4 years ago

Output set of stock prices from yahoo finance as a matrix with header and dates into excel by Haidar Haidar

Haidar Haidar (view profile)

Output historical stock prices for a basket of stocks and given period as a matrix with header (financial mathematics, download stocks, yahoo finance)

M_Tri_EXL(Start_Date,End_Date,ty)

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updated 5 years ago

Efficient Frontier GUI by Ameya Deoras

Ameya Deoras (view profile)

Efficient frontier from Yahoo or database data. (finance, modeling, analysis)

dfdb_port_opt(varargin)

cleanMe.m

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updated 5 years ago

Financial Seminar Demos by Ameya Deoras

Ameya Deoras (view profile)

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, analysis)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

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updated 5 years ago

Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar

Examples of pricing derivatives securities using MATLAB (finance, modeling, analysis)

optionvanilla(S,E,r,T,sigma,divYield,nSims,nSteps,type, s...

portbrowser(varargin)

treedemonew(Command, Trees,Port,RS)

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updated almost 6 years ago

FinMetrics by Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (finance, investments, portfolio management)

fm(varargin)

Asset

AssetUniverse

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updated 6 years ago

Plot Stock Prices by Malcolm Wood

Malcolm Wood (view profile)

Retrieves and plots historical stock prices (finance, modeling, analysis)

plot_prices(symbol,num_days)

chart_example.m

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updated 6 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

Yi Wang (view profile)

Pricing Guaranteed Minimum Withdrawal Benefit (pricing, gmwb, variable annuities)

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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updated 6 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

Yi Wang (view profile)

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit) (va, variable annuities, variable annuity)

GMWB Demo

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

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updated 7 years ago

Chinese Matlab Digest: Matlab Technical Bulletin by Hong Zhang

Hong Zhang (view profile)

Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn (digest, matlab digest, chinese digest)

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updated 7 years ago

ECB Statistical Data Warehouse by Wu

Wu (view profile)

Download econometric time series from the ECB Statistical Data Warehouse. (data fetch, data acquisition, econometric)

fECBcsv(cKey)

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updated 7 years ago

Real-Time Datafeed from Yahoo! by Eric Johnson

Eric Johnson (view profile)

Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched (finance, modeling, analysis)

builduniverse(y,s,d1,d2,p)

close(c)

display(c)

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updated 10 years ago

df2fts_ by Michael Robbins

Fetch from bloomberg and put in financial time series object. (finance, modeling, analysis)

df2fts(CIX,Field,FromDate,ToDate)

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updated 10 years ago

ZigZag - Financial Indicator Wave by Olaf Marthiens

Read Yahoo Stock price and generate ZigZag Wave. (finance, modeling, analysis)

ZigZag.m

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updated almost 12 years ago

Guaranteed yahoo/fetch by Erik Larsson

Ensures you get the data you want. (finance, modeling, analysis)

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updated 13 years ago

df2fts by Michael Robbins

Fetch from bloomberg and put in financial time series object. (finance, modeling, analysis)

df2fts(CIX,Field,FromDate,ToDate)

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