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Date: Updated Submitted Time Frame: All Time Last 30 Days Last 7 Days			1 - 8 of 8
Date	File	Tags	Downloads (last 30 days)	Comments	Ratings
07 Nov 2009	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	511	15	4.57143 4.6 \| 7 ratings
27 Oct 2009	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	480	22	4.07692 4.1 \| 14 ratings
22 May 2009	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	122	2	5.0 5.0 \| 2 ratings
10 May 2009	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	202	3	5.0 5.0 \| 1 rating
09 Sep 2008	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	193	3	1.66667 1.7 \| 3 ratings
18 Feb 2008	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	112	1	5.0 5.0 \| 1 rating
21 Sep 2007	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	150	3	3.0 3.0 \| 2 ratings
04 May 2007	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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