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Comments and Ratings by Mirko View all
Updated File Comments Rating
03 Nov 2013 Exercises in Advanced Risk and Portfolio Management text and comments on solutions available at http://symmys.com/node/170 Author: Attilio Meucci

outstanding

02 Nov 2013 Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox Author: WFAToolbox

Tries to sell his products, content adds no value.

30 May 2013 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola

Stuart, thanks for your contribution. It Looks to me that this is not able for real live trading because the "reg2" value "res" (of the egcitest) is changing its history with every new datapoint. If for example the res value at Bar 8 is -.9 for bar 7 the res value might be +0.8 for bar 7 at bar 20. Do you know a solution for this issue?

20 May 2013 Pairs Trading Strategy A pairs trading strategy implemented in MATLAB. Author: tadeveloper

Good idea and good work but this can only be run together with the Commercial solution offered by the author and is not a stand alone.

20 May 2013 Order book simulation (a naive artificial stock market) Author: Dimitri Shvorob

my virusscanner alarmed me about a possible Virus in the pdf document and in a temp file creaded from the pdf.

Please check the pdf before you open it.

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