Robert

 

Top Tags Applied by Robert	1 - 5 of 5
analysis, algorithmic trading, finance, plot, technical analysis

Files Tagged by Robert					View all 1 - 4 of 4
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
01 Jun 2009		Algorithmic Trading with MATLAB - 2009 update M-file scripts and Simulink models from webinar on 28 May 2009 Author: Michael Weidman	algorithmic trading, high frequency, market making, finance, systematic trading, bollinger bands	63	11	5.0 5.0 | 7 ratings
14 Mar 2007		TA-Lib 0.3.0 as MEX The Technical Analysis library Author: Pranas Baliuka	finance, technical analysis, analysis, modeling, investment	7	1	3.0 3.0 | 2 ratings
24 May 2006		layerplot A plot function much more powerful than plotyy Author: Zhipeng Gao	graphics, plot, plotyy, layer plot, specialized, plotting	67	15	4.58333 4.6 | 13 ratings
06 Jun 2003		Candlestick Graph Plots a candlestick graph. Author: Nagi Hatoum	analysis, open, japanese, candlestick, plot, graph	15	7	4.625 4.6 | 8 ratings

Files Matching Robert's Watch List					View all 1 - 5 of 6
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
17 Aug 2011		MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab Author: Marcelo Perlin	markov switching, econometrics, analysis, optimization, statistics, finance	262	92	4.5 4.5 | 32 ratings
10 Apr 2011		Technical Analysis Tool GUI for viewing various simple technical analysis indicators of a time series Author: Phil Goddard	analysis, finance, modeling, technical analysis ch...	55	3	4.25 4.2 | 4 ratings
01 Jun 2009		Algorithmic Trading with MATLAB - 2009 update M-file scripts and Simulink models from webinar on 28 May 2009 Author: Michael Weidman	algorithmic trading, high frequency, market making, finance, systematic trading, bollinger bands	63	11	5.0 5.0 | 7 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, analysis, modeling, financial econometric..., duration	21	3	5.0 5.0 | 3 ratings
14 Mar 2007		TA-Lib 0.3.0 as MEX The Technical Analysis library Author: Pranas Baliuka	finance, technical analysis, analysis, modeling, investment	7	1	3.0 3.0 | 2 ratings

Comments and Ratings Matching Robert's Watch List			1-5 of 132
Date	File	Comment by	Comments	Rating
06 Jan 2012	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab	Marcelo Perlin	Hi Tim, I made an update to the package a while ago. I just tested it with R 2.14.2 and it is working fine. Best, Marcelo.	Comment only
03 Jan 2012	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab	Tim Kenyon	Hi, I have the same problem as Thorsten Schmidt above regarding DONLP2 for the fMarkovSwitching program in R. Is there any way around this problem? Thanks, Tim	Comment only
02 Nov 2011	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab	yuxia zhang		4
28 Sep 2011	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab	Marcelo Perlin	Thanks Johnny, I'll keep it in mind for future releases. Cheers.	Comment only
23 Sep 2011	MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab	ss4johnny Hall	Marcelo, I just ran across a paper by Gatumel and Ielpo called "The Number of Regimes Across Asset Returns: Identification and Economic Value". They use a rather simple test statistic to identify the number of regimes. Might be something simple to add to the program.	Comment only