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| Files Matching Felipe's Watch List |
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File |
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| 07 Nov 2009 |
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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 |
494 |
15 |
4.6 |
7 ratings
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| 29 Jul 2009 |
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Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck Stat-arbitrage, multivariate Ornstein-Uhlenbeck fit, animation
Author: Attilio Meucci |
finance, statistics, statistical arbitrage |
230 |
0 |
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| 01 Jun 2009 |
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Algorithmic Trading with MATLAB - 2009 update M-file scripts and Simulink models from webinar on 28 May 2009
Author: Aly Kassam |
algorithmic trading, market making, finance, bollinger bands, simulink, systematic trading |
204 |
7 |
5.0 |
2 ratings
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| 13 Jan 2009 |
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Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms Files used in the webinar of the same name
Author: Mark Hoyle |
genetic algorithm, analysis, modeling, is there any document..., object oriented, finance |
56 |
2 |
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