|12 Nov 2013||Commodities Trading with MATLAB Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013.||Andres Licona||
love how you can the scrip was written, was thinking to even make a GUI op top of it so that i could deploy and review how to strategy changes. good stuff Anshuman!!
|15 Oct 2012||Portfolio Optimizer Tool Portfolio Optimizer Tool||Andres Licona||
I think it is a good tool as you can see what you can do with a gui as well. The Yahoo download option is not working.
|26 Dec 2010||Portfolio Optimizer Tool Portfolio Optimizer Tool||Andres Licona||
I work in trading this code. I always use this type of tool and man It rocks to be a quant!!!!
|29 Jul 2010||Maximum Drawdown Maximum relative drawdown of time-series data||Andres Licona||
If you are really interested in the downside risk Steiner's version is the best. Then you have more insight about the tail. This is very important when looking at regimes.
|29 Jul 2010||Cornish-Fisher VaR Returns the Cornish-Fisher Expansion Valut at Risk. (Up to 4th moment)||Andres Licona|
|25 Jul 2010||FinMetrics Open source/open architecture quantitative portfolio management environment.||Andres Licona||
Interesting file!!! you really have to dig in the code to get the real picture.
|22 Jul 2010||Energy Trading & Risk Management with MATLAB Webinar Case Study MATLAB code for the generation asset risk analysis case study||Andres Licona|
|01 Jul 2010||Credit Risk Modeling with MATLAB These are the supporting MATLAB files for the MathWorks webinar of the same name.||Andres Licona||
Line 67 in TransitionProbabilities.m you can replace[~,idx,~] by [a1,idx,a1].
Great code Michael!!