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12 Nov 2013 Commodities Trading with MATLAB Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. Author: Anshuman Mishra 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 Author: Patric Schenk 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.
I do like is the flexibility of this tool.

26 Dec 2010 Portfolio Optimizer Tool Portfolio Optimizer Tool Author: Patric Schenk 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 Author: Andreas Bonelli 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) Author: Tal Shir Andres Licona

25 Jul 2010 FinMetrics Open source/open architecture quantitative portfolio management environment. Author: Vitaly Kuznetsov 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 Author: Ameya Deoras Andres Licona

01 Jul 2010 Credit Risk Modeling with MATLAB These are the supporting MATLAB files for the MathWorks webinar of the same name. Author: Ameya Deoras Andres Licona

Line 67 in TransitionProbabilities.m you can replace[~,idx,~] by [a1,idx,a1].

Great code Michael!!

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