Building and Extending Portfolio Optimization Models with MATLAB by sri

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

PortfolioBL

CVaR Portfolio Optimization by Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, gui, finance)

portfoliotool(varargin)

ExcelReport

Portfolio

Efficient Frontier GUI by Ameya Deoras

Efficient frontier from Yahoo or database data. (finance, analysis, modeling)

dfdb_port_opt(varargin)

cleanMe.m

Financial Seminar Demos by Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, portfolio var risk ma...)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar

Examples of pricing derivatives securities using MATLAB (webinar, derivatives securitie..., finance)

optionvanilla(S,E,r,T,sigma,divYield,nSims,nSteps,type, sho...

portbrowser(varargin)

treedemonew(Command, Trees,Port,RS)

FinMetrics by Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (trading, portfolio management, risk)

fm(varargin)

Asset

AssetUniverse

Plot Stock Prices by Malcolm Wood

Retrieves and plots historical stock prices (prices, stocks, datafeed)

plot_prices(symbol,num_days)

chart_example.m

Real-Time Datafeed from Yahoo! by Eric Johnson

Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched (yahoo, datafeed, analysis)

builduniverse(y,s,d1,d2,p)

close(c)

display(c)

df2fts_ by Michael Robbins

Fetch from bloomberg and put in financial time series object. (finance, modeling, analysis)

myfts=df2fts(CIX,Field,FromDate,ToDate)

ZigZag - Financial Indicator Wave by Olaf Marthiens

Read Yahoo Stock price and generate ZigZag Wave. (financial trading zig..., modeling, analysis)

ZigZag.m

Guaranteed yahoo/fetch by Erik Larsson

Ensures you get the data you want. (finance, modeling, analysis)

df2fts by Michael Robbins

Fetch from bloomberg and put in financial time series object. (finance, modeling, analysis)

myfts=df2fts(CIX,Field,FromDate,ToDate)