![]() updated 10 days ago |
MATLAB for R Users in Computational Finance Demos from the webinar Backtest Moving Average RSI Combo Strategy |
0 Comments 42 Downloads (30 Days) |
![]() updated 3 months ago |
Building and Extending Portfolio Optimization Models with MATLAB Object-oriented implementations of the Portfo and the Black-Litterman approach compareWeights( ExcessHistoricalReturns, ExcessImpliedRet... |
0 Comments 20 Downloads (30 Days) |
![]() updated 10 months ago |
Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object |
1 Comment 26 Downloads (30 Days) |
![]() updated 2 years ago |
Portfolio Optimizer Tool |
17 Comments 67 Downloads (30 Days) |
![]() updated 2 years ago |
Efficient frontier from Yahoo or database data. |
4 Comments 14 Downloads (30 Days) |
![]() updated 2 years ago |
Demos commonly used at The MathWorks financial modeling seminars. |
11 Comments 24 Downloads (30 Days) |
![]() updated almost 3 years ago |
Pricing Derivatives Securities using MATLAB Examples of pricing derivatives securities using MATLAB optionvanilla(S,E,r,T,sigma,divYield,nSims,nSteps,type, s... |
5 Comments 20 Downloads (30 Days) |
![]() updated 3 years ago |
Open source/open architecture quantitative portfolio management environment. |
1 Comment 16 Downloads (30 Days) |
![]() updated 3 years ago |
Retrieves and plots historical stock prices |
2 Comments 7 Downloads (30 Days) |
![]() updated almost 5 years ago |
Real-Time Datafeed from Yahoo! Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched |
1 Comment 14 Downloads (30 Days) |
![]() updated 7 years ago |
Fetch from bloomberg and put in financial time series object. |
1 Comment 4 Downloads (30 Days) |
![]() updated almost 8 years ago |
ZigZag - Financial Indicator Wave Read Yahoo Stock price and generate ZigZag Wave. |
0 Comments 19 Downloads (30 Days) |
![]() updated 9 years ago |
Ensures you get the data you want. |
3 Comments 6 Downloads (30 Days) |
![]() updated 10 years ago |
Fetch from bloomberg and put in financial time series object. |
0 Comments 1 Download (30 Days) |