Financial Toolbox
![]() updated 10 days ago |
MATLAB for R Users in Computational Finance Demos from the webinar Backtest Moving Average RSI Combo Strategy |
0 Comments 41 Downloads (30 Days) |
![]() updated 8 months ago |
Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. |
2 Comments 29 Downloads (30 Days) |
![]() updated 9 months ago |
Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex |
3 Comments 5 Downloads (30 Days) |
![]() updated 10 months ago |
Treynor-Black portfolio management model Treynor-Black portfolio management model [pct_w_pos_opti beta_pos_opti pct_w_active measures_port ... |
0 Comments 8 Downloads (30 Days) |
![]() updated 12 months ago |
SCOPE: interactively tabulate SEER excel variables This takes SEER excel column data interactively, tabulate them, write back in table format. |
0 Comments 4 Downloads (30 Days) |
![]() updated 1 year ago |
Improving MATLABĀ® performance when solving financial optimization problems Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm |
0 Comments 10 Downloads (30 Days) |
![]() updated 2 years ago |
Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. |
3 Comments 81 Downloads (30 Days) |
![]() updated 2 years ago |
Portfolio Optimizer Tool |
17 Comments 65 Downloads (30 Days) |
![]() updated 7 years ago |
Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. [DateHistory, RetHistory, PortHistory, X, Y, Z ] ... ecmnmle(Data, InitMethod, MaxIter, Tolerance, Mean0, Cova... |
11 Comments 49 Downloads (30 Days) |