![]() 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 8 months ago |
Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. |
2 Comments 30 Downloads (30 Days) |
![]() updated 9 months ago |
Computes the Parametric Value at Risk for a given Portfolio |
0 Comments 11 Downloads (30 Days) |
![]() updated 9 months ago |
Calculates Historical Value at Risk for a given portfolio of returns |
0 Comments 30 Downloads (30 Days) |
![]() updated 11 months ago |
Specify a joint distribution of survival times for a credit portfolio of credit risks. |
0 Comments 5 Downloads (30 Days) |
![]() updated 1 year ago |
Simple Portfolio Optimization Methods Myopic, Constant or Buy-and-Hold and Dynamic Strategies to calculate the optimal portfolio weight. optDynamic(returns, predictors, gamma, rf, accuracy) |
0 Comments 18 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 almost 3 years ago |
This script demonstrates the phenomenon of excess growth in a constant rebalancing portfolio. |
0 Comments 7 Downloads (30 Days) |
![]() updated 6 years ago |
Developing Portfolio Optimization Models Use MATLAB and Financial Toolbox to construct realistic, optimal portfolios that are stable over tim |
0 Comments 12 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) |
![]() updated 8 years ago |
Computes the omega value of a portfolio. |
4 Comments 5 Downloads (30 Days) |
![]() updated 10 years ago |
Using Excel Builder and VBA to create a custom application for Microsoft Excel. |
6 Comments 7 Downloads (30 Days) |
![]() updated 15 years ago |
Risk Calculator |
1 Comment 5 Downloads (30 Days) |