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updated 9 months ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

Backtest Moving Average RSI Combo Strategy

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updated 10 months ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

Calculate optimal injection/withdrawal schedules for gas storage facility (energy trading)

createConstraints(facility, N, daysInMonth, startVol, end...

Intrinsic Storage Optimization

monthDays(dates)

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updated 12 months ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

Bloomberg EMSX API: Simple Examples

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

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updated almost 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

fitness(pop,indicator,price,scaling,cost)

Algorithmic Trading with MATLAB®: Evolutionary Learning

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updated 4 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit) (va, variable annuities, variable annuity)

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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updated 5 years ago

Automated Failure Boundary Mapping by Stuart Kozola

Demo files from July 21, 2009 webinar (statistics, optimization, clustering)

boundaryArea(Y,X,lb,ub,limitFunction)

boundarySearch(X0,lb,ub,limitFunction, varargin)

Failure Boundary Identification

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updated 8 years ago

Improving an Engine Cooling Fan Using Design for Six Sigma Technique by Stuart Kozola

Demo files from MATLAB Digest Article "Improving an Engine Cooling Fan Using Design for Six Sigma Te (statistics, probability, six sigma)

coded2real(z,bounds)

Improving an Engine Cooling Fan Using Design for Six Sigm...

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