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updated 1 month ago

FernandoEsteves/last_Yahoo_stocks_data by Fernando Esteves

Fernando Esteves

With this gui you can auto download the last Yahoo finance data of a personalized list of tickers. (yahoo, stocks, tickers)

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updated 2 months ago

Machine Learning for Mining & Metals by David Willingham

David Willingham

2 examples for Machine Learning for Mining, Regression & Classification (machine learning, metals, mining)

plotFitErrors.m

plotFitErrors.m

Rsquared(Y, YHat )

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updated 2 months ago

SwarmWolf -- The Artificial Wolf Pack Algorithm (AWPA) by Leo Chen

Leo Chen

The Artificial Wolf Pack Algorithm (AWPA) - A toolbox for MATLAB (optimisation, wolf pack algorithm, swarm algorithm)

SGA_FITNESS_function.m

SGA_FITNESS_function.m

SGA_FITNESS_function(x,y)

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updated 3 months ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

createMSMQ()

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

dsample(HLC, factor)

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras

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

blsapp()

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

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updated 1 year ago

Commodities Trading with MATLAB by Anshuman Mishra

Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

ComputeCrossSectionalMomentum(params)

ComputeCrossSectionalStrategy( CommodityTypes, mainContai...

FilterByContractNumber( parentSet, contractNum)

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updated 1 year ago

Content Based Image Retrieval by Chez

Chez

Simple content based image retrieval for demonstration purposes. Either using knn or classification (image retrieval, content based image r..., classification)

L1(numOfReturnedImages, queryImageFeatureVector, dataset)

L2(numOfReturnedImages, queryImageFeatureVector, dataset,...

[obj, overall]=confMatPlot(confMat, opt)

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updated 1 year ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri

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

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRet...

PortfolioBL

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updated 2 years ago

Treynor-Black portfolio management model by Ben

Ben

Treynor-Black portfolio management model (portfolio management, optimization, active)

[pct_w_pos_opti beta_pos_opti pct_w_active measures_port ...

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updated 2 years ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 2 years ago

Output set of stock prices from yahoo finance as a matrix with header and dates into excel by Haidar Haidar

Haidar Haidar

Output historical stock prices for a basket of stocks and given period as a matrix with header (financial mathematics, download stocks, yahoo finance)

[B,C,name2]=M_Tri_EXL(Start_Date,End_Date,ty)

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updated 4 years ago

Portfolio Optimizer Tool by Patric Schenk

Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 4 years ago

Efficient Frontier GUI by Ameya Deoras

Ameya Deoras

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

dfdb_port_opt(varargin)

cleanMe.m

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updated 4 years ago

Financial Seminar Demos by Ameya Deoras

Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, analysis)

PortVaRmc(nsim)

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

blsvis(varargin)

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updated 4 years ago

Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar

Mayeda Reyes-Kattar

Examples of pricing derivatives securities using MATLAB (finance, modeling, analysis)

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

portbrowser(varargin)

treedemonew(Command, Trees,Port,RS)

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updated 4 years ago

FinMetrics by Vitaly Kuznetsov

Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (finance, investments, portfolio management)

fm(varargin)

Asset

AssetUniverse

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updated almost 5 years ago

Plot Stock Prices by Malcolm Wood

Malcolm Wood

Retrieves and plots historical stock prices (finance, modeling, analysis)

plot_prices(symbol,num_days)

chart_example.m

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updated almost 5 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

Yi Wang

Pricing Guaranteed Minimum Withdrawal Benefit (pricing, gmwb, variable annuities)

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

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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updated almost 5 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

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 6 years ago

ECB Statistical Data Warehouse by Wu

Wu

Download econometric time series from the ECB Statistical Data Warehouse. (data fetch, data acquisition, econometric)

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updated 6 years ago

Real-Time Datafeed from Yahoo! by Eric Johnson

Eric Johnson

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

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

close(c)

display(c)

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updated almost 9 years ago

df2fts_ by Michael Robbins

Michael Robbins

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

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updated almost 12 years ago

df2fts by Michael Robbins

Michael Robbins

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

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