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updated 3 years ago

Dynamic Pooled Forecasting by Semin Ibisevic

Semin Ibisevic

Dynamic combined forecasting and dynamic principal component regression frameworks. (dynamic, pooled, forecasting)

combinefc(y, Yiv, type, theta, q0)

indivfc(X, y, m, rol, lag, distr)

pcafc(X, y, m, J, Zbin, rol, lag, distr)

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updated almost 4 years ago

Trading strategy back tester by Donny Lee

Donny Lee

This program shows the profit and lost of using different trading strategies on Singapore stocks. (algorithmic, trading, stochastic)




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updated 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Stuart Kozola

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

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

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