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Finance and Economics
 
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Financial Tools M-files  Update Link / Bad Link
User contributed finance m-files from the MATLAB Central File Exchange.

http://www.mathworks.com/matlabcentral/fileexchange/loadCategory.do?objectType=category&objectId=3
Submitted Apr 18, 2000
Updated May 04, 2004
Rating: N/A     Rate this link   Total Visits: 4069

Econometrics toolbox  Update Link / Bad Link
This toolbox contains function for econometrics estimation, diagnostics and statistical testing procedures and others. Over 300 functions are included in this well documented toolbox.

http://www.spatial-econometrics.com/
Submitted Jun 30, 1999
Rating: (9 Ratings)   Rate this link   Total Visits: 3695

RisKontroller - MATLAB Toolbox for Risk Analysis and Management  Update Link / Bad Link
Our RisKontroller technology enables you to rapidly develop and modify tailor-made models and systems. The technology combines advanced stochastic process estimation, sparse tree generation, dynamic stochastic modeling and solution, density function estimation, and techniques for sculpting density functions of model outcomes. These techniques enable you to analyze large multi-factor models over time, integrate multiple types of risks, incorporate policy and legal constraints, decide on policies based on desired density function profiles, and access and change internal models.

http://www.mathworks.com/products/connections/product_main.shtml?prod_id=352
Submitted Apr 05, 2000
Updated Sep 03, 2004 by rufin
Rating: (3 Ratings)   Rate this link   Total Visits: 2384

MATLAB Functions from William F. Sharpe  Update Link / Bad Link
These functions were written primarily for illustrative purposes. Many are taken from and/or descrived in the material on principles and techniques... Each function is stored in a file with a .txt extension... After viewing one of the functions, you may save it in a directory on your MATLAB path, using the same name and an .m extension. The function can then be used in any program. You can then also get its initial comment lines by issuing the command help, followed by the file name (e.g. help wcov). The functions are listed below in alphabetic order...

http://www.stanford.edu/~wfsharpe/mat/mlfn.htm
Submitted Jul 07, 1999
Updated Jun 24, 2004
Rating: (5 Ratings)   Rate this link   Total Visits: 2168

MathWorks - Financial Derivatives Toolbox    Update Link / Bad Link
Provides components to analyze interest rate derivative instruments and portfolios. The Financial Derivatives Toolbox allows you to calculate prices and sensitivities of derivatives and to perform hedging analysis and visualize the results.

http://www.mathworks.com/products/derivatives/
Submitted Nov 16, 2000
Updated Jun 24, 2004
Rating: (4 Ratings)   Rate this link   Total Visits: 1910

Free Online MathWorks Seminar: Using MATLAB for Fixed Income Modeling    Update Link / Bad Link
This online webinar will present how financial services professionals can develop customized algorithms for calculating bond prices, yields, and spreads for fixed-income securities such as treasury bonds, corporate bonds, T-bills, CDs, and mortgage-backed securities. The examples shown in the presentation will demonstrate the functionality in the Fixed-Income Toolbox and other relevant MathWorks products.

http://finianz.de
Submitted Oct 13, 2003
Updated Nov 13, 2007
Rating: (3 Ratings)   Rate this link   Total Visits: 1603

Macro-Investment Analysis  Update Link / Bad Link
Matrices & Programming, Prices, Probabilities, Risk & Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement, and more.

http://www.stanford.edu/~wfsharpe/mia/mia.htm
Submitted Jun 08, 2005 by MATLAB Central Admin
Updated Jun 13, 2005
Rating: (2 Ratings)   Rate this link   Total Visits: 1419

MathWorks - Financial Toolbox    Update Link / Bad Link
The Financial Toolbox is used for a wide array of applications including fixed income pricing, yield, and sensitivity analysis; advanced term structure analysis; coupon cash flow date and accrued interest analysis; and derivative pricing and sensitivity analysis.

http://www.mathworks.com/products/finance/
Submitted Jul 01, 1999
Updated Jun 24, 2004
Rating: N/A     Rate this link   Total Visits: 1260

GarchKit  Update Link / Bad Link
Provides highly optimized MLE estimation and simulation of GARCH(1,1) models.

http://www-agecon.ag.ohio-state.edu/people/roberts.628/research/garchkit/garchkit.html
Submitted Apr 11, 2000
Rating: (3 Ratings)   Rate this link   Total Visits: 1177

MathWorks - GARCH Toolbox    Update Link / Bad Link
The GARCH Toolbox provides essential tools for univariate Generalized Autoregressive Conditional Heteroskedasticity(GARCH) volatility modeling. The GARCH Toolbox features a simple interface that enables you to analyze volatility in the financial markets using univariate GARCH models.

http://www.mathworks.com/products/garch/
Submitted Aug 28, 2000
Updated Apr 30, 2004
Rating: (3 Ratings)   Rate this link   Total Visits: 1066

Trading with MATLAB and Interactive Brokers  Update Link / Bad Link
Use this Product to trade any financial instrument with MATLAB. Connect with Interactive Brokers API through MATLAB and build your own automated trading system with MATLAB. Use all the toolboxes available with MATLAB and trade like a PRO.

http://www.exchangeapi.com
Submitted Sep 04, 2006 by sivakumar
Updated Sep 05, 2006
Rating: N/A     Rate this link   Total Visits: 1033

Gauss to MATLAB Converter  Update Link / Bad Link
Converts Gauss programs to MATLAB and other resources for making a gentle transition from Gauss to MATLAB. This link updates a link that has been dead for some time.

http://www.cameronrookley.com/gtoml/maingtm.html
Submitted Jan 10, 2003
Updated May 04, 2004
Rating: (8 Ratings)   Rate this link   Total Visits: 907

Free Online MathWorks Seminar: Using MATLAB to Develop Portfolio Optimization Models    Update Link / Bad Link
This recorded webinar demonstrates how to use MATLAB� and the Financial Toolbox to combine familiar concepts of asset pricing, risk measurement, and portfolio optimization to develop tradable portfolios of assets that have low turnover, stable moments, and desirable return and risk characteristics. While grounded firmly in finance theory, this webinar shows how to produce solid and robust real-world results that bridge the gap between theory and practice.

http://www.mathworks.com/mtd10846
Submitted Dec 06, 2005
Rating: (4 Ratings)   Rate this link   Total Visits: 816

MathWorks - Datafeed Toolbox    Update Link / Bad Link
The Datafeed Toolbox integrates the numerical, computational, and graphical capabilities of MATLAB� with financial data providers. Datafeed Toolbox provides a direct connection between MATLAB and data provided by the Bloomberg data service. Once the data is in MATLAB, it can then be analyzed using other tools in the MATLAB product family such as GARCH, Statistics, Financial Time Series, and Neural Networks.

http://www.mathworks.com/products/datafeed/
Submitted Aug 28, 2000
Updated Apr 30, 2004
Rating: (1 Ratings)   Rate this link   Total Visits: 813

MathWorks - Fixed-Income Toolbox    Update Link / Bad Link
The Fixed-Income Toolbox extends MATLAB by providing functions for fixed-income modeling and analysis. The toolbox includes tools for determining the price, yield, and cash flow for many types of fixed-income securities, including mortgage-backed securities, corporate bonds, treasury bonds, municipal bonds, certificates of deposit, and treasury bills.

http://www.mathworks.com/products/fixedincome/
Submitted Oct 24, 2003
Rating: (4 Ratings)   Rate this link   Total Visits: 688

MathWorks - Database Toolbox    Update Link / Bad Link
The Database Toolbox allows you to connect to and interact with most ODBC/JDBC databases from within MATLAB�. The Database Toolbox allows you to use the powerful data analysis and visualization tools of MATLAB for sophisticated analysis of data stored in databases. From within the MATLAB environment, you can use Structured Query Language (SQL) commands to: Read and write data to and from a database; Apply simple and advanced conditions to your database queries.

http://www.mathworks.com/products/database/
Submitted Aug 28, 2000
Updated Jun 24, 2004
Rating: (5 Ratings)   Rate this link   Total Visits: 567

qmle.m  Update Link / Bad Link
QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model.

http://www.mathtools.net/files/net/qmle.zip
Submitted Aug 20, 1999
Rating: N/A     Rate this link   Total Visits: 546

Applixware and Applix Link - Real-time spreadsheet application and development tools  Update Link / Bad Link
c is an integrated product line of customizable, 32-bit applications and tools for real-time decision support and rapid cross-platform application development on UNIX and Windows NT. Access to real-time data sources enables dynamic analysis and graphical modeling of live information, either through Applixware or via applications developed with Applixware by the user. Applix products have been heavily adopted by financial services firms worldwide for intensive real-time data analysis on the trading floor. Application Areas: Application development; Communications; Control system design/analysis; Financial analysis/modeling/services; Instrument manufacturers; Materials research; Vibration analysis/control.

http://web.ccr.jussieu.fr/ccr/Documentation/Calcul/matlab5v11/docs/00009/009e6.htm
Submitted Apr 07, 2000
Updated Mar 16, 2004
Rating: N/A     Rate this link   Total Visits: 484

quantitative finance matlab code index  Update Link / Bad Link
collect matlab code and software on quantitative finance

http://www.mathfinance.cn/showcategory.php?cid=20
Submitted Apr 13, 2007 by tigergb
Updated Mar 14, 2008
Rating: (2 Ratings)   Rate this link   Total Visits: 477

Mechanical Trading System in MatLab  Update Link / Bad Link
MEX API to TA-Lib functions released. Documentation of API at tadoc.org

http://sourceforge.net/projects/mlmechtrade/
Submitted Feb 22, 2007 by Pranas
Updated Mar 08, 2007 by Pranas Baliuka
Rating: (5 Ratings)   Rate this link   Total Visits: 452

MATLAB Trader  Update Link / Bad Link
This site is dedicated to helping Matlab users research and backtest stock trading strategies. Matlab can also be used to actually execute systematic trading strategies by connecting to a broker with an API.

http://www.matlabtrader.com/
Submitted Mar 24, 2008
Rating: (1 Ratings)   Rate this link   Total Visits: 195


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