Community Profile

Contact

Top 10% contributor

Hi, I found the coefficients of a simple regression Y = aX1+bX2 using a maximum likelihood optimization. Now I would like t...

2 Answers

0

Asked 2 years ago

OK thank you, that helps

1667 views

Responded 3 years ago

the momentum just keeps coming from the fact that you always look at which assets performs best and then invest in those. so in...

OK my code so far is: but actually, I think I explained the supposed outcome wrong earlier. what I want is there to be a quarter...

Hi, thanks for your answer. I'm not sure how I would include this in my code though. could I send you my code by email? thanks...

Hey guys I've been trying to implement a momentum strategy in Matlab. What I'm trying to do is look at a bunch of stocks, find...

Posted 3 years ago

Hi, I have written a Kalman Filter which works and I would now like to find the parameters which optimize the likelihood, usi...

Asked 3 years ago

Hi, I'm trying to use plotyy but I need a second line on the first y-axis. I'm doing this with the "line" but this screws up ...

0 Answers

Hi, I am running an fminsearch function but some parameter estimates are coming out as greater than one. As the parameters ar...

Hi, I have to estimate the following Kalman Filter using a maximum likelihood approach. x(t+1) = A*x(t) + w(t), w ~ N(0, Q)...

I'm tying to implement a Kalman filter for a system of 6 dependent variables. The purpose is to define 6 stock prices (i) as th...

Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend you select United States from the following list:

See all countries