Create a creditscorecard object, bin data, display, and plot binned data information. This example also shows how to fit a logistic regression model, obtain a score for the scorecard model,
The bolling function in Financial Toolbox™ software produces a Bollinger band chart using all the closing prices in an IBM® stock price matrix. A Bollinger band chart plots actual data along
Illustrates implementation of the Capital Asset Pricing Model (CAPM) in the presence of missing data.
Set up a basic asset allocation problem that uses mean-variance portfolio optimization with a Portfolio object to estimate efficient portfolios.
The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™. Specifically, the examples show how to set up mean-variance portfolio
Use the setBudget function for the Portfolio class to define the limits on the sum(AssetWeight _ i ) in risky assets.
Perform portfolio optimization using the Portfolio object in Financial Toolbox™.
Plots gamma as a function of price and time for a portfolio of 10 Black-Scholes options.
Creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option.
Construct a bond portfolio to hedge the interest-rate risk of a Treasury bond maturing in 20 years. Key rate duration enables you to determine the sensitivity of the price of a bond to
This demo is an introduction to using MATLAB to develop and test a simple trading strategy using an exponential moving average.
This demo uses MATLAB and the Technical Analysis (TA) Developer Toolbox to create and test a pairs trading strategy. The TA Developer toolbox complements the existing computational
This demo extends work done in AlgoTradingDemo1.m and adds an RSI technical indicator to the mix. Copyright 2010, The MathWorks, Inc. All rights reserved.
DISCLAIMER: THE SAMPLE FILES ENCLOSED IN THIS DOWNLOAD ARE FOR ILLUSTRATION PURPOSES ONLY. USE THE INFORMATION CONTAINED IN THIS DOWNLOAD AT YOUR OWN RISK.
In AlgoTradingDemo2.m we saw how to add two signals together to get improved results. In this demo we'll use evolutionary learning (genetic algorithm) to select our signals and the logic
In AlgoTradingDemo3.m we saw how to add two signals together to get improved results using evolutionary learning. In this demo we'll use extend the approach to three signals: MA, RSI, and
This demo develops and tests a simple exponential moving average trading strategy. It encorporates obtaining data from the Bloomberg BLP datafeed and executing trades in EMSX, based on the
The objective of this file is to load historical prices into MATLAB work space and store them in TimeTable format.
This script will demonstrate some simple examples related to creating, routing and managing orders from MATLAB via Bloomberg EMSX.
Demonstrates calibrating an Ornstein-Uhlenbeck mean reverting stochastic model from historical data of natural gas prices. The model is then used to simulate the spot prices into the
We seek to try out ga and patternsearch functions of the Genetic Algorithm and Direct Search Toolbox. We consider the unconstrained mean-variance portfolio optimization problem, handled
This demo uses our simple intraday moving average strategy to develop a trading system. Based on historical and current data, the decision engine decides whether or not to trade, and sends
Copyright 2017-2017 The MathWorks, Inc.
This demo shows how to profile your code to find the performance bottlenecks, or areas for improvement, as well as the capability to generate C-Code from MATLAB.