Strategies

FinMetrics is MATLAB based, open source quantitative portfolio management environment. Built on concepts of bottom-up approach to application design, it allows users to define most basic, low level building blocks, e.g. assets and transactions, to be further pieced together in a higher level...

Function HEDGEDEMO aims to help students and instructors of finance visualize trading demands of simple static or dynamic value-hedging strategies. In a single-factor setting, 2-asset hedge portfolios are constructed to match, at a point in time, value and delta of the hedged portfolio,...

This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...


Platforms: Matlab

Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies. The function allows constructing a portfolio of n < 9 securities, including a (zero-dividend) stock, a (zero-coupon) bond, a...


Platforms: Matlab

This demo is an extension of the following demo:http://www.mathworks.com/matlabcentral/fil...res-of-simulinkThe key Simulink concepts on how to build this demo discussed in the "Introduction to Simulink" webinar:http://www.mathworks.com/company/events/we.../wbnr37271.htmlPlease note that the...


Platforms: Matlab

There are four ensemble strategies--- random selecting samples, Bagging strategy, Random subspace method, Rotation forest method. They are ensemble methods which can obtain the samples of individual learner. Bagging method is a classical ensemble strategy proposed by Leo Breiman in Ref...


Platforms: Matlab

Directions to run the file.1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma separated values data which is required to use the back tester)3. Run the file 'runCSV.mat' by typing...


Platforms: Matlab

This is a test used for significant performance, while taking into account the data mining issue.I have added the paper of Politis and Romano describing the bootstrap; the paper of White describing the test! These can also be found free of charge on the internet.Finally I have added a paper where...


Platforms: Matlab

Regularization Tools: A MATLAB package for Analysis and Solution of Discrete Ill-Posed Problems.By means of the routines in this package, the user can experiment with different regularization strategies. The package also includes 12 test problems.Requires Matlab Version 7.3. The manual and more...


Platforms: Matlab

Fast euclidian norm over N.th dimension of a DOUBLE arrayY = DNorm2(X, N)INPUT: X: Real DOUBLE array. N: Dimension to operate on.OUTPUT: Y: Euclidian norm over N.th dimension: Y = sqrt(sum(X .* X, N)). Length of N.th dimension of Y is 1. NaN's are considered.Matlab's built-in function NORM is...


Platforms: Matlab

D4WStatsLittle is a website traffic statistics software that you can easily copy to your website to analyze the statistics of access to your page and study them in order to establish most adequate strategies for search engine marketing and Search Engine Optimization (SEO).The IP blocking feature...


Platforms: PHP

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

Smart Investment Training gives you the information and tools to make you a smarter, savvier investor. Small Business Guide builds a foundation for success by systematically guiding you through the various types of investments, the risks associated with each and strategies for allocating and...


Platforms: Mac

OFELI is a free and open source object oriented library of C++ classes that will help you develop finite element codes. OFELI is intended for teaching, research and industrial developments as well. Here are some key features of "OFELI": ?*A* Various storage schemes of matrices (dense, sparse,...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac

This year's art gallery has an evolutionary theme, beginning with the fight or flight evolutionary strategies, then moving on to the effects of ancestral and alien DNA, and the hunter-gatherer survival technique. Some of the entries in this year's art gallery have warning stickers on. One kind...


Platforms: Mac