Realized Volatility

Use this simple, self-contained class definition to obtain quotes and historical data from Yahoo finance.f = stock('f','5y','d);creates a stock object with a current quote and five year history of daily data for the stock symbol 'f' (Ford Motor Company).f.plot;charts the historical data. The...

Academic Project aimed at capturing, modeling and predicting stock behavior

This toolbox has been merged with the functionality with the ARMAX-GARCH Toolbox found here:http://www.mathworks.com/matlabcentral/fil...sk-applicationsMany thanks for your commends and suggestions.


Platforms: Matlab

Generates GBM curve with specified drift and volatility parameters.Trade entries are modeled through a zero-intelligence model assuming a Poisson arrival process for trades conditioned on a set number of trades on the GBM curve.All credit for the GBM curve generator goes to...


Platforms: Matlab

[VINDX FRACDIM V_SIGMA COVERSIZE] = varIndx(LOW,HIGH) LOW is a column vector of the lowest price in the bar (second, minute, etc). HIGH is a column vector of the highest price in the bar. VINDX is the variation index of the data. FRACDIM is the fractal dimension of the data. V_SIGMA is the...


Platforms: Matlab

This software has been realized by Praveen Pilly at the CNS Technology Lab at Boston University (http://techlab.bu.edu/).Attached is the source article and zipped file that contains a MATLAB-based graphical user interface with additional access to the non-directional transient cell equation,...


Platforms: Matlab

This software has been realized by Gennady Livitz at the CNS Technology Lab at Boston University (My Webpage). The main author of this software is Gennady Livitz. The package contains a MATLAB implementation of diffusive filing-in model. The demo simulation is based on Craik-O'Brien-Cornsweet...


Platforms: Matlab

This software has been realized by Kadin Tzeng at the CNS Technology Lab at Boston University (http://techlab.bu.edu/). Frequently, a computer program requires input parameters to define a specific application prior to running it. For codes that require few input parameters, the usual method to...


Platforms: Matlab

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).Once this is done, the user can plot the...


Platforms: Matlab

This function is to calculate the implied default probability from the DOC model. Source: Brockman and Turtle (2003).>Default probability (%)>[1] Barrier level (%)[2] Market value of the firm's assets (%)[3] Continuously compounded riskless rate of interest (%)[4] Asset volatility (%)[5] Firm's...


Platforms: Matlab

This package called EstimHidden is devoted to the non parametric estimation using model selection procedures of1/ the density of X in a convolution model where Z=X+noise1 is observed2/ the functions b (drift) and s^2 (volatility) in an "errors in variables" model where Z and Y are observed and...


Platforms: Matlab

The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate...


Platforms: Matlab

My dissertation for the MSc in Finance & Economics from Warwick Business SchoolYou can find the .pdf of the dissertation on SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1933936 The description of the submission is available on the forum Answers:...


Platforms: Matlab

The TinyMCE Tabfocus Patch is a WordPress plugin which disables TinyMCE plugin Tabfocus thereby allowing tab characters to be typed into posts.While attempting to write several posts including blocks of code I realized that TinyMCE was stripping out all the tab characters I attempted to type....


Platforms: PHP

Wed-deOaove all been here before...Youd-deOaore sitting at your desk, coding up a 500 page site, knee-deep in Extreme Cheddar Doritos sipping on a liter of Code Red Mountain Dew when you realized-deTZ this page would be som much more awesome with a VELOCIRAPTOR. You immediately scramble home to...


Platforms: PHP

Ever imported or written a whole bunch of posts in draft status, then realized you needed to post them all over time?If you've tried to do this manually, you know it takes a LONG time even using the Quick Edit.Draft Scheduler solves this problem, allowing you to schedule ALL drafts to be posted...


Platforms: PHP

Add custom buttons to the HTML mode editor toolbar.This is a fork of Oren Yomtov's version since that one doesn't work in 3.1.Unsure of the reason behind the poor rating and "doesn't work" vote. Possibly the user didn't realized this only adds tags to the HTML editor? If you use this plugin and...


Platforms: PHP

Wildcat CAD's goal is to create a modern 3D solid modeling kernel and associated applications for CAD and all types of related engineering. Years ago I realized there was a need for a modern, open source, solid modeling kernel for all types of computer aided engineering. This project is the...


Platforms: Mac

It features a 200 x 18 pixel display realized by two opposite rotating "wings" with 9 LEDs each. Look here for details (in German): http://www.mikrocontroller.net/topic/80808. I wrote the RotorDisplay Control Application to interface the RotorDisplay from a computer. It allows to send images and...


Platforms: Mac

EmptyCrate Game Engine is a web-based adventure game engine based on Drupal (for creating games) and Action Script (for playing games). Once the game is written it is rendered using a Flash 9 application embedded in the Drupal page, making the adventure game instantly available to virtually...


Platforms: *nix