搜索资源列表
zhaiquan-matlab
- 对金融数据（股票，期货，债券）进行分析拟合，计算各种指标-the financial data (stocks, futures, bonds) for analysis fitting calculated indicators
hurst_exponent(matlab)
- 计算hurst_exponent的matalb程序 用于检测时间序列的非线性特性-Procedures for calculating hurst_exponent of matalb time series for nonlinearity detection
VWAP_from_Intra_Daily_Data
- 使用ｍａｔｌａｂ计算交易价的ＶＷＡＰ。是程序化交易和算法交易的必备代码。-Matlab calculate the trading price of the VWAP. Program trading and algorithmic trading must code.
Portfolio-Optimizer-Tool
- ＣＡＰＭ模型的Matlab实现程序。用于计算最优证券组合的配置和权重。-CAPM model of Matlab procedures. Used to calculate the optimal portfolio configuration and weight.
securityVolatility
- 计算股票的历史波动率的MATLAB函数:securityVolatility.m-security Volatility, securityVolatility.m
MATLAB-Financial-Coding
- <精通MATLAB金融计算>随书光盘源码，对初学者很有用-Proficient in MATLAB financial calculations with CD ,
movavg
- matlab下的股票移动平均函数，用于计算股票的移动平均线-matlab under the stock moving average function for calculating a moving average of the stock
MetalsIndex
- 一个用Matlab编写的有色金属指数，该指数以铜、铝、锌、铅四个期货主力合约的历史平均持仓金额为权重的计算依据，其中权重调整频率和历史月数均可以动态调整-A nonferrous metals index code using Matlab, the index on the basis of copper, aluminum, zinc, lead four futures contract positions historical average positon amount，and t
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
matlab-for-copula-2d
- 实现二维copula函数的应用 生成边缘分布 计算copula函数参数 求出联合分布密度和分布函数 计算过程中的绘图-To achieve the application of two-dimensional copula function. Generate marginal distribution. Copula function parameter calculation. Obtain the joint distribution densit
Matlab-Var
- VAR的MATLAB计算过程，可以计算各种头寸的风险值，并用图展示。-the VAR calculation of Matlab!
Desktop
- hurst指数matlab实现，有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function
12-10
- 美式期权的买方可以在到期日或之前任一交易日提出执行。用matlab计算美式看涨期权。-COMPUTE AMERICAN OPTION USING MATLAB
figure_butterfly
- 蝶式价差的计算,包括数据导入，处理，画图(Butterfly spread calculation, including data import, processing, drawing)
风险价值Var计算
- 金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)
ytm
- 能够利用matlab的函数，计算到期收益率，债券价格等(use matlab to know the YTM of bond or its price.)
MACD_strategy2
- MACD 策略及其详细说明，包含如何计算，如何设置时间参数(MACD strategy and its detailed descr iption)