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MatlabDaily
- 金钱豹matlab测试设计方法 打开金钱豹 —》 设置—》交易模型设置(同时,打开安装目录中matlabfiles文件夹,如果不存在,就解压对应的压缩文件matlabfiles )—》阅读其中的matlab程序(现有两个较为简单的示例策略) —》(假设我们要测试日内一分钟价差套利)—》选择接口类型matlab,添加模型名称,选择输入参数,选择输出参数,以及m文件路径—》以上步骤完成后按“修改",模型即转入—》打开测试品种的行情(IF1005,IF1006)——》转换成一分钟频率(按”分时/周
hurst_expo.m
- hurst parameter: 給入一序列的資類,程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
tradebot
- these are matlab m files for trading
PairsTrading_FEX-(1)
- these are matlab m files for trading
TradingStrat
- these are matlab m files for trading
cal
- An effieicnt matlab m code for solving the optimun capital allocation in the field of Markowitz portfolio optimization.
fft_cdf4.m
- pdf numerical inversion from cf via FFT-matlab source of pdf numerical inversion from cf via FFT
fft_call.m
- matlab source of FFT-based option pricing (Carr and Madan1999)-matlab source of FFT-based option pricing
frft_call.m
- matlab source of FRFT-based call option pricing-FRFT-based call option pricing
work
- 自己写的matlab上GUI界面,可以读取行情软件导出的txt格式历史数据,并汇出k线和技术指标,可以通过GUI编辑设置、各种指标及其参数。主图附图指标编辑通过编写脚步实现,有例子。 解压后,将work下的dir.mat中的wkdir变量修改成与你放置的目录一致,也可以就将work放置在"d:/matlab/"下. read2mat.m从文本中读取数据,并存在与文本文件同名的.mat格式的文件中。 运行kfigure,加载.mat格式文件就可以画出k线图和指
sttc_stage_warlock.m.tar
- This matlab code is about STTC Stages in OFDM systems. This code was written with a lot of hardwork. This took me a lot of time to write.
DCCGARCH
- 多元garch估计,牛津大学sheppard教授写的五个m文件,用来估计参数。-dcc-garch model matlab code
securityVolatility
- 计算股票的历史波动率的MATLAB函数:securityVolatility.m-security Volatility, securityVolatility.m
bsmodel.m
- Matlab code for the black scholes formula for pricing Call option and Put option
pishbini
- estimation stocks and market with matlab in m-file
dataviz_toolbox
- MATLAB 数据可视化, MATLAB .m文件源码-matlab data visualization
