MATLAB Central -File Exchange - Financial Modeling and Analysis

 

459	Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Category: Financial Modeling and Analysis	2007-12-11	N/A 3 reviews
430	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Category: Financial Modeling and Analysis	2005-11-16	4.81 16 reviews
368	Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Category: Financial Modeling and Analysis	2008-01-24	4.56 14 reviews
251	Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. Author: Bob Taylor Category: Financial Modeling and Analysis	2005-09-29	4.75 9 reviews
210	Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2008-01-01	1.0 1 review
203	Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of n stocks. Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2006-11-29	4.33 5 reviews
201	Most up to date SP500 Stocks Data in your Matlab Workspace (and free!) Using yahoo server, downloads trading data from SP500 stocks Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2007-07-05	5.0 4 reviews
200	Estimation, Simulation and Forecasting of an Autoregressive Markov Switching Model in Matlab Functions to Estimate, Simulate and Forecast a MS(k)-AR(p) model in Matlab Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2007-06-16	3.67 5 reviews
187	GMM GMM Author: zhiguang cao Category: Financial Modeling and Analysis	2006-08-31	4.0 3 reviews
174	Empirical Technical Trading Systems Technical Trading System Author: Champ Mendis Category: Financial Modeling and Analysis	2006-11-08	5.0 3 reviews
161	Pricing Derivatives Securities using MATLAB Examples of pricing derivatives securities using MATLAB Author: Mayeda Reyes-Kattar Category: Financial Modeling and Analysis	2007-04-02	3.5 5 reviews
150	MathWorks Webinar: Using Genetic Algorithms in Financial Applications Presentation and M-Files for MathWorks Webinar Author: Oren Rosen Category: Financial Modeling and Analysis	2007-12-26	N/A 2 reviews
148	Hodrick-Prescott Filter Finds the Hodrick-Prescott filter of a series. Author: Wilmer Henao Category: Financial Modeling and Analysis	2003-09-17	4.6 7 reviews
140	Financial Seminar Demos Demos commonly used at The MathWorks financial modeling seminars. Author: Brian Kiernan Category: Financial Modeling and Analysis	2004-03-02	3.86 11 reviews
132	Evaluate Nelson-Siegel function (or fit one to a yield curve) Author: Dimitri Shvorob Category: Financial Modeling and Analysis	2007-12-30	5.0 2 reviews
122	Estimation, Simulation and Forecasting of a Markov Switching Regression (General Case) in Matlab Functions to Estimate, Simulate and Forecast a MS regression in matlab Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2007-08-01	5.0 1 review
120	GUI Technical Analysis Tool A GUI financial technical analysis toolbox. Author: Leonidas Bleris Category: Financial Modeling and Analysis	2004-10-10	4.57 7 reviews
113	Real-Time Stock Viewer Plot and analyze live market data from Bloomberg or Yahoo. Author: Brian Kiernan Category: Financial Modeling and Analysis	2004-08-25	4.67 3 reviews
112	STOCK QUOTE QUERY Pulls stock prices for a given ticker symbol from the YAHOO web server. Author: Michael Boldin Category: Financial Modeling and Analysis	2003-10-19	4.77 20 reviews
108	Binomial Option Pricing Under Stochastic Volatility and Correlated State Variables To replicate Hilliard, Schwartz - Journal of Derivatives, 1996 Author: Tsai wei-che Category: Financial Modeling and Analysis	2008-01-23	2.0 1 review
103	Pricing American Options Examples of pricing American options using MATLAB Author: Mark Hoyle Category: Financial Modeling and Analysis	2007-09-20	4.0 1 review
101	Nearest Neighbour Algorithm for Stock Prices Forecasts. Creates a vector with forecasted values of a time series based on the nearest neighbour algorithm. Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2005-12-18	5.0 1 review
97	Variance Ratio Test Calculates the Variance Ratio Test Author: Alexandros Leontitsis Category: Financial Modeling and Analysis	2001-09-24	4.25 5 reviews
91	Technical Analysis Tool GUI for viewing various simple technical analysis indicators of a time series Author: Phil Goddard Category: Financial Modeling and Analysis	2006-03-29	3.5 2 reviews
88	Mean-variance portfolio optimization using GA and PATTERNSEARCH (A not-too-serious experiment / code sample) Author: Dimitri Shvorob Category: Financial Modeling and Analysis	2007-10-15	5.0 2 reviews
88	Visualize dynamic hedging (via an interactive GUI) Author: Dimitri Shvorob Category: Financial Modeling and Analysis	2008-01-28	N/A 2 reviews
88	Portfolio Optimisation using MATLAB Builder for Java This demo uses the Java Swing libraries and MATLAB Builder for Java to create a Portfolio Optimisati Author: Elwin Chan Category: Financial Modeling and Analysis	2007-01-02	5.0 2 reviews
86	TechTradeTool A toolbox for calculating and optimizing technical analysis trading systems. Author: Stephanos-George Papadamou-Stephanides Category: Financial Modeling and Analysis	2003-08-04	5.0 1 review
81	Are You More Skilled than a Monkey at Trading Stocks ? Verifies if a particular performance indicator (eg. annualized return) can be just a case of chance. Author: Marcelo Scherer Perlin Category: Financial Modeling and Analysis	2006-11-23	5.0 1 review
76	estimation for MLE Estimate parameters and standard errors using maximium likelihood estimation Author: zhiguang cao Category: Financial Modeling and Analysis	2006-02-24	1.0 2 reviews
74	Interest rate model Hull and White interest rate model Author: Sandeep  Category: Financial Modeling and Analysis	2007-07-16	N/A 3 reviews
73	Algorithmic Trading with Matlab files from webinar Author: Aly Kassam Category: Financial Modeling and Analysis	2008-02-20	0 reviews
71	American Call option Pricing Approximation Roll, geske , whaley approximation of american calls and puts with one dividend. Author: Sivakumar Batthala Category: Financial Modeling and Analysis	2005-03-01	5.0 2 reviews
69	Using MATLAB to Develop Asset-Pricing Models Scripts to build and test Fama & French three-factor model. Author: Bob Taylor Category: Financial Modeling and Analysis	2006-11-17	2.67 7 reviews
69	RSI calculator Calculate the RSI for a stock over any time range for any given period Author: Josiah Renfree Category: Financial Modeling and Analysis	2008-02-08	0 reviews
67	PortVaR VaR for portfolio stocks (NEW! free codes and data sample) Author: Flavio Bazzana Category: Financial Modeling and Analysis	2002-10-10	4.22 9 reviews
65	Simulate a Cox-Ingersoll-Ross process (Exact algorithm) Author: Dimitri Shvorob Category: Financial Modeling and Analysis	2007-10-01	N/A 1 review
62	Matlab-GUI equity derivative calculator equity derivative calculator using matlab GUI Author: Bill  Category: Financial Modeling and Analysis	2007-05-24	4.0 1 review
60	Rescaled Range Analysis Calculates the rescaled range analysis. Author: Alexandros Leontitsis Category: Financial Modeling and Analysis	2004-01-01	4.44 11 reviews
59	riskcalc Risk Calculator Author: Anatoly Ivanov Category: Financial Modeling and Analysis	1998-07-20	5.0 2 reviews
59	Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Computes Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Author: Pavel Okunev Category: Financial Modeling and Analysis	2006-03-13	5.0 1 review
58	Efficient Frontier GUI Efficient frontier from Yahoo or database data. Author: Brian Kiernan Category: Financial Modeling and Analysis	2003-12-15	3.0 2 reviews
57	Simulation of stochastic processes and parameter estimation of 1-F interest rate models Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB Author: Panagiotis Braimakis Category: Financial Modeling and Analysis	2005-03-22	3.33 8 reviews
56	Kernel Regression Toolbox 1.0 Implementation of kernel regression. Author: Tim Gebbie Category: Financial Modeling and Analysis	2004-12-08	3.33 3 reviews
53	ZigZag - Financial Indicator Wave Read Yahoo Stock price and generate ZigZag Wave. Author: Olaf Marthiens Category: Financial Modeling and Analysis	2005-10-18	5.0 2 reviews
52	All Purpose Mortgage Calculator including mortgage schedule This calculator gives you all the information you need to know while shopping for a mortgage Loan Author: Sivakumar Batthala Category: Financial Modeling and Analysis	2005-07-11	5.0 5 reviews