| 459 |  Monte Carlo simulations using MATLABDemonstrations 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 AllocationSoftware 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 ModelsScripts 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 MatlabFunctions 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 MatLabPerforms 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 | ||
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| 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 MatlabFunctions 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 | ||
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| 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 MATLABExamples 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 FilterFinds 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 MatlabFunctions 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 ToolA GUI financial technical analysis toolbox. Author: Leonidas Bleris Category: Financial Modeling and Analysis |
2004-10-10
| 4.57 7 reviews | ||
| |||||
| 113 |  Real-Time Stock ViewerPlot 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 OptionsExamples 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 TestCalculates the Variance Ratio Test Author: Alexandros Leontitsis Category: Financial Modeling and Analysis |
2001-09-24
| 4.25 5 reviews | ||
| |||||
| 91 |  Technical Analysis ToolGUI 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 |  TechTradeToolA 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 Matlabfiles 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 ModelsScripts 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 |  PortVaRVaR 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 calculatorequity derivative calculator using matlab GUI Author: Bill Category: Financial Modeling and Analysis |
2007-05-24
| 4.0 1 review | ||
| |||||
| 60 |  Rescaled Range AnalysisCalculates 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 GUIEfficient 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 WaveRead 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 | ||
MATLAB Central -File Exchange - Financial Modeling and Analysis
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