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finding the breakeven point

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joseph Frank
joseph Frank on 19 Apr 2013
Hi,
I have the following equation:
nanmean(R(x0+1))-(fm1.*BHR)+(ntrades/2*n)*log((1-c)./log(1+c));
I know every parameter except c, which is a breakeven point that I want to compute. i.e. I want the value of c that gives: nanmean(R(x0+1))-(fm1.*BHR)+(ntrades/2*n)*log((1-c)./log(1+c))=0;
does any one know how to do this using matlab?

Answers (1)

bym
bym on 19 Apr 2013
Are you sure your equation is right? Anyway here is an example with a modified equation:
f = @(c) log((c-1)./log(1+c))
fzero(f,2)
ans =
2.1462

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