CRSP to MATLAB (Adjusted Prices and Total Returns)

Version 1.0.2 (3,93 ko) par Michael Robbins
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
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Mise à jour 6 juin 2023

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Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
www.QuantitativeAssetManagement.com
Amazon.com: Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: 9781264258444: Robbins, Michael: Books

Citation pour cette source

Michael Robbins (2024). CRSP to MATLAB (Adjusted Prices and Total Returns) (https://www.mathworks.com/matlabcentral/fileexchange/130674-crsp-to-matlab-adjusted-prices-and-total-returns), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2023a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

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