Question

Wrong axis when using KSDENSITY
Hi everyone I have a 1x795 array called GLLlogreturn of positive and negative entries. I tried to use: [f,xi]=ksdensity(...

presque 14 ans il y a | 1 réponse | 0

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Question

Histogram then a curve fitting to compare with normal
Dear Everbody, I have a array of daily returns of size 1775. When I use: histfit(GLLlogreturn, 60) I get a histogram wi...

presque 14 ans il y a | 2 réponses | 0

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Réponse apportée
Probability distribution
Does anybody else know how I can test what probability distribution a set of data belongs too? Best wishes,

presque 14 ans il y a | 0

Question

Probability distribution
Hi there, I have a series of 1277 daily returns on a asset. I want to see what distribution these returns follow (Eg, Levy, Norm...

presque 14 ans il y a | 2 réponses | 0

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Question

return or log return
Hi there, I downloaded 2 sets of financial data from yahoo finance earlier. I am calculating the daily returns by using the o...

environ 14 ans il y a | 1 réponse | 0

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Question

covariance and correlation
Hi everybody, I have a 2 time series returns of 1x789 size (X and Y). I want to compare how similar they are and for this wan...

environ 14 ans il y a | 2 réponses | 0

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Question

array transformation
I have a 2:790 array. I want to transform the 790 elements so that the top element becomes the bottom element and the second ele...

environ 14 ans il y a | 1 réponse | 0

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Question

implied volatility
Hi there, from a practical standpoint what is the most accurate method of calculating the implied volatility given a option pric...

plus de 14 ans il y a | 1 réponse | 0

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realized volatility for ONE DAY for a 1-minute database of 10 month WTI future prices
If anyone can help would be appreciated. Best wishes,

plus de 14 ans il y a | 0

Question

realized volatility for ONE DAY for a 1-minute database of 10 month WTI future prices
Hi there, I got some help from Oleg before which is very helpful. Essentially I have a database of minute-minute WTI oil f...

plus de 14 ans il y a | 1 réponse | 0

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volatility of intraday (minute data)
Hi Oleg, This looks interesting. There seems to be many ways to calculate the realized volatilities. Which method do you thin...

plus de 14 ans il y a | 0

Question

volatility of intraday (minute data)
Hi there, I was wondering on how to calculate the volatility on 1 day prices which are minute by minute? If anybody could hel...

plus de 14 ans il y a | 3 réponses | 0

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Question

Question for somebody who has seen the following post...
Dear all, Please see this: <http://www.mathworks.com/matlabcentral/fileexchange/29434-connecting-to-interactive-brokers-via-act...

plus de 14 ans il y a | 1 réponse | 0

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Question

Historical data via interactive brokers
Dear all, I try to follow the tutorial on http://www.tradingwithmatlab.com/video-tutorials however it all works till I run...

plus de 14 ans il y a | 1 réponse | 0

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Question

Images when publish
I publish some work with some plots and they come out fine for me to view. But when I save it as a html file and send it to peop...

plus de 14 ans il y a | 1 réponse | 0

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create array
Is there a way to do this without a loop? So it could perform faster?

plus de 14 ans il y a | 0

Question

create array
Hi considering I want to make a a 3x6624 matrix of random numbers (>0 and <1) but I want the sum of each column of the3 numbers ...

plus de 14 ans il y a | 4 réponses | 0

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Question

GPU for HMM training
Hi I have a large dataset and when I used hidden markov model to train the data I have to wait a long time. Would GPU parallel c...

plus de 14 ans il y a | 3 réponses | 1

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GPU vs CPU
any help?

plus de 14 ans il y a | 0

Question

GPU vs CPU
Hi, For calculations which would perform faster. A Intel I7 990x overclocked, or a GPU Nvidia GeForce 590x ?

plus de 14 ans il y a | 3 réponses | 0

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GPU parallel computing
Hi, yes I found out the GTX 590 is Computer capability 2.0 . May I ask in terms of performance how would a GTX 590 compare w...

plus de 14 ans il y a | 0

Question

GPU parallel computing
Hi I am looking to buy a new pc to help speed up computations. I read a bit about the gpu support in the Parallel Computing Tool...

plus de 14 ans il y a | 3 réponses | 0

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Question

random matrix
I want to create 2 random matrixes (5x5). One where all the sums of the horizontal axis equal 1 and one where all the vertical a...

presque 15 ans il y a | 1 réponse | 0

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Question

extract numbers from a cell array
Hi I have a 1x19399 cell array all in the format of: 'Tick("TSP1",4285,1,{"52":"20101101005933863","TIME":"1288573173.867"})'...

presque 15 ans il y a | 1 réponse | 0

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Question

compare arrays
I have two arrays. I want to compare array A with B to see which element is in A and not in B and vice versa. Please help

presque 15 ans il y a | 2 réponses | 0

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Question

movavg function lead and lag meaning
Hi, Could someone explaing to me what Lead and Lag represent please in the moving average. Usually when I deal with moving avera...

presque 15 ans il y a | 3 réponses | 0

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Question

Plotting a normal graph with a candlestick graph
Hi I am plotting few arrays in one graph, and I want a candlestick graph to appear in the same graph. Does anyone know how to do...

presque 15 ans il y a | 2 réponses | 0

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Question

Candlestick question
I want to draw a candlestick graph for the entries of my 1x360214 array. candle(HighPrices, LowPrices, ClosePrices, OpenPrice...

presque 15 ans il y a | 1 réponse | 0

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Question

ASsign Array element
Hi there I accidentally accepted my answer beforehand. I have an array of size 1x360214 and to each element I want to assign a v...

presque 15 ans il y a | 1 réponse | 0

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Assigning value in array
any other method? Fast method would be preferred.

presque 15 ans il y a | 0