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MathWorks Quant Team

MathWorks

Last seen: 8 mois il y a Actif depuis 2017

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Automated Trading System Development with MATLAB
How to Build an Event-based Automated Trading System in MATLAB

11 mois il y a | 7 téléchargements |

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Commodities Trading with MATLAB
Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013.

11 mois il y a | 1 téléchargement |

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Backtesting Trading Strategies in Just 8 Lines of Code
This demo will show how to perform a strategy backtesting in just 8 lines of code.

12 mois il y a | 2 téléchargements |

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Model Risk Manager for MATLAB
The "Model Risk Manager for MATLAB" add-on is designed to help users manage, assess, and mitigate risks associated with financia...

environ un an il y a | 6 téléchargements |

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Asset-Liability Management using MATLAB (Code and App)
Learn how to use MATLAB to perform cash flow analysis, duration gap computation, and sensitivity analysis.

plus de 5 ans il y a | 2 téléchargements |

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How to retrieve data from RavenPack Analytics (RPA)
This example aims to demonstrate how to retrieve news sentiment analysis data from RPA using MATLAB.

plus de 5 ans il y a | 2 téléchargements |

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How to retrieve data from Barchart OnDemand using MATLAB
This example demonstrates the basic functionalities for retrieving data from Barchart OnDemand using MATLAB

plus de 5 ans il y a | 2 téléchargements |

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Standardized Approach - Counterparty Credit Risk (SA-CCR)
This is a MATLAB example for calculating EAD based on example 1 in the annex 4a of BCBS 279

presque 6 ans il y a | 1 téléchargement |

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How to import data from Datastream Web Services using MATLAB
This example is for the video demo with the same title showing how to retrieve historical data from Datastream Web Services (DSW...

environ 6 ans il y a | 1 téléchargement |

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Classifying Credit Card Default using Classification Learner
This file is to support the video demo titled "Classifying Credit Card Default using Classification Learner App"

environ 6 ans il y a | 20 téléchargements |

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Fraud Detection using Machine Learning
This file is to support a video demo titled "Fraud Detection using Machine Learning"

environ 6 ans il y a | 3 téléchargements |

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Forecasting Bitcoin Volatility using Regression Learner App
This file is for the video demo with the same title showing how to predict volatility using Regression Learner App

environ 6 ans il y a | 9 téléchargements |

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CVaR Portfolio Optimization
Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object

environ 6 ans il y a | 9 téléchargements |

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Stress Testing / Predicting Loss under Adverse Economic Conditions
Stress testing loan portfolio using economic scenarios (files for video demo)

plus de 6 ans il y a | 1 téléchargement |

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Files for webinar titled "Classifying Trading Signals using Machine Learning and Deep Learning"
You will learn how to classify trading signals into "buy" or "sell" using machine/deep learning

plus de 6 ans il y a | 4 téléchargements |

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Creating GARCH Models using Econometric Modeler App (File for video demo)
This is the file used in the video demo titled "Creating GARCH Models using Econometric Modeler App"

plus de 6 ans il y a | 1 téléchargement |

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Files from webinar Machine Learning for Algo Trading
Demo files from (upcoming) webinar on Machine Learning for Algo Trading

environ 7 ans il y a | 9 téléchargements |

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Walk-Forward Analysis (WFA) - Files for WFA webinar
The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band

environ 7 ans il y a | 2 téléchargements |

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Getting Started with Portfolio Optimization (Files for Video Demo)
Files for demonstrating how to perform portfolio optimization

plus de 7 ans il y a | 10 téléchargements |

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Introduction to Risk Management (Files for Webinar)
The files consist of demos in consumer credit risk, corporate credit risk, and market risk.

plus de 7 ans il y a | 3 téléchargements |

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How to Price Asian Option Efficiently Using MATLAB
In these files, you can learn how to speed up the simulation-based pricing like Asian options.

plus de 7 ans il y a | 2 téléchargements |

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Pricing Interest Options with Negative Rates (for Video Demo)
The file is designed to demonstrate how to pricing interest rate options in negative rates

plus de 7 ans il y a | 1 téléchargement |