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MathWorks Quant Team

MathWorks

Last seen: 8 maanden ago Active since 2017

Followers: 2   Following: 0

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

10 maanden ago | 6 downloads |

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

10 maanden ago | 1 download |

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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.

11 maanden ago | 2 downloads |

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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...

ongeveer een jaar ago | 6 downloads |

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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.

meer dan 5 jaar ago | 1 download |

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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.

meer dan 5 jaar ago | 2 downloads |

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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

meer dan 5 jaar ago | 2 downloads |

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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

bijna 6 jaar ago | 1 download |

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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...

ongeveer 6 jaar ago | 2 downloads |

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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"

ongeveer 6 jaar ago | 16 downloads |

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

ongeveer 6 jaar ago | 7 downloads |

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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

ongeveer 6 jaar ago | 9 downloads |

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

ongeveer 6 jaar ago | 9 downloads |

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

meer dan 6 jaar ago | 1 download |

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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

meer dan 6 jaar ago | 5 downloads |

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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"

meer dan 6 jaar ago | 1 download |

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

ongeveer 7 jaar ago | 5 downloads |

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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

ongeveer 7 jaar ago | 1 download |

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

meer dan 7 jaar ago | 11 downloads |

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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.

meer dan 7 jaar ago | 3 downloads |

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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.

meer dan 7 jaar ago | 2 downloads |

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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

meer dan 7 jaar ago | 1 download |