MathWorks - Financial Derivatives Toolbox
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Provides components to analyze interest rate derivative instruments and portfolios. The Financial Derivatives Toolbox allows you to calculate prices and sensitivities of derivatives and to perform hedging analysis and visualize the results.
Submitted Nov 16, 2000
Updated Jun 24, 2004
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Total Visits: 1889
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| Free Online MathWorks Seminar: Using MATLAB for Fixed Income Modeling
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This online webinar will present how financial services professionals can develop customized algorithms for calculating bond prices, yields, and spreads for fixed-income securities such as treasury bonds, corporate bonds, T-bills, CDs, and mortgage-backed securities. The examples shown in the presentation will demonstrate the functionality in the Fixed-Income Toolbox and other relevant MathWorks products.
Submitted Oct 13, 2003
Updated Nov 13, 2007
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(3 Ratings)
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Total Visits: 1593
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| MathWorks - Financial Toolbox
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The Financial Toolbox is used for a wide array of applications including fixed income pricing, yield, and sensitivity analysis; advanced term structure analysis; coupon cash flow date and accrued interest analysis; and derivative pricing and sensitivity analysis.
Submitted Jul 01, 1999
Updated Jun 24, 2004
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Total Visits: 1255
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| MathWorks - GARCH Toolbox
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The GARCH Toolbox provides essential tools for univariate Generalized Autoregressive Conditional Heteroskedasticity(GARCH) volatility modeling.
The GARCH Toolbox features a simple interface that enables you to analyze volatility in the financial markets using univariate GARCH models.
Submitted Aug 28, 2000
Updated Apr 30, 2004
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(3 Ratings)
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Total Visits: 1054
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| Free Online MathWorks Seminar: Using MATLAB to Develop Portfolio Optimization Models
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This recorded webinar demonstrates how to use MATLABŪ and the Financial Toolbox to combine familiar concepts of asset pricing, risk measurement, and portfolio optimization to develop tradable portfolios of assets that have low turnover, stable moments, and desirable return and risk characteristics. While grounded firmly in finance theory, this webinar shows how to produce solid and robust real-world results that bridge the gap between theory and practice.
Submitted Dec 06, 2005
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(4 Ratings)
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Total Visits: 805
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| MathWorks - Datafeed Toolbox
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The Datafeed Toolbox integrates the numerical, computational, and graphical capabilities of MATLABŪ with financial data providers.
Datafeed Toolbox provides a direct connection between MATLAB and data provided by the Bloomberg data service. Once the data is in MATLAB, it can then be analyzed using other tools in the MATLAB product family such as GARCH, Statistics, Financial Time Series, and Neural Networks.
Submitted Aug 28, 2000
Updated Apr 30, 2004
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(1 Ratings)
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Total Visits: 804
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| MathWorks - Fixed-Income Toolbox
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The Fixed-Income Toolbox extends MATLAB by providing functions for fixed-income modeling and analysis. The toolbox includes tools for determining the price, yield, and cash flow for many types of fixed-income securities, including mortgage-backed securities, corporate bonds, treasury bonds, municipal bonds, certificates of deposit, and treasury bills.
Submitted Oct 24, 2003
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(4 Ratings)
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Total Visits: 682
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| MathWorks - Database Toolbox
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The Database Toolbox allows you to connect to and interact with most ODBC/JDBC databases from within MATLABŪ. The Database Toolbox allows you to use the powerful data analysis and visualization tools of MATLAB for sophisticated analysis of data stored in databases. From within the MATLAB environment, you can use Structured Query Language (SQL) commands to: Read and write data to and from a database; Apply simple and advanced conditions to your database queries.
Submitted Aug 28, 2000
Updated Jun 24, 2004
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(5 Ratings)
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Total Visits: 562
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| Financial Tools M-files
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User contributed finance m-files from the MATLAB Central File Exchange.
Submitted Apr 18, 2000
Updated May 04, 2004
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Total Visits: 4034
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| Econometrics toolbox
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This toolbox contains function for econometrics estimation, diagnostics and statistical testing procedures and others. Over 300 functions are included in this well documented toolbox.
Submitted Jun 30, 1999
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(9 Ratings)
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Total Visits: 3657
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| RisKontroller - MATLAB Toolbox for Risk Analysis and Management
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Our RisKontroller technology enables you to rapidly develop and modify tailor-made models and systems. The technology combines advanced stochastic process estimation, sparse tree generation, dynamic stochastic modeling and solution, density function estimation, and techniques for sculpting density functions of model outcomes. These techniques enable you to analyze large multi-factor models over time, integrate multiple types of risks, incorporate policy and legal constraints, decide on policies based on desired density function profiles, and access and change internal models.
Submitted Apr 05, 2000
Updated Sep 03, 2004
by rufin
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(3 Ratings)
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Total Visits: 2366
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| MATLAB Functions from William F. Sharpe
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These functions were written primarily for illustrative purposes. Many are taken from and/or descrived in the material on principles and techniques... Each function is stored in a file with a .txt extension... After viewing one of the functions, you may save it in a directory on your MATLAB path, using the same name and an .m extension. The function can then be used in any program. You can then also get its initial comment lines by issuing the command help, followed by the file name (e.g. help wcov). The functions are listed below in alphabetic order...
Submitted Jul 07, 1999
Updated Jun 24, 2004
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(5 Ratings)
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Total Visits: 2144
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| Macro-Investment Analysis
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Matrices & Programming, Prices, Probabilities, Risk & Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement, and more.
Submitted Jun 08, 2005
by MATLAB Central Admin
Updated Jun 13, 2005
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(2 Ratings)
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Total Visits: 1404
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| GarchKit
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Provides highly optimized MLE estimation and simulation of GARCH(1,1) models.
Submitted Apr 11, 2000
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(3 Ratings)
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Total Visits: 1163
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| Trading with MATLAB and Interactive Brokers
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Use this Product to trade any financial instrument with MATLAB. Connect with Interactive Brokers API through MATLAB and build your own automated trading system with MATLAB. Use all the toolboxes available with MATLAB and trade like a PRO.
Submitted Sep 04, 2006
by sivakumar
Updated Sep 05, 2006
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Total Visits: 1012
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| Stixbox
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Stixbox, developed by Anders Holtsberg, is a statistics toolbox for MATLAB, Octave, and Matcom/Mideva.
Submitted May 02, 2000
Updated Jan 12, 2006
by wang liangwei
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(44 Ratings)
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Total Visits: 987
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| Gauss to MATLAB Converter
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Converts Gauss programs to MATLAB and other resources for making a gentle transition from Gauss to MATLAB. This link updates a link that has been dead for some time.
Submitted Jan 10, 2003
Updated May 04, 2004
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(8 Ratings)
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Total Visits: 901
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| qmle.m
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QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model.
Submitted Aug 20, 1999
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Total Visits: 537
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| Applixware and Applix Link - Real-time spreadsheet application and development tools
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c is an integrated product line of customizable, 32-bit
applications and tools for real-time decision support and rapid cross-platform application development on UNIX and Windows NT. Access to real-time data sources enables dynamic analysis and graphical modeling of live information, either through Applixware or via applications developed with Applixware by the user. Applix products have been heavily adopted by financial services firms worldwide for intensive real-time data analysis on the trading floor. Application Areas: Application development; Communications; Control system design/analysis; Financial analysis/modeling/services; Instrument manufacturers; Materials research; Vibration analysis/control.
Submitted Apr 07, 2000
Updated Mar 16, 2004
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Total Visits: 477
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| quantitative finance matlab code index
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collect matlab code and software on quantitative finance
Submitted Apr 13, 2007
by tigergb
Updated Mar 14, 2008
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(2 Ratings)
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Total Visits: 449
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| Mechanical Trading System in MatLab
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MEX API to TA-Lib functions released.
Documentation of API at tadoc.org
Submitted Feb 22, 2007
by Pranas
Updated Mar 08, 2007
by Pranas Baliuka
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(5 Ratings)
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Total Visits: 435
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MATLAB Trader
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This site is dedicated to helping Matlab users research and backtest stock trading strategies. Matlab can also be used to actually execute systematic trading strategies by connecting to a broker with an API.
Submitted Mar 24, 2008
Rating:
(1 Ratings)
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Total Visits: 145
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