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Università Cattolica del Sacro Cuore

Active since 2013

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how to speed this nested loop or to get it around completely
Hi everybody, I know that this kind of question was been asked a lot of time here on Matlab Answers, but I am not able to ada...

ungefär 10 år ago | 1 answer | 0

1

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Constructing the serial date vector
Hi everyone, I want to construct a serial date vector in matlab that consider a period of 2 years with frequency 1-minute. ...

ungefär 10 år ago | 1 answer | 0

1

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Building a set of simple moving averages using a loop
Hi everyvody, I have to build a set of simple moving averages with different periods; may be that my problem is pretty tricky...

ungefär 10 år ago | 1 answer | 0

1

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How to replace vector values without loop for?
Hi everyone, I have a vector x(1:10000,1) which elements are all 0. I want to replace 0 with 1 in the case a statement is sati...

ungefär 10 år ago | 1 answer | 0

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Backtesting simple moving average trading strategy
Hi everyone, I have to backtest a trading strategy based on the cross of 3 simple moving average of 4,9 and 18 periods. The sc...

ungefär 10 år ago | 1 answer | 0

1

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Plotting a a constant line in a graph
Hi all, I need for plotting a constant line in a chart in which there is a time series X. So, given the time series X, texti...

ungefär 10 år ago | 2 answers | 0

2

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Setting entry and exit position in Matlab and computing returns for backtesting purposes
I have to backtest a mean-reverting strategy that use the spread z and goes: * long when the indicator z > -2; * short-sell ...

mer än 10 år ago | 1 answer | 0

1

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IF condition with interval
I want to have a script that runs if the variable X is within 0 and 1. I writed down the following code: if 0 < X < 1 ...

mer än 10 år ago | 1 answer | 3

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Interpreting Johansen cointegration test
Good morning everyone, I tested for cointegration 2 time series using the Johansen's cointegration test, but I do not know how ...

mer än 10 år ago | 0 answers | 0

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How to build a set of matrices using the for loop
Hi all, I need for building a set of matrices using the for loop; Starting from the main matrix with dimension 9x9, I want to b...

mer än 10 år ago | 1 answer | 0

1

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Loop syntax in matlab
Dear matlab users, I'm trying to implement a loop in matlab for estimating a markov-switching model; for instance, the code for...

mer än 11 år ago | 1 answer | 0

1

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Correction for finite sample coefficients in autoregressive model
Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model ...

mer än 11 år ago | 1 answer | 0

1

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Correction for finite sample coefficients in autoregressive model
Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model is ba...

mer än 11 år ago | 0 answers | 0

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