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MathWorks Quant Team

MathWorks

Last seen: 15 dagar ago Active since 2017

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

3 månader ago | 12 downloads |

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

3 månader ago | 11 downloads |

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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.

4 månader ago | 8 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...

7 månader ago | 0 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.

nästan 5 år ago | 5 downloads |

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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.

ungefär 5 år 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

ungefär 5 år 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

ungefär 5 år ago | 3 downloads |

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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...

mer än 5 år 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"

mer än 5 år ago | 17 downloads |

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

mer än 5 år ago | 64 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

mer än 5 år ago | 3 downloads |

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

mer än 5 år ago | 15 downloads |

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

nästan 6 år ago | 4 downloads |

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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

ungefär 6 år ago | 3 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"

ungefär 6 år ago | 3 downloads |

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

mer än 6 år ago | 16 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

mer än 6 år ago | 8 downloads |

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

mer än 6 år ago | 9 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.

mer än 6 år 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.

nästan 7 år 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

ungefär 7 år ago | 2 downloads |