petarradkov.wordpress.com
Estimate Historical Volatility | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab/estimate-historical-volatility
Imagination is more important then knowledge A.E. Here is the MATLAB code that one could use to estimate historical volatility using different methodsHistorical Close-to-Close volatility. This codes are implementating of my master degree thesis in apply math. Historical High Low Parkinson Volatility. Historical Garman Klass Volatility. Historical Garman Klass Volatility modified by Yang and Zhang. Historical Roger and Satchell Volatility. Historical Yang and Zhang Volatility. Въведете коментара си тук.
rabbithedge.blogspot.com
Flash Rabbit's Micro Macro Hedge Fund: November 2008
http://rabbithedge.blogspot.com/2008_11_01_archive.html
Flash Rabbit's Micro Macro Hedge Fund. Wednesday, 26 November 2008. Splashing cash and watching rabbit ears. Flash's latest blog for paddypowertrader:. Splashing the cash and watching the rabbit ears. I’ve had a decent couple of trading days since the last blog. My risky retailers gamble paid off quicker and better than I expected; Darling’s VAT cut fuelled some speculative buying of beaten down shopkeepers, something I didn’t fully anticipate. The Fed splashes out. Don’t believe the eurohype. And yet &#...
petarradkov.wordpress.com
Replicate VIX (CBOE Volatility Index) with MATLAB | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab/replicate-vix-cboe-volatility-index-with-matlab
Imagination is more important then knowledge A.E. Replicate VIX (CBOE Volatility Index) with MATLAB. This post is just to demonstrate how to replicate the Calculations behind the CBOE Volatility Index, Commonly called VIX. It is also commonly thought of investor gauge of fear. One can read more about at http:/ www.cboe.comThe. Implementation below follows the methodology as illustrated in the following white paper:. Http:/ www.cboe.com/micro/vix/vixwhite.pdf. YP=MV и Финансовата криза. Dead Cats ….
petarradkov.wordpress.com
Options – numerical methods | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab/price-of-eur-put-option-numerical-method-binominal-tree
Imagination is more important then knowledge A.E. Options – numerical methods. The following MATLAB program computes the price of a European put option. According to the binomial method. The input parameters should be specify. By the user. The commands will be sequentially compiled and executed by the. MATLAB interpreter. For appropriate outputs see the MATLAB handbook. Въведете коментара си тук. Попълнете полетата по-долу или кликнете върху икона, за да влезете:. Адресът няма да бъде публикуван).
nirvana-investments.com
Nirvana Investments Blog
http://www.nirvana-investments.com/blog
Sorry, no posts matched your criteria. Nirvana Investments Blog Designed by SEO Firm. Sponsored By American Truck Buyer. Brought by Wordpress Themes.
petarradkov.wordpress.com
Volatility via GARCH models | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab/estimate-historical-volatility-via-garch-models
Imagination is more important then knowledge A.E. Volatility via GARCH models. Here you can find Matlab code for GARCH model of Index S&P500 up to 12/01/2009. Въведете коментара си тук. Попълнете полетата по-долу или кликнете върху икона, за да влезете:. Адресът няма да бъде публикуван). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. Notify me of new comments via email.
petarradkov.wordpress.com
Porfolio Optimization | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab/porfolio-optimization
Imagination is more important then knowledge A.E. Some Matlab codes about portfolio optimization… fry. Въведете коментара си тук. Попълнете полетата по-долу или кликнете върху икона, за да влезете:. Адресът няма да бъде публикуван). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. You are commenting using your Google account. ( Log Out. Notify me of new comments via email.
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Market&Macro Issues | Petar Radkov
https://petarradkov.wordpress.com/global-marketmacro-comments
Imagination is more important then knowledge A.E. Вероятно грешни съждения ;) ). Globalization vs. Localization? Low volatility vs. High volatility? YP=MV и Финансовата криза. Options – numerical methods. Volatility via GARCH models. Replicate VIX (CBOE Volatility Index) with MATLAB. Dead Cats …. Chicago Board of Trade. Create a free website or blog at WordPress.com. Follow “Petar Radkov”. Get every new post delivered to your Inbox. Създайте сайт с WordPress.com.
petarradkov.wordpress.com
Trading with MatLab | Petar Radkov
https://petarradkov.wordpress.com/trading-with-matlab
Imagination is more important then knowledge A.E. Little Info about MatLab. MatLab is an algoritmit programming languade. All of toolbox functions are MatLab m-files which you CAN also make it. In your disposal there are a lot of toolboxes as financial toolbox, statistical toolbox, optimization toolbox and many other. You can view the MatLab code for these functions using the statement. If you need more information about a particular function type. And all details about function will be displayed.