financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: Option Pricing Black-Scholes script for MATLAB and FreeMAT
http://financialscriptswithfreemat.blogspot.com/2010/02/option-pricing-black-scholes-script-for.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Thursday, February 18, 2010. Option Pricing Black-Scholes script for MATLAB and FreeMAT. C, P]= option bs(S,X,r,sigma,days) %. This function to calculate Call and Put price per Black-Scholes formula. This function can be run both at FreeMAT and MATLAB,. This function should be same as MATLAB's financial toolbox function. S: stock price at time 0. R: risk-free interest rate. I=1,2,3,.,365).
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: How to generate a list of stocks according to your own magic formula – A reader made it working
http://financialscriptswithfreemat.blogspot.com/2010/02/how-to-generate-list-of-stocks.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Monday, February 15, 2010. How to generate a list of stocks according to your own magic formula – A reader made it working. How to generate a list of stocks according to your own magic formula – Part One. How to generate a list of stocks according to your own magic formula – Part Two. It is working great now. thank you so much.". Subscribe to: Post Comments (Atom). QuantCode - Quantitative F...
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: Scripts updates
http://financialscriptswithfreemat.blogspot.com/2010/02/scripts-updates.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Sunday, February 28, 2010. Per readers comments, the following two scripts have been updated:. Get symbol data.m. Subscribe to: Post Comments (Atom). I created this blog to share my financial-related MATLAB scripts and links. I love MATLAB, and I have been using it everyday for last 15 years. However I realize that not many people have access to the MATLAB. Created by MATLAB/FreeMAT scripts.
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: split_str_by_comma.m
http://financialscriptswithfreemat.blogspot.com/2010/02/splitstrbycommam.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Sunday, February 14, 2010. Split str by comma.m. Ret cell array=split str by comma(str) %. This function is to split a str by comma, return as cell array. Ret cell array=split str by comma('12, 34, 56');. The ret cell array should be {'12','34','56'}. If you have MATLAB, you can use ret cell array=regexp(str,',','split') to get job done;. Find out where are the commas. Commas=regexp(str, ','.
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: ema.m
http://financialscriptswithfreemat.blogspot.com/2010/02/emam.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Monday, February 15, 2010. Dataout = ema(datain,period) %. This function is to get EMA of a given datain and a given period. F = 2/(period 1); N = numel(datain); dataout = zeros(N,1); dataout(1) = datain(1); for. I=2:N dataout(i) = f*(datain(i)-dataout(i-1) dataout(i-1); end. Subscribe to: Post Comments (Atom). Http:/ freemat.sourceforge.net/. Created by MATLAB/FreeMAT scripts. The scripts a...
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: How to generate a Candlestick chart in FreeMAT or MATLAB
http://financialscriptswithfreemat.blogspot.com/2010/03/how-to-generate-candlestick-chart-in.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Monday, March 1, 2010. How to generate a Candlestick chart in FreeMAT or MATLAB. The plot below is generated in FreeMAT, it can also be run at MATLAB:. Gen chart(D,O,H,L,C,symbol) %. This function generates a candlestick chart for a given O,H,L,C data. D O H L C V]=get symbol data('F',150);. Gen chart(D,O,H,L,C,'F');. Revision: 1.0.0.0 $. Nargin 6 error( 'Not enough inputs'. Figure; hold on.
financialscriptswithfreemat.blogspot.com
Financial Scripting With FreeMAT/MATLAB: get_hisVolatility.m
http://financialscriptswithfreemat.blogspot.com/2010/02/gethisvolatilitym.html
Financial Scripting With FreeMAT/MATLAB. Converting my MATLAB scripts to FreeMAT so that more people can use them. Tuesday, February 16, 2010. Vol = get hisVolatility(closes, N) %. This script is to calculate the historical. Volatility for close prices using N days sliding window. If N is not specified, a default of 20 days will be. Nargin= 0 N=20; end. DataN=numel(closes); vol=[]; if. DataN N warning ( 'Not enough data'. Log change(1)=0; for. I=2:dataN log change(i) = log(closes(i)/closes(i-1) ; end.
SOCIAL ENGAGEMENT