Tag Archives: Portfolio Analysis

Awesome Portfolio Analysis Matlab program

Awesome Portfolio Analysis Matlab program

This is pretty cool but is also shows the power of Matlab.Complete end to end demo is shown in the webinar so do check these out.

Webinar video: http://www.mathworks.com/videos/build-a-portfolio-analysis-production-application-in-matlab-using-object-oriented-programming-techniques-81783.html

Code: http://www.mathworks.com/matlabcentral/fileexchange/29807-portfolio-optimizer-tool

Download my working spreadsheet demo here TEST

Report

Join my FREE newsletter to learn more about Matlab tricks for trading

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

New R coding strategies posted from portfolio analysis with SMA, strategy building, stats, plots, performance, returns!

New R coding strategies posted from portfolio analysis with SMA, strategy building, stats, plots, performance, returns!

Hi there,

I have posted an important set of videos and R code that does the following.

I’m covering all aspects of quant trading including complete workflow to build strategy, plot, P&L, rules, indicators, signals, portfolio summaries, and trade/signal statistics. And yes, this material is very applicable to HFT if you’re keen to get started on that!

This demo will contain the following segments:

Getting Started:

* create a portfolio and account
* create your buy-sell rules from potential short/long positions to exit positions
* initialize your set of orders
* create a new strategy and add a potential indicator, rule and signal to it
* plot a simple moving average

Making It Happen:

* execute the strategy
* update the P&L and resulting equity
* plot your performance and a portfolio summary time series
* compute return and trade statistics

Join our membership now while it is still affordable. Presentations like this alone are worth thousands each while there are so many benefits to being a QuantLabs.net Premium Member as well.

==>http://quantlabs.net/dlg/sell.php?prodData=m%2C3<==

View more Membership benefits here:

==>http://quantlabs.net/quant-member-benefits/<==

Good trading,
Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Good portfolio analysis package that allows you to combine several trading models and analyze different allocation/weighting schemes?

Good portfolio analysis package that allows you to combine several trading models and analyze different allocation/weighting schemes?

 

http://www.adaptrade.com/product.htm

a good place to start and not very costly.

 

Tradingblox. About $3,000 for the top of the line version.

 

Tradingblox for quant strategies, daily data is best. It’s got most money management functions prebuilt.
Only 2 drawbacks, intraday data is more difficult to use. Lack of independent professional programmers that use tb. As far as I know, Roger Rines is the only gun for hire. He’s very good. But if something happens to Roger, what do you do?

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

MATLAB Computational Finance Virtual Conference Strategies for Risk, Trading, Economics, and Portfolio Analysis

MATLAB Computational Finance Virtual Conference Strategies for Risk, Trading, Economics, and Portfolio Analysis
MATLAB Computational Finance Virtual Conference events.unisfair.com

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!