Financial Data Analytics

Cash flows and performance metrics, regression analysis, financial data charting

The Financial Toolbox™ provides a collection of financial tools to compute cash flows, analyze asset performance metrics, chart financial data, and perform life tables computations using mortality models. In addition, there are tools for data transformation and for performing multivariate normal regression with or without missing data. Use these tools to perform regression and estimation with missing data and complete calculations in the presence of missing data.

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Featured Examples

Machine Learning for Statistical Arbitrage I: Data Management and Visualization

Apply techniques for managing, processing, and visualizing large amounts of financial data in MATLAB®.

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Machine Learning for Statistical Arbitrage II: Feature Engineering and Model Development

Create a continuous-time Markov model of limit order book (LOB) dynamics, and develop a strategy for algorithmic trading based on patterns observed in the data.

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Machine Learning for Statistical Arbitrage III: Training, Tuning, and Prediction

Use Bayesian optimization to tune hyperparameters in the algorithmic trading model, supervised by the end-of-day return.

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Backtest Deep Learning Model for Algorithmic Trading of Limit Order Book Data

Apply a backtest strategy to measure the performance of a long short-term memory (LSTM) neural network, which is trained and validated on limit order book (LOB) data of a security.

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