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PortfolioEffectHFT - High Frequency Trading Toolbox

版本 1.5.0.0 (475.3 KB) 作者： Aleksey Zemnitskiy
PortfolioEffect MATLAB interface for intraday portfolio analytics with high frequency market data
3.0
(2)

1.9K 次下载

更新时间 2016/2/11

来自 GitHub

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MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization

引用格式

Aleksey Zemnitskiy (2023). PortfolioEffectHFT - High Frequency Trading Toolbox (https://github.com/PortfolioEffect/PE-HFT-Matlab), GitHub. 检索来源 .

MATLAB 版本兼容性
创建方式 R2010a
兼容任何版本
平台兼容性
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PortfolioEffectHFT

PortfolioEffectHFT/@optimizer

PortfolioEffectHFT/@portfolioContainer

PortfolioEffectHFT/@portfolioPlot

demo

无法下载基于 GitHub 默认分支的版本

版本 已发布 发行说明
1.5.0.0

- Added "resultsNAFilter" to portfolio_settings()
1.4.0.0

- Improvements in estimates precision
- Fixed a number of bugs that occurred only under high load
- Improvements in server-side data caching
- Output "NaN" for missing values, computational errors, warm-up periods and possible artifacts
1.2.0.0

Updated licensing information with a BSD license

- Updated optimization_goal method with new parameters
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。