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Fabio Cordeiro C Vicentin


Last seen: 1 day 前 自 2022 起处于活动状态

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Programming Languages:
MATLAB, Python
Spoken Languages:
English, Portuguese

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Cointegration & Rolling Z-Score Pairs Trading Strategy
Quantitative pairs trading strategy econometric cointegration (Engle-Granger two-step method)

10 days 前 | 1 次下载 |

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Portfolio Simulator Monte Carlo & Tail Risk Hedging
A quantitative framework designed to simulate, price, and size tail-risk hedging strategies using Out-of-the-Money (OTM) options...

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Save all loop results in a matrix
I want to save in a matrix (vertically) every one row of this 1000 time loop. Currently, it replaces the previous R1 output in ...

3 years 前 | 1 个回答 | 0

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How many times a number repeat based on the previous
I have an matrix: Result = [ 0 1 0 0 1 0 0 1 0 1 0 0 0 1 0 1 1 0 1 ....] so on until row 24.926 How many ...

4 years 前 | 0 个回答 | 0

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How to count how many times a number repeat in a sequence
I have an matrix: Result = [ 0 1 0 0 1 0 0 1 0 1 0 0 0 1 0 1 1 0 1 ....] so on until row 24.926 And i wan...

4 years 前 | 1 个回答 | 0

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