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matlab code snippet #3

%%% bloomberg: intraday tick VALUE_TRADE=1; VALUE_BESTBID=31; VALUE_BESTASK=32; c=bloomberg; % value_type,timestamp,price,size raw=fetc...

2011-11-17 17:17:22

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Matlab tips 2

%% plot multi curve shared with same date list in X axis ccylist={'USDEUR Curncy', 'USDJPY Curncy', 'USDCAD Curncy', 'USDCHF Curncy', 'USDG

2011-07-29 11:07:32

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EMA & MACD calculation

function [result] = myema(data, period)count=size(data,1);if(period count)    error('Period element count.\n');end;result=nan(count,1);sf=

2011-07-16 13:10:55

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Covariance Matrix

Excel x y mean(x) mean(y) XA:x-mean(x) YA:y-mean(y) XA*YA sum(XA*YA) COV:sum(XA*YA)/(COUNT-1) 4 2 4.1 2.08 -0.1 -0.0

2011-07-14 14:12:51

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Matlab useful tips

A([1 2 3]) % [] as a set of subscriptsx=[1 2 3] % [] as vertcatx=[1;2;3] % [] as horzcat1) define variablex=52) list all variableswho/whos3) clear al...

2011-06-03 18:17:00

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