CRSP to MATLAB (Adjusted Prices and Total Returns)

Versione 1.0.2 (3,93 KB) da Michael Robbins
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
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Aggiornato 6 giu 2023

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Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
www.QuantitativeAssetManagement.com
Amazon.com: Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: 9781264258444: Robbins, Michael: Books

Cita come

Michael Robbins (2025). CRSP to MATLAB (Adjusted Prices and Total Returns) (https://it.mathworks.com/matlabcentral/fileexchange/130674-crsp-to-matlab-adjusted-prices-and-total-returns), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2023a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
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