Domanda

Wrong axis when using KSDENSITY
Hi everyone I have a 1x795 array called GLLlogreturn of positive and negative entries. I tried to use: [f,xi]=ksdensity(...

oltre 14 anni fa | 0 risposte | 0

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Domanda

Histogram then a curve fitting to compare with normal
Dear Everbody, I have a array of daily returns of size 1775. When I use: histfit(GLLlogreturn, 60) I get a histogram wi...

oltre 14 anni fa | 2 risposte | 0

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Probability distribution
Does anybody else know how I can test what probability distribution a set of data belongs too? Best wishes,

oltre 14 anni fa | 0

Domanda

Probability distribution
Hi there, I have a series of 1277 daily returns on a asset. I want to see what distribution these returns follow (Eg, Levy, Norm...

oltre 14 anni fa | 2 risposte | 0

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Domanda

return or log return
Hi there, I downloaded 2 sets of financial data from yahoo finance earlier. I am calculating the daily returns by using the o...

oltre 14 anni fa | 0 risposte | 0

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Domanda

covariance and correlation
Hi everybody, I have a 2 time series returns of 1x789 size (X and Y). I want to compare how similar they are and for this wan...

oltre 14 anni fa | 2 risposte | 0

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Domanda

array transformation
I have a 2:790 array. I want to transform the 790 elements so that the top element becomes the bottom element and the second ele...

oltre 14 anni fa | 1 risposta | 0

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Domanda

implied volatility
Hi there, from a practical standpoint what is the most accurate method of calculating the implied volatility given a option pric...

quasi 15 anni fa | 0 risposte | 0

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realized volatility for ONE DAY for a 1-minute database of 10 month WTI future prices
If anyone can help would be appreciated. Best wishes,

circa 15 anni fa | 0

Domanda

realized volatility for ONE DAY for a 1-minute database of 10 month WTI future prices
Hi there, I got some help from Oleg before which is very helpful. Essentially I have a database of minute-minute WTI oil f...

circa 15 anni fa | 1 risposta | 0

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volatility of intraday (minute data)
Hi Oleg, This looks interesting. There seems to be many ways to calculate the realized volatilities. Which method do you thin...

circa 15 anni fa | 0

Domanda

volatility of intraday (minute data)
Hi there, I was wondering on how to calculate the volatility on 1 day prices which are minute by minute? If anybody could hel...

circa 15 anni fa | 3 risposte | 0

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Domanda

Question for somebody who has seen the following post...
Dear all, Please see this: <http://www.mathworks.com/matlabcentral/fileexchange/29434-connecting-to-interactive-brokers-via-act...

circa 15 anni fa | 1 risposta | 0

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Domanda

Historical data via interactive brokers
Dear all, I try to follow the tutorial on http://www.tradingwithmatlab.com/video-tutorials however it all works till I run...

circa 15 anni fa | 1 risposta | 0

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Domanda

Images when publish
I publish some work with some plots and they come out fine for me to view. But when I save it as a html file and send it to peop...

circa 15 anni fa | 1 risposta | 0

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create array
Is there a way to do this without a loop? So it could perform faster?

oltre 15 anni fa | 0

Domanda

create array
Hi considering I want to make a a 3x6624 matrix of random numbers (>0 and <1) but I want the sum of each column of the3 numbers ...

oltre 15 anni fa | 4 risposte | 0

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Domanda

GPU for HMM training
Hi I have a large dataset and when I used hidden markov model to train the data I have to wait a long time. Would GPU parallel c...

oltre 15 anni fa | 3 risposte | 1

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GPU vs CPU
any help?

oltre 15 anni fa | 0

Domanda

GPU vs CPU
Hi, For calculations which would perform faster. A Intel I7 990x overclocked, or a GPU Nvidia GeForce 590x ?

oltre 15 anni fa | 3 risposte | 0

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GPU parallel computing
Hi, yes I found out the GTX 590 is Computer capability 2.0 . May I ask in terms of performance how would a GTX 590 compare w...

oltre 15 anni fa | 0

Domanda

GPU parallel computing
Hi I am looking to buy a new pc to help speed up computations. I read a bit about the gpu support in the Parallel Computing Tool...

oltre 15 anni fa | 3 risposte | 0

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Domanda

random matrix
I want to create 2 random matrixes (5x5). One where all the sums of the horizontal axis equal 1 and one where all the vertical a...

oltre 15 anni fa | 1 risposta | 0

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Domanda

extract numbers from a cell array
Hi I have a 1x19399 cell array all in the format of: 'Tick("TSP1",4285,1,{"52":"20101101005933863","TIME":"1288573173.867"})'...

oltre 15 anni fa | 1 risposta | 0

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Domanda

compare arrays
I have two arrays. I want to compare array A with B to see which element is in A and not in B and vice versa. Please help

oltre 15 anni fa | 2 risposte | 0

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Domanda

movavg function lead and lag meaning
Hi, Could someone explaing to me what Lead and Lag represent please in the moving average. Usually when I deal with moving avera...

oltre 15 anni fa | 3 risposte | 0

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Domanda

Plotting a normal graph with a candlestick graph
Hi I am plotting few arrays in one graph, and I want a candlestick graph to appear in the same graph. Does anyone know how to do...

oltre 15 anni fa | 2 risposte | 0

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Domanda

Candlestick question
I want to draw a candlestick graph for the entries of my 1x360214 array. candle(HighPrices, LowPrices, ClosePrices, OpenPrice...

oltre 15 anni fa | 1 risposta | 0

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Domanda

ASsign Array element
Hi there I accidentally accepted my answer beforehand. I have an array of size 1x360214 and to each element I want to assign a v...

oltre 15 anni fa | 1 risposta | 0

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Assigning value in array
any other method? Fast method would be preferred.

oltre 15 anni fa | 0