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Università Cattolica del Sacro Cuore

Attivo dal 2013

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Domanda


how to speed this nested loop or to get it around completely
Hi everybody, I know that this kind of question was been asked a lot of time here on Matlab Answers, but I am not able to ada...

quasi 10 anni fa | 1 risposta | 0

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Domanda


Constructing the serial date vector
Hi everyone, I want to construct a serial date vector in matlab that consider a period of 2 years with frequency 1-minute. ...

quasi 10 anni fa | 1 risposta | 0

1

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Domanda


Building a set of simple moving averages using a loop
Hi everyvody, I have to build a set of simple moving averages with different periods; may be that my problem is pretty tricky...

quasi 10 anni fa | 1 risposta | 0

1

risposta

Domanda


How to replace vector values without loop for?
Hi everyone, I have a vector x(1:10000,1) which elements are all 0. I want to replace 0 with 1 in the case a statement is sati...

quasi 10 anni fa | 1 risposta | 0

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Domanda


Backtesting simple moving average trading strategy
Hi everyone, I have to backtest a trading strategy based on the cross of 3 simple moving average of 4,9 and 18 periods. The sc...

quasi 10 anni fa | 1 risposta | 0

1

risposta

Domanda


Plotting a a constant line in a graph
Hi all, I need for plotting a constant line in a chart in which there is a time series X. So, given the time series X, texti...

quasi 10 anni fa | 2 risposte | 0

2

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Domanda


Setting entry and exit position in Matlab and computing returns for backtesting purposes
I have to backtest a mean-reverting strategy that use the spread z and goes: * long when the indicator z > -2; * short-sell ...

quasi 10 anni fa | 1 risposta | 0

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Domanda


IF condition with interval
I want to have a script that runs if the variable X is within 0 and 1. I writed down the following code: if 0 < X < 1 ...

quasi 10 anni fa | 1 risposta | 3

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Domanda


Interpreting Johansen cointegration test
Good morning everyone, I tested for cointegration 2 time series using the Johansen's cointegration test, but I do not know how ...

quasi 10 anni fa | 0 risposte | 0

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Domanda


How to build a set of matrices using the for loop
Hi all, I need for building a set of matrices using the for loop; Starting from the main matrix with dimension 9x9, I want to b...

quasi 10 anni fa | 1 risposta | 0

1

risposta

Domanda


Loop syntax in matlab
Dear matlab users, I'm trying to implement a loop in matlab for estimating a markov-switching model; for instance, the code for...

circa 11 anni fa | 1 risposta | 0

1

risposta

Domanda


Correction for finite sample coefficients in autoregressive model
Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model ...

circa 11 anni fa | 1 risposta | 0

1

risposta

Domanda


Correction for finite sample coefficients in autoregressive model
Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model is ba...

circa 11 anni fa | 0 risposte | 0

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