matlab quantitative investment: hedge funds, modeling and analysis of source code and all data

瀵瑰啿鍩洪噾
............\Chapter 3
............\Chapter 4
............\Chapter 5
............\Chapter 6
............\Chapter 7
............\data
............\Chapter 3\barchart.m
............\.........\calculate_correlation.m
............\.........\calculate_mean_std_skew_kurt.m
............\.........\correlation.fig
............\.........\correlation.m
............\.........\fJBTest.m
............\.........\fKurt.m
............\.........\fMean.m
............\.........\fSkew.m
............\.........\fStd.m
............\.........\fVAI.m
............\.........\getXLData.m
............\.........\jarquebera.fig
............\.........\jarquebera.m
............\.........\moments.fig
............\.........\moments.m
............\.........\plot_histogram.m
............\.........\plot_normal.m
............\.........\plot_normal_and_hist.m
............\.........\plot_vai.m
............\.........\regression.fig
............\.........\regression.m
............\.........\test_normal.m
............\........4\calculate_sharp_best.m
............\.........\calculate_sharp_euqual.m
............\.........\calculate_w_best.m
............\.........\calculate_w_equal.m
............\.........\efficfron.m
............\.........\fMean.m
............\.........\fStd.m
............\.........\getXLData.m
............\.........\maxSharpe.m
............\.........\minVar.m
............\.........\optimisation.fig
............\.........\optimisation.m
............\.........\randport.m
............\.........\riskreturn.m
............\.........\sharperatio.fig
............\.........\sharperatio.m
............\........5\calculate_DD.m
............\.........\calculate_information_rate.m
............\.........\calculate_jason_alpha.m
............\.........\calculate_msr.m
............\.........\calculate_omega.m
............\.........\calculate_sharp.m
............\.........\calculate_sortino.m
............\.........\calculate_tr.m
............\.........\calculate_upside.m
............\.........\fVAI.m
............\.........\GH1.m
............\.........\GH2.m
............\.........\MM.m
............\........6\ddfifteenfactorseuclidian.m
............\.........\ddfrenchcorrelelation.m
............\.........\ddfrencheuclidian.m
............\.........\ddfuturescorrelelation.m
............\.........\ddfutureseuclidian.m
............\.........\ddhurst.m
............\.........\ddtenfundscorrelelation.m
............\.........\ddtenfundseuclidian.m
............\.........\estimate_hurst_exponent.m
............\.........\hurst_exponent.m
............\........7\critical.m
............\.........\ES.m
............\.........\fES.m
............\.........\fKurt.m
............\.........\fLintrp.m
............\.........\fMean.m
............\.........\fMVaR.m
............\.........\fSkew.m
............\.........\fStd.m
............\.........\fVaR.m
............\.........\getXLData.m
............\.........\historic.m
............\.........\MVaR.m
............\.........\parametric.m
............\.........\profitlchart.m
............\.........\risk.fig
............\.........\risk.m
............\data\French30_daily.xlsx
............\....\futures_monthly.xlsx
............\....\hfma_matlab_data.xlsx
............\....\hurst_data.xlsx

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