Financial Time Series |
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- About this Book
- Organization of the Document
- Typographical Conventions
- Related Products
- Required Software
- Online Tutorials
- Introduction
- Creating Financial Time Series Objects
- Using the Constructor
- Transforming a Text File
- Working with Financial Time Series Objects
- Financial Time Series Object Structure
- Data Extraction
- Object to Matrix Conversion
- Indexing a Financial Time Series Object
- Operations
- Data Transformation and Frequency Conversion
- Technical Analysis
- Examples
- Demonstration Program
- Load the Data
- Create Financial Time Series Objects
- Create Closing Prices Adjustment Series
- Adjust Closing Prices and Make Them Spot Prices
- Create Return Series
- Regress Return Series Against Metric Data
- Plot the Results
- Calculate the Dividend Rate
- Functions by Category
- Alphabetical List of Functions
- adline
- adosc
- ascii2fts
- bollinger
- boxcox
- busdays
- candle
- chaikosc
- chaikvolat
- chartfts
- chfield
- convertto
- demts2fts
- diff
- display
- end
- exp
- extfield
- fieldnames
- fillts
- filter
- fints
- fpctkd
- freqnum
- freqstr
- fts2ascii
- fts2mtx
- ftsbound
- getfield
- getnameidx
- hhigh
- highlow
- hist
- horzcat
- iscompatible
- isequal
- isfield
- lagts
- leadts
- length
- llow
- log
- log10
- macd
- max
- mean
- medprice
- min
- minus
- mrdivide
- mtimes
- negvolidx
- onbalvol
- peravg
- plot
- plus
- posvolidx
- power
- prcroc
- pvtrend
- rdivide
- resamplets
- rmfield
- rsindex
- setfield
- size
- smoothts
- sortfts
- spctkd
- std
- stochosc
- subsasgn
- subsref
- times
- toannual
- todaily
- todecimal
- tomonthly
- toquarterly
- toquoted
- tosemi
- toweekly
- tsaccel
- tsmom
- tsmovavg
- typprice
- uminus
- uplus
- vertcat
- volroc
- wclose
- willad
- willpctr
| Getting Started | |