Financial Time Series

Getting Started

Preface

About this Book

Organization of the Document

Typographical Conventions

Related Products

Required Software

Online Tutorials

Using the Financial Time Series Toolbox

Tutorial

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

Reference

Function Reference

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