Asset Definitions for Forecasting (Scripts) Publisher's description
Reporting tool, with leading indicators for each asset, for an example Quantitative Fund
Reporting tool, with leading indicators for each asset, for an example Quantitative Fund.
This asset definition is read by the runregression.m matlab file submitted elsewhere and allows to compute correlation coefficients and assign weights to relevant indicators when doing forecasting.
System Requirements:MATLAB 7.7 (R2008b)
Program Release Status: New Release
Program Install Support: Install and Uninstall