README.md

Awesome MATLAB Quant Finance 💻 💹

The World of Quantitative Finance!

Greetings and welcome to our quant finance page! Here you'll find a page filled with a range of quant topics, from managing your data to pricing models, with insightful and cool links about each one. As a quantitative finance engineer at MathWorks, I've personally found these links helpful when engaging with clients. Take a look - I hope you enjoy it too!

Sara Galante, sgalante@mathworks.com

Popular Topics by Application

• Data Management
• Artificial Intelligence and Machine Learning
• Econometrics
• Risk Management
• Asset Management and Optimization
• Options and Derivatives
• Model Integration and Deployment

Data Management

Data Cleaning

Automated Data Cleaning and Preparation   Retrieve Data Using Bloomberg Hypermedia   Data Preprocessing for Finance

Artificial Intelligence and Machine Learning

Machine Learning for Finance

Machine Learning for Risk Management: Fraud Detection Using Machine Learning   Code Example: Backtest Deep Learning Model for Algorithmic Trading of Limit Order Book Data   Code Example: Reinforcement Learning Applied to Financial Trading

Econometrics

Econometrics

Long Term Energy Forecasting with Econometrics in MATLAB   Threshold Switching Models | Switching Models in Econometrics   Using Energy-Economic Models for Climate-Related Financial Impact Analysis

Risk Management

Risk Management

Code Example: Estimate VaR for Equity Portfolio Using Parametric Methods   Code Example: Create Weighted Lifetime PD Model   Value-at-Risk Estimation and Backtesting

Asset Management and Optimization

Investment Optimization

Asset Management and Quantum Computing: Portfolio Optimization using VQE-CVaR   Asset Allocation - Building the Hierarchical Risk Parity Strategy   Applying Portfolio Optimization Across Risk, Returns, and Climate

Options and Derivatives

Valuation and Pricing of Options and Derivatives

Climate Examples: Volatility Forecasting of Commodities   Code Example: Loan Portfolio Climate Stress Test   Estimating Option Implied Probability Distributions for Asset Pricing

Model Integration and Deployment

System Integration and Model Deployment

Trading Analysis in MATLAB using Python   Integrating Python with MATLAB   Deploying MATLAB Models to Web Production for Finance   How to Turn Your Script into a Simple App