Awesome MATLAB Quant Finance Links

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

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

Code Example: Machine Learning for Statistical Arbitrage I: Data Management and Visualization   Machine Learning for Risk Management: Fraud Detection Using Machine Learning   Code Example: Backtest Deep Learning Model for Algorithmic Trading of Limit Order Book Data   Multiperiod Goal-Based Wealth Management Using Reinforcement Learning   Code Example: Reinforcement Learning Applied to Financial Trading   Code Example: Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction

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   Code Example: Managing Asset Allocation with the Experiment Manager   Code Example: Portfolio Backtesting Application

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