Transaction Cost Analysis (TCA) MATLAB Webinar

Versión 1.0.0.0 (528 KB) por Robert Kissell
Examples showing how to perform TCA Analysis using the MATLAB Trading Toolbox TCA Functions
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TCAScriptMATLABWebinar_20161206.m
Webinar Presentation showing how to perform Transaction Costs Analysis (TCA) using the MATLAB Trading Toolbox TCA Functions.

This script applies to Algorithmic Trading, Transaction Costs Analysis, Pre-Trade, and Post Trade Analysis.

Examples are provided to assist users perform the following TCA analysis on their own desktop without the need to connect to any third party server or API:
MI = Market Impact Cost
TR = Timing Risk
PA = Price Appreciation Cost
LF = Liquidity Factor Analysis
Cost Curves
Single Stock Optimization
Sensitivity & What-If Analysis
Pre-Trade Analysis
Agency Execution vs. Principal Bid

Citar como

Robert Kissell (2024). Transaction Cost Analysis (TCA) MATLAB Webinar (https://www.mathworks.com/matlabcentral/fileexchange/60622-transaction-cost-analysis-tca-matlab-webinar), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2016a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
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Más información sobre Transaction Cost Analysis en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión
1.0.0.0