Optimize Matlab Code  Cointegration 
...1**
I am looking for someone to optimize the code highlighted in this webinar.
http://www.mathworks...mathworks.com/matlabcentral/fileexchange/31060cointegrationandpairstradingwitheconometricstoolbox
...me how this works in principal. I understand cointegration, and can conceptualize it when in pairs. I however 
9 
Matlab & Mathematica, Financial Research, Algorithm, C++ Programming, Mathematics 
Sep 17, 2011 
Sep 17, 2011Ended 
$212 
Matlab Trading Strategy Statistical Arbitrage, Cointegration, and Multivariate 
...trading strategy which needs to be put in a MatLab code. The strategy is mainly focused on pairs trading...some econometrics tests. The code should contain a part which feeds the MatLab with live data and another...require to complete such one.
WHAT IS DONE (full code available )
Application is build :
A. GUI 
8 
Matlab & Mathematica, Algorithm, C# Programming, MySQL 
Dec 9, 2012 
Dec 9, 2012Ended 
 
Modify matlab code: Johansen cointegration with deterministic structural breaks 
The Spatial Econometrics free library for matlab at www.spatialeconometrics.com has a function 'johansen'...'johansen' which calculates cointegration vectors for multivariate time series. This function does not allow...
## Deliverables
The modified johansen method matlab function, as well as any new supporting methods 
2 
PHP, Windows Desktop, Linux, Engineering, Software Architecture, Mac OS, Software Testing, Chrome OS, MySQL, UNIX 
Feb 8, 2006 
Feb 8, 2006Ended 
$488 
334695 Cointegration n Matlab 
...can develop a script to perform cointegration (ADF & CADF) tests in Matlab. I will provide the programmer 
1 
PHP, Anything Goes 
Jul 13, 2009 
Jul 13, 2009Ended 
$50 
Cointegration calculation (Quantitative Finance) Java 
...update some existing code.
I have a Java applet that calculates cointegration, correlation, halflife...update the applet code with the following:
1) I need to verify if the cointegration computation is correct...not, the code should be updated with correct formulation. It should be verified in Matlab or R.
2) 
7 
Java, Matlab & Mathematica, Financial Research, Statistics 
Feb 4, 2015 
Feb 4, 2015Ended 
$165 
Cointegration analysis 
The task is to carry out a simple cointegration test / granger causality analysis.
Attached to this...and I am wondering whether you could run a cointegration analysis, explaining briefly how to interpret...indicate your level of experience in running cointegration analyses, and how soon you would be able to 
1 
PHP, Engineering, Software Architecture, Software Testing, MySQL, Anything Goes 
Jun 3, 2009 
Jun 3, 2009Ended 
$29 
matlab code conversion to run on webpage (Linux server) 
I need cointegration and correlation script available in matlab to be converted to code to run on linux...will be provided by me. Refer these links for matlab code
A. http://www.mathworks.com/matlabcentra...ange/24120reviewofstatisticalarbitragecointegrationandmultivariateornsteinuhlenbeck
C. http://www 
5 
PHP, Matlab & Mathematica, Software Architecture, MySQL 
Dec 7, 2013 
Dec 7, 2013Ended 
$558 
Johansen test for cointegration 
...of time series and run the johansen test for cointegration across all timeseries and return a list of results...matched
Can be in any language but either c++ or matlab is preferable. 
4 
Anything Goes 
Nov 7, 2011 
Nov 7, 2011Ended 
$367 
Extract Cointegration Algorithm into Executable 
I have a Cointegration algorithm from an opensource application (written in C#) that needs to be extracted...GUI. Source code must be provided that will compile in in GCC and/or VS 2012 and 13. Code must be thoroughly 
11 
C Programming, C# Programming, C++ Programming 
Aug 25, 2014 
Aug 25, 2014Ended 
$205 
Cointegration 
Same project, but for some reason I can't send you messages any more. 
0 
Statistics, Academic Writing, 
Sep 4, 2013 
Sep 4, 2013Ended 
 
Cointegration based pairs trading 
...project:
I am looking for someone to optimize the code highlighted in this webinar.
http://www.mathworks...ge/31060cointegrationandpairstradingwitheconometricstoolbox
I would like this code to be applied...me how this works in principal. I understand cointegration, and can conceptualize it when in pairs. I however 
1 
Java, Matlab & Mathematica, Algorithm, Statistics, Mathematics, 
Jul 6, 2015 
Jul 6, 2015Ended 
$150 
Extract Cointegration Algorithm into Executable  3 
I have a Cointegration algorithm from an opensource application (written in C#) that needs to be extracted...a GUI. Source code must be provided that will compile in in GCC or VS 2012 and 13. Code must be thoroughly 
8 
C Programming, C# Programming, C++ Programming 
Sep 29, 2014 
Sep 29, 2014Ended 
$152 
Cointegration analysis Financial time series 
I need to do cointegration analysis on large sets of financial time series for testing and hopefully...but has a solid mathematical background in cointegration to deal with issues such as analyzing two series...series one a monthly and one a daily.
The cointegration analysis needs to be robust and able to the 
14 
C Programming, Excel, Algorithm, Statistics, C++ Programming 
Apr 24, 2012 
Apr 24, 2012Ended 
$437 
Extract Cointegration Algorithm into Executable  2 
I have a Cointegration algorithm from an opensource application (written in C#) that needs to be extracted...a GUI. Source code must be provided that will compile in in GCC or VS 2012 and 13. Code must be thoroughly 
12 
C Programming, C# Programming, C++ Programming 
Sep 8, 2014 
Sep 8, 2014Ended 
$183 
Matlab 
Write matlab code for problems 
24 
Matlab & Mathematica 
Apr 15, 2015 
Apr 15, 2015Ended 
$30 
Cointegration and Correlation (Quantitative Finance) Java C# 
...of stocks and calculate the correlation and cointegration between pairs of all the symbols and simulate...bid if have a thorough knowledge of statistics (Matlab), quantitative finance, and an expert GUI programmer...need to know how to calculate:
correlation
cointegration (adfjohansen, EngleGrainger)
Sharpe Ratio

15 
Java, Matlab & Mathematica, C# Programming, Statistics, Financial Markets 
Jan 28, 2015 
Jan 28, 2015Ended 
$815 
matlab 
i search a coder who know Matlab my project is in zip
## Deliverables
1) Complete and fullyfunctional...program(s) in executable form as well as complete source code of all work done.
2) Deliverables must be in...Seller Legal Agreement).
## Platform
windows matlab 
0 
Anything Goes 
Apr 15, 2008 
Apr 15, 2008Ended 
 
MATLAB 
I have a small matlab program i need done urgently, i have attached the full spec have a read and let...program(s) in executable form as well as complete source code of all work done.
2) Deliverables must be in 
4 
PHP, Engineering, Software Architecture, Software Testing, MySQL 
Oct 5, 2008 
Oct 5, 2008Ended 
$46 
Cointegration based pairs trading  2 
...project:
I am looking for someone to optimize the code highlighted in this webinar.
http://www.mathworks.../31060cointegrationandpairstradingwitheconometricstoolbox
I would like this code to be applied...from thirty to five hundred. Also I would like the code t be implementable if I was to restrict the portfolio 
12 
Matlab & Mathematica, Algorithm, Statistics, Mathematics, Statistical Analysis 
Jul 6, 2015 
Jul 6, 2015Ended 
$250 
matlab code 
...and filter construction using Matlab fdesign.bandbass
It details the code quite well outlining the algorithms 
1 
Matlab & Mathematica, 
Dec 2, 2014 
Dec 2, 2014Ended 
$100 