finding the breakeven point

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joseph Frank
joseph Frank 2013 年 4 月 19 日
Hi,
I have the following equation:
nanmean(R(x0+1))-(fm1.*BHR)+(ntrades/2*n)*log((1-c)./log(1+c));
I know every parameter except c, which is a breakeven point that I want to compute. i.e. I want the value of c that gives: nanmean(R(x0+1))-(fm1.*BHR)+(ntrades/2*n)*log((1-c)./log(1+c))=0;
does any one know how to do this using matlab?

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回答 (1 件)

bym
bym 2013 年 4 月 19 日
Are you sure your equation is right? Anyway here is an example with a modified equation:
f = @(c) log((c-1)./log(1+c))
fzero(f,2)
ans =
2.1462

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