CRSP to MATLAB (Adjusted Prices and Total Returns)

バージョン 1.0.2 (3.93 KB) 作成者: Michael Robbins
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
0.0
(0)
ダウンロード: 12
更新 2023/6/6

ライセンスの表示

Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
www.QuantitativeAssetManagement.com
Amazon.com: Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: 9781264258444: Robbins, Michael: Books

引用

Michael Robbins (2025). CRSP to MATLAB (Adjusted Prices and Total Returns) (https://www.mathworks.com/matlabcentral/fileexchange/130674-crsp-to-matlab-adjusted-prices-and-total-returns), MATLAB Central File Exchange. に取得済み.

MATLAB リリースの互換性
作成: R2023a
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!