Awesome MATLAB Quant Finance :computer: :chart:

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, [email protected]

Popular Topics by Application

• Data Management
• Artificial Intelligence and Machine Learning
• Econometrics
• Risk Management
• Asset Management and Optimization
• Options and Derivatives
• Model Integration and Deployment

Data Management

Data Cleaning

Automated Data Cleaning and Preparation   Data Preprocessing for Finance

Artificial Intelligence and Machine Learning

Machine Learning for Finance

Machine Learning for Risk Management: Fraud Detection Using Machine Learning   Code Example: Reinforcement Learning for Financial Trading   Code Example: Backtest Strategies Using Deep Learning

Econometrics

Econometrics

Nowcasting Code Example: Filter Data through State-Space Model in Real Time   Applying BEAR and Dynare: MATLAB for Real-Time Economics   Code Example: Economic Effects of Tariff Changes

Risk Management

Risk Management

Assessing Climate Impacts on Credit Risk   Code Example: Estimate VaR for Equity Portfolio Using Parametric Methods   Value-at-Risk Estimation and Backtesting

Asset Management and Optimization

Investment Optimization

Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency   Asset Management and Quantum Computing: Portfolio Optimization using VQE-CVaR   Asset Allocation - Building the Hierarchical Risk Parity Strategy

Options and Derivatives

Valuation and Pricing of Options and Derivatives

Code Example: Physics-Informed Neural Networks for Option Pricing   Climate Examples: Volatility Forecasting of Commodities   Code Example: Loan Portfolio Climate Stress Test

Model Integration and Deployment

System Integration and Model Deployment

Code Example: Trading Analysis in MATLAB using Python   Deploying MATLAB Models to Web Production for Finance   How to Turn Your Script into a Simple App