Skip to content
MathWorks - Mobile View
  • Inicie sesión cuenta de MathWorksInicie sesión cuenta de MathWorks
  • Access your MathWorks Account
    • Mi Cuenta
    • Mi perfil de la comunidad
    • Asociar Licencia
    • Cerrar sesión
  • Productos
  • Soluciones
  • Educación
  • Soporte
  • Comunidad
  • Eventos
  • Obtenga MATLAB
MathWorks
  • Productos
  • Soluciones
  • Educación
  • Soporte
  • Comunidad
  • Eventos
  • Obtenga MATLAB
  • Inicie sesión cuenta de MathWorksInicie sesión cuenta de MathWorks
  • Access your MathWorks Account
    • Mi Cuenta
    • Mi perfil de la comunidad
    • Asociar Licencia
    • Cerrar sesión

Vídeos y webinars

  • MathWorks
  • Vídeos
  • Vídeos-Inicio
  • Buscar
  • Vídeos-Inicio
  • Buscar
  • Comuníquese con ventas
  • Software de prueba
57:28 Video length is 57:28.
  • Description
  • Related Resources

Using MATLAB to Bridge the Gap Between the Portfolio Construction and Trading

Robert Kissell, Kissell Research Group

This presentation discusses Kissell Research Group’s latest financial research and findings and shows how the firm has been using MATLAB to help portfolio managers and traders bridge the gap between stock selection and portfolio implementation. Robert introduces techniques that use MATLAB to estimate the cost of trading via non-linear regression analysis, construct MI factor scores to assist portfolio managers with their portfolio construction process, and improve the accuracy and efficiency of algorithmic optimizers. Finally, he discusses how Kissell is using MATLAB to construct the next generation of Global Cost Indexes, and how these indices are used to back-test investment ideas and evaluate broker performance, which ultimately leads to higher portfolio returns for the investor.

Topics covered in this presentation include:

  • I-Star Cost Index
  • Portfolio construction
  • Algorithmic optimization
  • Back-testing series
  • Broker evaluation

Recorded: 9 Apr 2014

Related Products

  • MATLAB
  • Financial Toolbox
  • Datafeed Toolbox

3 Ways to Speed Up Model Predictive Controllers

Read white paper

A Practical Guide to Deep Learning: From Data to Deployment

Read ebook

Bridging Wireless Communications Design and Testing with MATLAB

Read white paper

Deep Learning and Traditional Machine Learning: Choosing the Right Approach

Read ebook

Hardware-in-the-Loop Testing for Power Electronics Control Design

Read white paper

Predictive Maintenance with MATLAB

Read ebook

Electric Vehicle Modeling and Simulation - Architecture to Deployment : Webinar Series

Register for Free

How much do you know about power conversion control?

Start quiz

Feedback

Featured Product

MATLAB

  • Request Trial
  • Get Pricing

Up Next:

30:28
MATLAB for Advanced Portfolio Construction and Stock...

Related Videos:

17:49
Global Tactical Asset Allocation and Portfolio Construction...
5:28
MATLAB for Portfolio Construction: Smart Beta
35:29
Risk Management of a Composite Commodity Portfolio Using...
32:50
Evaluating Systematic Trading Strategies: Using MATLAB to...

View more related videos

MathWorks - Domain Selector

Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

  • Switzerland (English)
  • Switzerland (Deutsch)
  • Switzerland (Français)
  • 中国 (简体中文)
  • 中国 (English)

You can also select a web site from the following list:

How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

Americas

  • América Latina (Español)
  • Canada (English)
  • United States (English)

Europe

  • Belgium (English)
  • Denmark (English)
  • Deutschland (Deutsch)
  • España (Español)
  • Finland (English)
  • France (Français)
  • Ireland (English)
  • Italia (Italiano)
  • Luxembourg (English)
  • Netherlands (English)
  • Norway (English)
  • Österreich (Deutsch)
  • Portugal (English)
  • Sweden (English)
  • Switzerland
    • Deutsch
    • English
    • Français
  • United Kingdom (English)

Asia Pacific

  • Australia (English)
  • India (English)
  • New Zealand (English)
  • 中国
    • 简体中文Chinese
    • English
  • 日本Japanese (日本語)
  • 한국Korean (한국어)

Contact your local office

  • Comuníquese con ventas
  • Software de prueba

MathWorks

Accelerating the pace of engineering and science

MathWorks es el líder en el desarrollo de software de cálculo matemático para ingenieros

Descubra…

Explorar productos

  • MATLAB
  • Simulink
  • Software para estudiantes
  • Soporte para hardware
  • File Exchange

Probar o comprar

  • Descargas
  • Software de prueba
  • Comuníquese con ventas
  • Precios y licencias
  • Cómo comprar

Aprender a utilizar

  • Documentación
  • Tutoriales
  • Ejemplos
  • Vídeos y webinars
  • Formación

Obtener soporte

  • Ayuda para la instalación
  • MATLAB Answers
  • Consultoría
  • Centro de licencias
  • Comuníquese con soporte

Acerca de MathWorks

  • Ofertas de empleo
  • Sala de prensa
  • Misión social
  • Casos prácticos
  • Acerca de MathWorks
  • Select a Web Site United States
  • Centro de confianza
  • Marcas comerciales
  • Política de privacidad
  • Antipiratería
  • Estado de las aplicaciones

© 1994-2022 The MathWorks, Inc.

  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
  • RSS

Únase a la conversación