PortfolioEffectHFT - High Frequency Trading Toolbox

PortfolioEffect MATLAB interface for intraday portfolio analytics with high frequency market data

https://github.com/PortfolioEffect/PE-HFT-Matlab

Version 1.5.0 (493 KB)
1.9K Downloads
(2)
10 Feb 2016
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  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Aleksey Zemnitskiy (2026). PortfolioEffectHFT - High Frequency Trading Toolbox (https://github.com/PortfolioEffect/PE-HFT-Matlab), GitHub. Retrieved .

Categories

Find more on Portfolio Optimization for Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.5.0

- Added "resultsNAFilter" to portfolio_settings()
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.