Note the change in time of 8PM Eastern Standard instead of the usual 7pm. We are in the last step but major one before talking about connectivity to a live trading broker. In my case this will be Oanda but that is another day. I am happy to showcase some very powerful Matlab demo apps I am considering to use for my portfolio optimization and money management components for my upcoming automated trading system. There will be a series of demos (videos exist) that will cover the following topics:
Conditional Value at Risk with calibration, option covered and uncovered calls, mean variance portfolio optimization, slippage probability, and calculate multiple payoffs. https://www.youtube.com/watch?v=-FUyVKvWjVI
Demo with time evolution for max Sharpe, impact of transaction costs on a backtest, etc
Portfolio demo tool that showcases efficient frontier where each data point generates plots of portfolio allocation, weight, relative performance, value at risk, and key metrics. https://www.youtube.com/watch?v=RgNp1Z8c0O8
CAPM Demo with estimating from missing data
https://www.youtube.com/watch?v=qu_RDdS2tnI This could be a lengthy presentation so it might need to be broken into 2 parts so let me know. Due to the lengthy content, I will not be able to repeat the demos from the Risk Management as originally thought.