MATLAB Central - File Exchange

Snip.m Snip elements out of vectors/matrices

2013-05-24T19:39:22Z

I often end up having to remove certain elements from a vector, or I don't need certain lines from my data and similar problems. While matlab has great matrix manipulation capability, I find myself continuously forgetting which [(:,)):,) combination would do the trick nicely and then proceed to Google. Therefore, my first attempt at creating something useful turns matlab logic upside down: Imagine your vector is on a strip of paper, and you cut out all the unwanted nan's. Then paste the rest together. Same with matrices. Also works with specifying the rows and columns to get rid of etc.

This aim is to remove large accumulations of logical index descriptions (bracket-clusters) and provide an easy command instead:

snip(input,snipthis)

While it is not perfect (written in a flurry), it worked for me so far - so please provide feedback to make it better. It should work with everything necessary, except self-defined data-structures.

James O'Shaughnessey's Trending Value Screener

2013-05-24T19:38:53Z

A very rough description of Trending Value:

Download all financial information on every company available with a market cap > $200M. Look at six statistics to form a stock's value for part 1 of my filter. Each gets a ranking of 0-100 with 100 being the "best" in the stock universe and 0 being the "worst" in the stock universe. Those 6 are:

    P/E
    P/S
    P/B
    P/FCF
    Shareholder Yield (which is Stock Buybacks + Dividend Yield)
    EV/EBITDA

A "perfect" stock has a 600 rating. Any stock above a 420 or so is a very financially sound, well rounded company, and generally undervalued (as referenced by the P/E, P/S, P/B) so I know my money isn't being thrown into a travesty waiting to collapse.

Then look at the top 10% of those stocks and sort them by 6-month relative price. This gives me an ordered list of financially sound and stable companies that the market is behind. A company can be financially stable without having growth, so this allows me to find out what's moving in the right direction.

Merton Jump Diffusion Option Price (Matrixwise)

2013-05-24T19:38:24Z

Calculates Option Prices by Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface

Inputs:
cp [1,-1] Call,Put
S Current Price
K Strike Vector
T Time-to-Maturity Vector
sigma Volatility of Diffusion
r Risk-free-Rate
q Div Yield
lambda Poisson Rate
a Jump Mean
b Jump Std Deviation
n Event Count (Limited to 170 since factorial(170)=7.26e306)

Example:
S = 100; K = (20:5:180)'; T = (0.1:0.1:5)';
sigma = 0.2; r = 0.0075; q = 0; lambda = 0.01; a = -0.2; b = 0.6; n = 50;
P = ia_calcMJDOptionPrice(cp,S,K,T,sigma,r,q,lambda,a,b,n);

[mK,mT] = meshgrid(K,T); [sigma,C] = calcBSImpVol(cp,P,S,mK,mT,r,q);
subplot(2,1,1); mesh(mK,mT,P); subplot(2,1,2); mesh(mK,mT,sigma);

References:
Merton, 1976, Option Pricing When Underlying Stock Returns are Discontinuous
http://www.people.hbs.edu/rmerton/optionpricingwhenunderlingstock.pdf

Fit 2D Gaussian with Optimization Toolbox

2013-05-24T18:58:53Z

FMGAUSSFIT Create/alter optimization OPTIONS structure.
  [fitresult,..., rr] = fmgaussfit(xx,yy,zz) uses ZZ for the surface
  height. XX and YY are vectors or matrices defining the x and y
  components of a surface. If XX and YY are vectors, length(XX) = n and
  length(YY) = m, where [m,n] = size(Z). In this case, the vertices of the
  surface faces are (XX(j), YY(i), ZZ(i,j)) triples. To create XX and YY
  matrices for arbitrary domains, use the meshgrid function. FMGAUSSFIT
  uses the lsqcurvefit tool, and the OPTIMZATION TOOLBOX. The initial
  guess for the gaussian is places at the maxima in the ZZ plane. The fit
  is restricted to be in the span of XX and YY.
  See:
      http://en.wikipedia.org/wiki/Gaussian_function

  Examples:
    To fit a 2D gaussian:
      [fitresult, zfit, fiterr, zerr, resnorm, rr] =
      fmgaussfit(xx,yy,zz);
  See also SURF, OMPTMSET, LSQCURVEFIT, NLPARCI, NLPREDCI.

Plot a plane from 3 points

2013-05-24T18:57:58Z

[normal, d] = plot_line(p1, p2, p3)

where, p1 = [x y z] similliarly all other points are passed in the same pattern.

If the eq of line is assumed to be:
ax + by + cz = d;

This function takes 3 points as input ans return [a b c] and d

Sine and Cosine Path tracing and animation

2013-05-24T18:57:32Z

run file and follow the instruction... its easy and simple

encellstr

2013-05-24T18:57:12Z

This rather trivial function is mainly a convenience utility to quickly create cellstr literals without typing all those pesky quotes, e.g.
encellstr even using the variable editor I have to quote each entry

I was only motivated to add it to the File Exchange by Loren's blog entry http://blogs.mathworks.com/loren/2013/05/22/duality-between-function-and-command-syntax/

ENCELLSTR Create cell array of strings from char array or in ans with command-form use.
    C = encellstr(S) calls CELLSTR to place each row of the character array S into
    separate cells of C. However this calling jacket for CELLSTR also allows
    functional form to save on quoting string literals.

DIGITAL CLOCK

2013-05-24T18:56:46Z

Click green Radio button to run clock and red radio button to close the clock. even there is a toggle button to show and hide system date.

Collatz and Goldbach Conjucture

2013-05-24T18:55:56Z

To run collatz.m type collatz at command window and hit return and follow instruction and to run goldback conjucture type goldback(n) where n can be any +ve even integer

Functional IIF function

2013-05-24T18:55:31Z

This function implements the ternary "cond ? then : else" operator. I operates on scalars, matrices and cell arrays.

Instead of precalculated values, it takes function handles which are only applied when the condition is true or false, respectively.

The help text follows:

%iif Implements the ternary ?: operator
% out = iif (@condition, @thenF, elseF@, in[, out])
% out = iif (condition, @thenF, elseF@, in[, out])
%
% The result is equivalent to
% condition(in) ? thenF(in) : elseF(in)
% if condition is a function and
% condition ? thenF(in) : elseF(in)
% else, for each element of the IN argument.
%
% The optional argument OUT serves as a template, if the output type is
% different from the input type, e.g. for mapping arrays to cells and vice
% versa. If it is empty, scalars are assumed for input and output of all
% functions and for the IN argument.
%
% Since using this function may be a bit difficult, here are two examples
% where it is used inside an anonymous function:
%
% (For operation on single values:)
% fun = @(x)(iif(isnumeric(x), ...
% @(y)(y==1), ...
% @(y)(false), ...
% x, []))
%
% (and for operating on a cell array:)
% fun = @(x)(iif(cellfun(@isnumeric, x), ...
% @(y)(num2cell([y{:}]==1)), ...
% @(y)({false}), ...
% x))