## Moving Median Absolute Deviation

The function which is used for calculating moving median absolute deviation is not available in matlab built-in functions. so this function may be useful for those which do not have matlab 2016 or later version. this simple function does the calculation for centered moving median absolute deviation. It do not skip the nan values. it…

## R Shiny Application for trading strategies

This project was done using R programming languages and shiny server. A historical price and indicators plot based on stock symbols. The app take the price from specific date that is set by the user to end user specified date. The app will do back testing 3 trading strategies and show the earning based on…

## Maximum Likelihood Estimation

In this post, i want to estimate the maximum likelihood by numerical solution using matlab / octave. numerical solution used is based on Newton’s method and central difference for evaluation of the derivative values of the loglikelihood. here i will attach the matlab code which uses simple functions.

## Aligned Rank Transform with Matlab

This function is written to do aligned rank transform using matlab for a data with heavy tail, this function could be used for getting the aligned rank transformed data and implementing Analysis of variance and mixed effect models This is an approach used when the data has non-normal distribution

## Mobile Safari start scrolling display issue

Let get right to the issue. iOS safari does re-size the view until navigation bar gets to It’s minimal height. Hence does not scrolling at start of scroll gesture. And it does not trigger onresize event while re-sizing to get navigation bar smaller. This is clearly an issue. I propose two solution for it.

## Mobile Safari full screen and fixed position elements display issue!!

Elements are not always fully appearing. While scrolling i see render issue (not rendering part of the element) until scroll ends.

## Put your data into variables with file2var

Use this tool to get access to your data in javascript. Example is included in github. Embed program data within executable. Text files as c string and binary files as c array. file2var is easy to use program to do just  that.

## Reliability analysis using Cronbach’s alpha

I’ve written a Matlab function, which calculates the Cronbach’s alpha between some items and do the if item is deleted process. this function will automatically delete the item which increase the Cronbach’s alpha maximally. before entering in if item is deleted process it checks the initial Cronbach’s alpha. if the Cronbach’s alpha value was greater…

## Monte Carlo simulation of Value at risk

I’ve written a code in Visual basic (excel macro), to do Monte Carlo repetitions to find the value at risk. for this reason, I’ve used Cornish-fisher expansion. The formula for Value at risk, uses volatility, skewness and excess kurtosis and the number of trading periods in the recommended holding period to find the value at…