Run matlab code in python

import matlab.engine
eng = matlab.engine.start_matlab()
eng.mscriptname(nargout=0)

Source: mathworks.com

Run matlab code in python

% 1 minute data on GLD-USO
load('inputData_ETF', 'tday', 'syms', 'cl');
idxG=find(strcmp('GLD', syms));
idxU=find(strcmp('USO', syms));

x=cl(:, idxG);
y=cl(:, idxU);

lookback=20; % Lookback set arbitrarily short
hedgeRatio=NaN(size(x, 1), 1);
for t=lookback:size(hedgeRatio, 1)
    regression_result=ols(y(t-lookback+1:t), [x(t-lookback+1:t) ones(lookback, 1)]);
    hedgeRatio(t)=regression_result.beta(1);
end

y2=[x y];

yport=sum([-hedgeRatio ones(size(hedgeRatio))].*y2, 2); % The net market value of the portfolio is same as the "spread"
hedgeRatio(1:lookback)=[]; % Removed because hedge ratio is indterminate
yport(1:lookback)=[]; 
y2(1:lookback, :)=[];

Source: epchan.com

Similar codes

1 vote170 views1 answer
How to import data from csv to jupyter notebook
Python
2 votes143 views1 answer
Python range from n to 0
Python
84 votes149 views6 answers
Python datetime from string
Python
0 vote148 views1 answer
Pandas chesk if object is string or tuple
Python
0 vote235 views3 answers
How to create a User and User profile in django rest framework
Python Django
0 vote163 views1 answer
Print("python is good")
Python
3 votes179 views2 answers
Jupyter print full dataframe
Python
7 votes172 views2 answers
Randomly choose between two numbers python
Python
25 votes186 views6 answers
Python remove spaces
Python
0 vote144 views1 answer
Raspberry pi run a python script using ssh
Python