PortfolioEffectEstim - High Frequency Price Estimators & Models Toolbox
PortfolioEffect MATLAB interface for intraday price analytics with high frequency market data
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MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
Cite As
Aleksey Zemnitskiy (2026). PortfolioEffectEstim - High Frequency Price Estimators & Models Toolbox (https://github.com/PortfolioEffect/PE-Estim-Matlab), GitHub. Retrieved .
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.3.0.0 (518 KB)
-
View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
Versions that use the GitHub default branch cannot be downloaded
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.3.0.0 | - Updated Manual |
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.
