CRSP to MATLAB (Adjusted Prices and Total Returns)

Version 1.0.2 (3.93 KB) by Michael Robbins
Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
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Updated 6 Jun 2023

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Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
www.QuantitativeAssetManagement.com
Amazon.com: Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: 9781264258444: Robbins, Michael: Books

Cite As

Michael Robbins (2024). CRSP to MATLAB (Adjusted Prices and Total Returns) (https://www.mathworks.com/matlabcentral/fileexchange/130674-crsp-to-matlab-adjusted-prices-and-total-returns), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2023a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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