Financial Time Series Toolbox Release Notes    

Chapter 3
Financial Time Series Toolbox 1.0 Release Notes

Introduction to the Financial Time Series Toolbox

The Financial Time Series Toolbox for MATLAB is a collection of tools for the analysis of time series data in the financial markets. The toolbox contains a financial time series object constructor and several methods that operate on and analyze the object. Financial engineers working with time series data, such as equity prices or daily interest fluctuations, can use this toolbox for more intuitive data management than by using regular vectors or matrices.

Creating Financial Time Series Objects

The Financial Time Series Toolbox provides two ways to create a financial time series object:

  1. At the command line using the object constructor fints
  2. From a text data file through the function ascii2fts

The structure of the object minimally consists of a description field, a frequency indicator field, the date vector, and a data series vector.


Several MATLAB functions have been overloaded to work with financial time series objects. The overloaded functions include basic arithmetic functions such as addition, subtraction, multiplication, and division as well as other functions such as arithmetic average, filter, and difference. Also, specific methods have been designed to work with the financial time series object.

Technical Analysis

The technical analysis functions in this toolbox are tools to help analyze your investments. Technical analysis (or charting) is used by some investment managers to help manage portfolios. Technical analysis relies heavily on the availability of historical data. Investment managers calculate different indicators from available data and plot them as charts. Observations of price, direction, and volume on the charts assist managers in making decisions on their investment portfolios.

Learning More About the Financial Time Series Toolbox

The Financial Time Series Toolbox documentation describes the product in detail.

 Financial Time Series Toolbox 1.1 Release Notes