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Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms

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Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms

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01 Aug 2008 (Updated )

Files used in the webinar of the same name

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Description

Files used in the Webinar "Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms"

The zip file contains the data and files used to develop an application to track a market index using Genetic algorithm. The initial algorithm is then wrapped up in MATLAB OOP to create an applcation, which can then be tested against the data. Also included aresimple demo files of both genetic algorithms and MATLAB OOP.

Required Products Global Optimization Toolbox
Optimization Toolbox
Statistics Toolbox
Financial Toolbox
MATLAB release MATLAB 7.6 (R2008a)
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Comments and Ratings (3)
20 May 2014 omer ozeren

Hi, i am getting hard time to understand what 's' data that you get from yahoo is. is it volatility such ass=std(returns)?

thank you

18 Mar 2009 mingting

??? Error using ==> gaoptimset
Unrecognized parameter name 'UseParallel'.

Error in ==> gaStockSelect at 40
options = gaoptimset(options,'UseParallel' ,'always');

Error in ==> GA_TrackerDemo at 31
[W,X] = gaStockSelect(cv,wts,10,70,true);

??? Error: File: Index_DataBase.m Line: 8 Column: 5
Illegal use of reserved keyword "end".

Error in ==> Index_Tracker_short at 31
conn = Index_DataBase(Companies,Dates,Wts,Stocks);

18 Aug 2008 eric lin

It is a excellent work.Maybe there are some massege:
GA_TrackerDemo
??? Error using ==> gaoptimset at 271
Unrecognized parameter name 'UseParallel'.

Error in ==> gaStockSelect at 40
options = gaoptimset(options,'UseParallel' ,'always');

Error in ==> GA_TrackerDemo at 30
[W,X] = gaStockSelect(cv,wts,10,70,true);

Updates
13 Jan 2009

Typo corrected in TargetFcn. The file contained an erroneous factor of 2. Thanks to Jonathan Kruger for pointing this out.

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