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updated 28 days ago

WFAToolbox by WFAToolbox Team

MATLABĀ® App for Advanced Algorithmic Trading Strategies Development in Minutes, not Months. (algo, algorithmic trading, analysis)

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updated 7 months ago

NaN Tolerant Fast Smooth by Greg Pittam

Smoothes Time series data even if it contains NaNs, using fast algorithm (smooth, moving average, noise reduction)


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updated 8 months ago

Angular Fast Smooth - NaN Tolerant by Greg Pittam

Fast smoothing algorithm for angles that is tolerant of NaNs in the data (signal processing, smoothing, moving average)


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updated 1 year ago

Filter - smooth (calculating the moving average along a vector) by Adrian Lara-Quintanilla

This function calculates the moving average along that vector. It can be used to smooth a series. (smooth, filter, timeseries)


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updated 1 year ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola (view profile)

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated almost 2 years ago

Moving-window mean and variance by Dennis

Dennis (view profile)

Efficient computation of moving-window mean and moving-window variance (moving average, moving variance, moving standard devia...)

moving_mean_var(m_prev, s2_prev, x_hist, x_new, w)

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updated 2 years ago

MASH (Moving Average over Shifting Horizon) by Daniela Anghileri

A tool for Exploratory Data Analysis and trend detection in seasonal data (trend detection, exploratory data anal..., smoothing)

MASH_plot(x, Ys, w, Y, datalab)

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updated almost 3 years ago

Moving Average Function by Glen

Glen (view profile)

Calculates a moving average in an n-dimensional matrix in any dimension. (average filter, statistics, moving window)


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updated 3 years ago

Nadaraya-Watson smoothing by Jan Motl

Jan Motl (view profile)

A non-parametrical regression (smoothing) tool using Gaussian kernel. (regression, smoothing, smooth)


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updated 5 years ago

Summarizes data using a sliding window without loops by Jeff Burkey

Jeff Burkey (view profile)

This function is extremely fast calculating a sum, mean, etc, using no loops. (moving average, sliding window)


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updated 5 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Stuart Kozola (view profile)

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

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updated almost 6 years ago

smooth by Christopher Hummersone

Perform windowed smoothing on a vector using mathematical functions (smooth, rms, median)


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updated almost 7 years ago

Prediction of Oldfaithful volcanic eruption:Auto Regression by Sumit Tripathi

Derive a model for predicting Old Faithful volcanic eruption based on ARX and ARMAX. (arx, armax, autoregression)



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updated 8 years ago

moving_average v3.1 (Mar 2008) by Carlos Adrian Vargas Aguilera

Smooths a matrix (with/without NaN's) via recursive moving average method and eliminates data gaps. (filter design, filter analysis, moving average)




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updated 8 years ago

mvaverage by Yi Cao

Yi Cao (view profile)

moving average through filter (measurements, filter, moving average)




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updated 10 years ago

slidefilter by Hazem Baqaen

Sliding Sum Averaging Filter (Moving Average) (dsp, moving average, smoothing)


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updated 10 years ago

movave by Hazem Baqaen

Very efficient moving average filter (dsp, moving average, smoothing)


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updated 12 years ago

TillsonT3 by Alexandros Leontitsis

Tillson smoothing moving average and chart. (finance, modeling, analysis)



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