Rank: 36 based on 702 downloads (last 30 days) and 14 files submitted
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Stuart Kozola

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The MathWorks Inc

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04 Sep 2012 Screenshot Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola algorithmic trading, x_trader, genetic programming, quickfix, fix, evolutionary learning 155 9
  • 5.0
5.0 | 2 ratings
15 Apr 2011 Published MATLAB Files Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola cointegration, pairs trading, forecasting, trading, time series, vec 126 24
  • 4.33333
4.3 | 6 ratings
01 Mar 2011 Published MATLAB Files Large Data in MATLAB: A Seismic Data Processing Case Study These are the files used in the webinar on Feb. 23, 2011. Author: Stuart Kozola seismic, segy, large data, parallel computing, gpu 71 6
  • 5.0
5.0 | 2 ratings
06 Dec 2010 Published MATLAB Files Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola algorithmic trading, trading strategy, aly kassam, trading, sharpe ratio, moving average 156 19
  • 5.0
5.0 | 7 ratings
16 Aug 2010 Published MATLAB Files Speeding Up Optimization Problems with Parallel Computing Files from the webinar: Speeding up optimization problems with parallel computing Author: Stuart Kozola aerospace, automotive, demo, finance, optimization, genetic algorithm 20 1
Comments and Ratings by Stuart View all
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01 Jul 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola

@Frank

The error is telling you it can not find the SocketInitiator method. This error is likely due to one of these reasons:
1) the required library is not on the javaclasspath
2) a mis-match in required java libraries

When you download and install quickfix/j, run the banzai example outside of MATLAB to make sure your system has all of the required java libraries. If it runs correctly, then the problem is in the importing/classpath.txt reference to the required java libraries, which you can fix by importing the libraries from the same directory as the installation of quikcfix/j.

07 Nov 2012 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola

Hi Goryn,

Did you try inputStream = java.io.FileInputStream('C:\\MATLAB_CODES\\Automated_Trading\\banzai.cfg');

settings = SessionSettings(inputStream);

It is a JAVA path issue, not MATLAB. Try this and it should work.

24 Sep 2012 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola

This error occurs when trying to reference a file path on Windows that is not a valid URL. See http://sourceforge.net/tracker/index.php?func=detail&aid=3506051&group_id=176742&atid=878458 for an example.

You can either:
1) Run the commands with banzai.cfg in the current working directory

OR

2) change the MATLAB file to accept inputStreams:
inputStream = java.io.FileInputStream('C:\\MATLAB_CODES\\Automated_Trading\\banzai.cfg');

settings = SessionSettings(inputStream);

26 Oct 2011 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola

Data_Canada is in Econometrics Toolbox. You need a R2011a in order to run the demo.

Comments and Ratings on Stuart's Files View all
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01 Jul 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola Kozola, Stuart

@Frank

The error is telling you it can not find the SocketInitiator method. This error is likely due to one of these reasons:
1) the required library is not on the javaclasspath
2) a mis-match in required java libraries

When you download and install quickfix/j, run the banzai example outside of MATLAB to make sure your system has all of the required java libraries. If it runs correctly, then the problem is in the importing/classpath.txt reference to the required java libraries, which you can fix by importing the libraries from the same directory as the installation of quikcfix/j.

01 Jul 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola Weissbach, Frank

I have an error when I trying to execute 'Demo7b_QuickFIXExample.m'

Everything works fine up to the line:
initiator = SocketInitiator(application,storeFactory,settings,logFactory,messageFactory);

which gives me the error:
Undefined function 'SocketInitiator' for input arguments of type
'quickfix.examples.banzai.BanzaiApplication'.

Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode

01 Jul 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola Weissbach, Frank

I'm working on Windows 7:
Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode

30 May 2013 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola Mirko

Stuart, thanks for your contribution. It Looks to me that this is not able for real live trading because the "reg2" value "res" (of the egcitest) is changing its history with every new datapoint. If for example the res value at Bar 8 is -.9 for bar 7 the res value might be +0.8 for bar 7 at bar 20. Do you know a solution for this issue?

10 May 2013 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola SteffenR88

is the file offline?
I have a problem with opening the file!

Top Tags Applied by Stuart
optimization, probability, statistics, pattern search, trading
Files Tagged by Stuart View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
04 Sep 2012 Screenshot Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola algorithmic trading, x_trader, genetic programming, quickfix, fix, evolutionary learning 155 9
  • 5.0
5.0 | 2 ratings
15 Apr 2011 Published MATLAB Files Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola cointegration, pairs trading, forecasting, trading, time series, vec 126 24
  • 4.33333
4.3 | 6 ratings
01 Mar 2011 Published MATLAB Files Large Data in MATLAB: A Seismic Data Processing Case Study These are the files used in the webinar on Feb. 23, 2011. Author: Stuart Kozola seismic, segy, large data, parallel computing, gpu 71 6
  • 5.0
5.0 | 2 ratings
06 Dec 2010 Published MATLAB Files Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola algorithmic trading, trading strategy, aly kassam, trading, sharpe ratio, moving average 156 19
  • 5.0
5.0 | 7 ratings
14 Oct 2010 Screenshot variogramfit fits different theoretical variograms to an experimental variogram Author: Wolfgang Schwanghart ipdm, kriging, geostatistics, spatial statistics, variogram, optimization 66 14
  • 5.0
5.0 | 6 ratings

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