Rank: 46 based on 772 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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Files Posted by Stuart View all
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(last 30 days)
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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, automated trading, evolutionary learning 172 6
  • 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 22
  • 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 95 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, trading, aly kassam, moving average, sharpe ratio 162 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 29 1
Comments and Ratings by Stuart View all
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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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29 Apr 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola Mark

Thank you for this collection. On a cursory read of the code, if I am correct there is an issue with the logic employed in tradeSignal if I have understood it correctly. Specifically, the input 'ind' and logical 'AND'. As I understand it, 'ind' is normalized such that 0 = sell, 0.5 = "skip", 1 = buy. If you logically AND 0 & 1 (sell and buy) the result is a 0 (sell) however this is not the desired result. I'm posting this in the spirit of others trying to review this code and welcome any correction on my understanding.

25 Mar 2013 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola Mirko

This is a lot of stuff in very compact form. Thanks for this good example.

Just one comment: If you publish examples you should take the work to make them correct or even tell the user that it is delivering wrong results and can not be used (see Javier comment).

07 Mar 2013 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola Chen

thanks

04 Mar 2013 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola Frank, joseph

I am receiving the following error:
Error using -
Matrix dimensions must agree.

Error in filter2 (line 10)
diff=abs(X1(:,3)-cr);

Error in scribe.legend/methods>lscan (line 935)
newpop = filter2(ones(3),pop);

Error in scribe.legend/methods>get_best_location (line 700)
pos(1:2) = lscan(double(h.Axes),double(h.Plotchildren),pos(3),pos(4),0,1);

Error in scribe.legend/methods (line 19)
[varargout{1:nargout}] = feval(args{:});

Error in legendcolorbarlayout>doBestLegendLayout (line 1159)
pos = methods(handle(h),'get_best_location');

Error in legendcolorbarlayout (line 120)
doBestLegendLayout(ax,h);

Error in scribe.legend/init (line 137)
legendcolorbarlayout(ax,'addToLayoutList',double(h))

Error in scribe.legend (line 122)
h.init();

Error in legend>make_legend (line 386)
lh=scribe.legend(ha,orient,location,position,children,listen,strings,propargs{:});

Error in legend (line 284)
[h,msg] = make_legend(ha,varargin(arg:end));

Error in AlgoTradingDemo1 (line 21)
legend('Close','Lead','Lag','Location','Best')

12 Feb 2013 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola Sumit

Great explanation!

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, automated trading, evolutionary learning 172 6
  • 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 22
  • 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 95 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, trading, aly kassam, moving average, sharpe ratio 162 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 86 14
  • 5.0
5.0 | 6 ratings

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