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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

Bloomberg EMSX API: Simple Examples

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

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updated almost 2 years ago

Image reconstruction by Hanan Kavitz

The purpose of this demo is to reconstruct a simple picture of several polygons. (genetic algorithm, global optimization, image reconstruction)

[state,options,optchanged]=drawBestSolution(options,state...

pop=create_func(NVARS,~,options)

imageBuilding

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updated 2 years ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (algorithmic trading, automated trading, fix)

createMSMQ()

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

dsample(HLC, factor)

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updated almost 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

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

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

fitness(pop,indicator,price,scaling,cost)

Algorithmic Trading with MATLAB®: Evolutionary Learning

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updated 4 years ago

Speeding Up Optimization Problems with Parallel Computing by Stuart Kozola

Files from the webinar: Speeding up optimization problems with parallel computing (aerospace, automotive, demo)

computebestportfolioPCT(expRet,expCov,portSize,targetRet)

Electron Problem Optimization

crossoverNcK(parents,options,GenomeLength,FitnessFcn,unus...

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updated 4 years ago

Global Optimization with MATLAB by Stuart Kozola

Demo files from the 2010 webinar "Global Optimization with MATLAB Products" (optimization, genetic algorithm, partical swarm)

PlotIterates(x,optimValues,state)

VEPlot(x,optimValues,state)

Global Minimization of 1D Equation

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updated 5 years ago

Automated Failure Boundary Mapping by Stuart Kozola

Demo files from July 21, 2009 webinar (statistics, optimization, clustering)

boundaryArea(Y,X,lb,ub,limitFunction)

boundarySearch(X0,lb,ub,limitFunction, varargin)

Failure Boundary Identification

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updated 6 years ago

Tips & Tricks: Getting started using optimization with MATLAB by Stuart Kozola

Demo files from the August 21, 2008 Webinar (optimization, genetic algorithms, simulated annealing)

VEMap(x,RPM,Pratio,VE)

Optimization Tips Tricks

VEPlot(x,optimValues,state)

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updated 7 years ago

Mean-variance portfolio optimization using GA and PATTERNSEARCH by Dimitri Shvorob

(A not-too-serious experiment / code sample) (finance, modeling, analysis)

Mean-variance portfolio optimization using GA and PATTERN...

util(Wts)

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