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updated 27 days ago

Intro to MATLAB demo files (MATLAB入門 デモファイル) by mizu

files presented at MATLAB EXPO 2014 held in Tokyo - Intro to MATLAB (matlab expo 2014, visualization, table)

double_pendulum(t, y, m, L)

guide_ex2(varargin)

アニメーション&...

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updated 1 month ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

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

createMSMQ()

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

dsample(HLC, factor)

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updated 2 months ago

Natural Gas Storage Valuation by Ameya Deoras

Demos and files from the webinar (energy trading, energy risk, commodities)

getLocalDateFormat.m

0;

1:12 subtightplot(3,5,i,[.05 .01],.06,.01); heatm...

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

Backtest Moving Average RSI Combo Strategy

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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 1 year ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

ComputeCrossSectionalStrategy( CommodityTypes, mainContai...

Commodities Trading with MATLAB - Backtesting with varyin...

ComputeCrossSectionalMomentum(params)

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updated 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 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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