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Andy


Last seen: 4 days ago Active since 2017

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backtestStrategy: rebalance function keeps track of past & current open position
Hi All, backtestStrategy provides a great workflow for defining a strategy, which includes the rebalancing function. As part ...

4 days ago | 0 answers | 0

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answers

Question


call Matlab code from c# / .NET threads: multi-thread scalability: is MathWorks.MATLAB.Engine best option?
Hi Experts, Typically NET & Matlab synergies is a common topic of interest. Having said that, just simply calling a function h...

25 days ago | 1 answer | 0

1

answer

Question


excel-like formula column
matrix of two columns representing in the morning and in the day. can we have a 3rd column that would compute the average of f...

3 months ago | 1 answer | 0

1

answer

Question


Index a Y = MxN, with X=Mx5 (where elements in X are column IDs for values to extract from Y)
Having a Y = MxN matrix of data, and a X = Mx5 (or other fixed nr. < than N) matrix obtained as: [~, X] = maxk(Z,5,2); % where ...

4 months ago | 1 answer | 0

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answer

Answered
riskfolio-lib / PyPortfolioOpt like functionality
thanks @Steven Lord! Let's get deeper into it then: Riskfolio-lib: https://riskfolio-lib.readthedocs.io/en/latest/index.html ...

1 year ago | 0

Question


riskfolio-lib / PyPortfolioOpt like functionality
Hi All, Is there any functionality equivalent to python's riskfolio-lib/PyPortfolioOpt libraries, or what's the closest? than...

1 year ago | 2 answers | 0

2

answers

Question


work with dxFeed data feed?
It would be great if someone presents an example of working with dxFeed datafeed.

1 year ago | 0 answers | 0

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answers

Question


rowfun (or other function?) to access multiple rows in a table (as in current + previous 5 rows)
Following the excel typical example, where a new column can be a formula accessing current row + values in row(s) above / below ...

3 years ago | 0 answers | 0

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Answered
Error in ibtws connecting (Trading Toolbox)
Guys, one question ... Why do you still have Interactive Brokers as a supported broker and data source in the DOCs ... if it ...

4 years ago | 0

Answered
How to fix a simple callback function with a tcpip object?
Should we specify a function: function dispcallback(obj,event) callbackTime = datestr(datenum(event.Data.AbsTime)); f...

4 years ago | 0

Question


can a struct function access struct elements ?
myStruct.va1 = 1 myStruct.val2 = 2 myStruct.mySum = @(x,y) x + y nonetheless, x & y are specific inputs into the function. ...

4 years ago | 1 answer | 0

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answer

Question


dynamic java path vs static java path
So, docs say one can add file javaclasspath.txt under the 'prefdir' folder, and its contents are loaded statically upon Matlab's...

4 years ago | 1 answer | 0

1

answer

Question


declare global var by string name
within a function: function DoSomeWork(globalVarName, var2, var3, etc) global globalvarName ??? // so something with gl...

4 years ago | 1 answer | 0

1

answer

Question


converting a table (having as first col a datetime col) col into a datetime (having both date & time in its composition)
Oftentimes a datetable has 2 adjacent columns: a datetime with a date and a string with a time. If one wants to concatenate the...

4 years ago | 1 answer | 0

1

answer

Question


state machine programming - helper tools
Hi, Are there any predefined classes/objects/functions/docs to make state machines in matlab easier to develop? thanks

4 years ago | 1 answer | 0

1

answer

Answered
Field List of IQFeed Realtime Data
Matlab doesn't have a robust IQFeed library ... multiple cases opened, with a couple of conclusions: 1) IQFeed might sporadic...

5 years ago | 0

Question


programming generic state machines (that would handle a custom data science App): regular .m code vs Simulink / Stateflow?
Usually, one would use Simulink/Stateflow for HDL/Bio/Automotive/Embedded-FPGA/C++/etc. scope ... which a highly focused applic...

5 years ago | 0 answers | 0

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answers

Question


can I increase maximum possible array used memory?
I get: >> memory Maximum possible array: 6209 MB (6.510e+09 bytes) * Memory available for all arrays: 6...

5 years ago | 1 answer | 0

1

answer

Answered
nchoosek with range of k values and ordered sequential value sets
A modified version of an nchoosek sub-function might do the trick: function P = combsCont(v,m) %COMBS All possible comb...

5 years ago | 0

| accepted

Question


nchoosek with range of k values and ordered sequential value sets
The below: function cnkMatAll = NChooseKRange(nVect, kRange) % NChooseKRange % % Combinations of N taken as k ...

5 years ago | 1 answer | 0

1

answer

Answered
is there an alternative to nchoosek which is too slow?
not if some sort of (in-memory?) compression is applied ... if that's even possible. but looking at the brutal return of say n...

5 years ago | 0

Question


how can we estimate memory requirements for nchoosek?
nchoosek is a memory intensive command ... to the point it can easily kneel down your system ... or get something back as the be...

5 years ago | 1 answer | 0

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answer

Question


is there an alternative to nchoosek which is too slow?
Try cnk = nchoosek(1:40, 10) and you'll see how slow it is. Is there an alternative? Thanks

5 years ago | 2 answers | 0

2

answers

Answered
Replace NaN's in table with zero
so, in other words: mainTTable{:,:}(ismissing(mainTTable)) = 0;

5 years ago | 0

Answered
having a 2 months timetable with 10 minute data points, is it possible to extract first half of each day using subscripting?
that's the Pandas equivalent: https://stackoverflow.com/questions/19179214/selecting-data-between-specific-hours-in-a-pandas-...

6 years ago | 0

Question


having a 2 months timetable with 10 minute data points, is it possible to extract first half of each day using subscripting?
having a timetable, one can do sub-scripting once on the hole interval. can one take a sub-script of the daily data of such a ...

6 years ago | 2 answers | 0

2

answers

Question


Classification Learner App - generate a more generic function for your model training that could take varying size of prediction tables? One step beyond the default function generation
This is a question with an answer, that could easily translate into a feature implementation. When one generates a function fro...

6 years ago | 1 answer | 0

1

answer

Question


function to import varying size text file automatically ? - one step beyond the Import Data Wizard
Hello, The Import Data Wizard is a great little tool to use on one file, say "Customers_1.txt" ... then the user gets present...

6 years ago | 0 answers | 0

0

answers

Question


table / timetable - removing zero columns
My answer is: function pTable = aRemoveZeroTableColumns(primersTable) % % % pTable = primersTable; i...

6 years ago | 1 answer | 0

1

answer

Answered
Removing columns containing zeros
If you've got a table w/ various variable names that you want to keep, you might do: function pTable = aRemoveZeroTableColu...

6 years ago | 0

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