Files from the November 18, 2010 webinar.

Files used in the webinar - Algorithmic Trading with MATLAB Products for Financial Applications broadcast on November 18, 2010. This webinar can be viewed at

Files from the webinar can be viewed at http://optinum.co.za/_webinar/BloombergEMSXandMATLAB.mp4

Demo files from the OPTI-NUM solutions webinar - Algorithmic Trading with Bloomberg EMSX and MATLAB.The main demo files

M-file scripts and Simulink models from webinar on 28 May 2009

These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons. Included are:MARISANearest Neighbour modelTrailing

An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio

Demo files from (upcoming) webinar on Machine Learning for Algo Trading

All the sample code and relevant data showed during the webinar Machine Learning for Algo Trading.The video link is here: /videos/machine-learning-for-algorithmic-trading

View a stock's buy/sell recommendations based on a synthesis of the indicators SMA, MACD, and RSI

" (and expected to rise) Recommendations are based on simple moving average, relative strength index, and moving avg convergence/divergence. This algorithm to this strategy is from the book "The Neatest

Code to Backtest trading strategy

%Author: Moeti Ncube%This is code that can be used to backtest a trading strategy. The example strategy used was partially used in the development of a medium-frequency algorithmic trading strategy

This book was written to aid in research into signal processing algorithms with application to trading.

frames (1 to 30 minute sample rates). Chapter 4 Ehler’s Filters and Indicators is dedicated to the many contributions of John F. Ehlers. Chapter 5 Backtest and Partial Optimization of an Algorithm is

A Toolbox that allows the user to backtest trading strategies on the FTSE100.

This toolbox allows the user to backtest trading strategies on the FTSE100. Once strategy has been programmed in the following measures to evaluate the performance of the strategy. -

Replication of several trading strategies presented on quantifiedstrategies.com

This program replicates the trading strategy results within Oddmund Grotte's blog quantifiedstrategies.com. I replicate the strategies that are based off of the SPY exchange traded fund and aggregate

This is a basic version of the source code of the Stock exchange trading optimization algorithm.

This is a basic version of the source code of the Stock exchange trading optimization algorithm.

This function computes the number of intradaily market trades that are buy- or sell-initiated.

, buy-initiated trades, and trades with no discernible sign (denoted as 'no trades'). The classification algorithm used here follows Lee and Ready (1996).A pdf file with an outline of the trade classification

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration.

Files used in the webinar - Automated Trading with MATLAB broadcast on August 21, 2012. This webinar can be viewed at /videos/automated-trading-with-matlab-81911.htmlSpecific topics

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013.

This submission contains files from the "Commodities Trading with MATLAB" webinar, broadcast on July 25, 2013. The webinar can be viewed at

How to Build an Event-based Automated Trading System in MATLAB

Files used in the webinar - Automated Trading System Development with MATLAB broadcast on August 20, 2015. This webinar can be viewed at

An extremely fast implementation of the Hungarian algorithm on a native Matlab code.

This is an extremely fast implementation of the famous Hungarian algorithm (aslo known as Munkres' algorithm). It can solve a 1000 x 1000 problem in about 20 seconds in a Core Duo (T2500 @ 2.00GHz

Maximum power point tracer algorithm is implemented for PV system

perturb and observe based MPPT algorithm is implemented to track maximum power from PV system

This example project can be used as a reference design to get started with designing Battery Management System with MATLAB and Simulink.

Algorithms such as:1. State of Charge estimation using Extended Kalman Filter, Unscented Kalman Filter2. Passive Battery Cell Balancing3. State Machine for Pre-charging and Contactor Management 4. Fault

You will learn how to classify trading signals into "buy" or "sell" using machine/deep learning

Using the stock index data, we will show how to perform:- Data preprocessing, factor creation, and data partitioning - Rule-based trading (Demo1)- Classifying trading signals using Classification

This package allows to compute the probability of informed trading from bilateral trades.

The probability of informed trading (PIN) denotes that probability that a counterparty in the trading process has superior information on the value of the asset exchanged. This is a key concept in

This program shows the profit and lost of using different trading strategies on Singapore stocks.

Directions to run the file.1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma

Build, Simulate, and Run Quantum Algorithms

MATLAB Support Package for Quantum Computing lets you build, simulate, and run quantum algorithms. The support package enables you to prototype algorithms to accelerate solving problems such as

A band trading strategy implemented in MATLAB.

This MATLAB function implements a simple band trading strategy. A band consists of two lines that form the upper and lower boundaries of the band. The upper and lower boundaries are used to to enter

This BTC-e trade api can be used to automatically trade on btc-e using their api.

These matlab files will allow you to use all methods of the btc-e api. These include:response = GetInfo()response = TransHistory()response = TradeHistory('count',2)response = ActiveOrders()response =

GWO is a novel meta-heuristic algorithm for global optimization

The GWO algorithm mimics the leadership hierarchy and hunting mechanism of grey wolves in nature. Four types of grey wolves such as alpha, beta, delta, and omega are employed for simulating the

The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band

The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band as entry and exit rules. In this example, you will see 5 pair of stocks tested over the period of 3

This script implements a sound denoising algorithm in Matlab for vuvuzela sound cancelation.

The sound denoising algorithm is based on the popular spectral subtraction technique. Based on the spectrum of the vuvuzela sound, this denoising technique simply computes an antenuation map in the

Different exchange rules modify an nitial distribution of wealth among traders.

Dijstra algorithm to solve shortest path problem.

This algorithm is to solve shortest path problem.Usage[cost rute] = dijkstra(graph, source, destination)note : graph is matrix that represent the value of the edge. if node not connected with other

Realtime trading demo & presentation, presented at NYC Computational Finance Conference 23 May 2013

These are the files used for my presentation "Realtime Trading with MATLAB", at the MATLAB Computational Finance Conference in New York on May 23, 2013, and updated for the MATLAB Computational

MATLAB example on how to use Reinforcement Learning for developing a financial trading model

Reinforcement Learning For Financial Trading ?How to use Reinforcement learning for financial trading using Simulated Stock Data using MATLAB.SetupTo run:Open RL_trading_demo.prjOpen workflow.mlxRun

I wrote these .m files to connect to my MBTrading accounts for automated trading using matlab code.

Allows connection to MBTrading for either simulated trading (delayed quotes and fake money) or real trading (real-time quotes and actual funds). Various files for account connection, quotes and

A toolbox for calculating and optimizing technical analysis trading systems.

In the age of computerized trading, financial services companies and independent traders must quickly develop and deploy dynamic technical trading systems. The technical trader's toolbox includes

Rotman Trader Toolbox provides functionality for connecting MATLAB(R) to Rotman Interactive Trader

Rotman Trader Toolbox allows you to connect to Rotman Interactive Trader from MATLAB(R). From within MATLAB, you can retrieve information in real-time as well as submit trading orders. You can

MATLAB code for the generation asset risk analysis case study

A function for multi-objective optimization using evolutionary algorithms

NSGA-II is a very famous multi-objective optimization algorithm. I submitted an example previously and wanted to make this submission useful to others by creating it as a function. Even though this

The codes of a novel astrophysics-inspired meta-heuristic optimization algorithm, namely Transit Search (TS)

Welcome to the world of Transit Search (TS), a cutting-edge optimization algorithm that draws inspiration from the remarkable method of exoplanet detection known as transit. The TS presents a novel

Official mForex API binding for Matlab.

The goal of mForex.Matlab API is to provide flexible, asynchronous programming model for Matlab (based on mForex API) for building real-time trading systems.

Adaptive Fitness-Distance Balance based Artificial Rabbits Optimization (AFDB-ARO) Algorithm

Adaptive Fitness-Distance Balance based Artificial Rabbits Optimization (AFDB-ARO) Algorithm for global optimization and real world engineering problems.

Edit Distance is a standard Dynamic Programming problem.

Efficiently computing values of permutation entropy from 1D time series in sliding windows

), 4392-4415.[b] Unakafova, Valentina (2015). Fast permutation entropy (/matlabcentral/fileexchange/44161-permutation-entropy--fast-algorithm-), MATLAB Central File Exchange. Retrieved Month Day

Connect to Xilinx UltraScale+ RFSoC gigasample data converters. Perform analysis in MATLAB and Simulink. Deploy algorithms with HDL Coder.

AMD RFSoC evaluation kits. Algorithm designers can generate IP cores for execution on RFSoC platforms.Support and DocumentationGetting Started Guides for Avnet Wideband mmWave Radio Dev Kit for RFSoC

trading tool candlestick chart

The script downloads 10 years of stock data from Yahoo Finance.

Firefly Algorithm for Constrained Optimization

Firefly algorithm for nonlinear constrained optimization.For simple demo in 2D, please use firefly_simple.mFor unconstrained functions in higher dimenisions, please use fa_ndim.mFor nonlinear

The Douglas–Peucker algorithm reduces the number of points in a curve.

% The Ramer–Douglas–Peucker algorithm (RDP) is an algorithm for reducing % the number of points in a curve that is approximated by a series of % points. The initial form of the algorithm was

This demo will show how to perform a strategy backtesting in just 8 lines of code.

Using the functionalities in MATLAB^® and Financial Toolbox™, you can perform a strategy backtesting in just 8 lines of code. This includes: • Data preparation • Trading signal generation •

Open source/open architecture quantitative portfolio management environment.

The algorithm presented here segments retinal blood vessels with a high degree of accuracy.

have formerly published this algorithm, the answer is that I have not due to the time constraints of medical school. However, the significant number of papers using this method is a testament to the

An update of the Astar algorithm will be posted here

words the algorithm is not restriced to 8-directions) There are no nested functions, subfunctions, plotters, or any other mess in the actual pathfinder script. Algorithm has simple inputs: An occupancy

Eight ways to implement an Extended Kalman Filter as a Simulink block

best-way-to-implement-an-algorithm-in-simulinkEight ways to implement an Extended Kalman Filter as a Simulink^® blockThis package contains some examples and a presentation (given at the International

This is a demo for Bat Algorithm, developed by Xin-She Yang (2010).

This is a short demo for the popular, nature-inspired/metaheuristic, bat algorithm (BA), which can deal with nonlinear, global optimization problems.Bat algorithm has the advantages of simplicity

Toolbox will all necessary files to support the Algorithm Development with MATLAB webinar

Very fast rainflow cycle counting for MATLAB

The rainflow algorithm code has been prepared according to the ASTM standard (Standard practices for cycle counting in fatigue analysis) and optimized considering the calculation time.

An efficient implementation of the Munkres algorithm for the assignment problem.

Munkres algorithm (also known as Hungarian algorithm) is an efficient algorithm to solve the assignment problem in polynomial-time. The algorithm has many applications in combinatorial optimization

Full generalization of Black-Litterman and related techniques via entropy pooling

This is a metaheuristic algorithm: Novel Bat Algorithm (NBA), proposed by Xian-Bing (2015)

This is a demo for the metaheuristic algorithm, Novel Bat Algorithm (NBA). Different from the basic Bat Algorithm (BA), the different individuals in NBA have different search strategies, and a

Gerchberg–Saxton Algorithm

In this program, Gerchberg–Saxton Algorithm implemented using by matlab and show the test results.

Fast continuous max-flow algorithm to 2D/3D image segmentation developed in matlab, C and GPU

This software implements the fast continuous max-flow algorithm to 2D/3D image segmentation. It provides three implementations: matlab, C and GPU (cuda based). All the source files are provided. So

Mex (C++) implementation of Thomas algorithm for solving tridiagonal linear systems.

C++ implementation + Matlab wrapper of Thomas algorithm.