Category Archives: Matlab

New features of MATLAB 2016b for an algo trader

 

New features of MATLAB 2016b for trader

In this video below, I offer my opinion on new features that may be useful for algorithm for systematic traders with the new MATLAB 2016 B. As you know, I have worked with all the major prototyping research languages out there including Python and R. Again in this video I offered my comparison of where I would use each one having its own unique advantages.

Check out this video here
Just so everybody knows, I am going through a major product and service reset over the next few weeks. I will be able to determine what products and services will continue well into next year. Some will most likely be dropped in coming months  including all my Microsoft Windows and .Net related programming items which is part of my Quant Elite Membership. 
So if you’re interested in any of that, I would strongly recommend you to check it all out by joining or asking questions. All these programming demos are definitely on a timeline as of today.

If you are interested in this, get more details of this membership here.

 

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Ernie Chan’s comparison of Matlab R Python for algo trading

Dr Ernie Chan’s comparison of Matlab R and Python for trading

If you have not seen this video posted on futures.io, you may want to visit Dr. Ernie Chan’s view on which programming platform is best for researching models. In this video, he covers all three major platforms including Python, Matlab and R. You may want to watch this to see what one the good doctor recommends.

 

Check it out here

Quant Elite Analytics PRO

In yesterday’s email I did make a statement about how Matlab can be very different in your automated trading. An actual fact I do believe it will give you trading edge over the other languages. Because of my new upcoming service focusing on trading analytics instead of trading platforms, I can now put all my attention into generating very unique data sets and charts that no one else does.
You can get more info on this new service here
As stated, some of my video coding demonstrations will be permanently removed in the next few months. I have not put together a hard set date yet depending upon my progress on my current software development of my system but that will come in due time. As a result, I highly recommend you to check out my Quant Elite membership.
You could always join here

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New features of MATLAB 2016b for trader

New features of MATLAB 2016b for a trader

In this video I go over any new features which I think could be helpful

http://www.mathworks.com/products/new_products/latest_features.html

http://www.mathworks.com/products/simulink/whatsnew.html

http://www.mathworks.com/products/statistics/whatsnew.html

http://www.mathworks.com/products/working-with-data-matlab/index.html

http://www.mathworks.com/products/matlab/whatsnew.html

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Matlab 2016a calls Python Matplotlib animation demo

Matlab 2016a calls Python Matplotlib animation demo

A simple demo of showcasing this

http://cs231n.github.io/python-numpy-tutorial/

http://www.mathworks.com/help/matlab/getting-started_buik_wp-3.html

http://www.mathworks.com/help/matlab/matlab_external/call-user-defined-custom-module.html

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Dr Ernie Chan’s comparison of Python R Matlab for trading

Dr Ernie Chan’s comparison of Matlab R and Python for trading

If you are really confused about which prototyping language you should be using for your trading research, I would watch this video below. Dr. Ernie Chan did a 50 minute comparison of Matlab versus Python versus R.

Check out this presentation here

 

As for me, I have studied all of these as well in depth. I totally 150% agree with Dr. Ernie Chan on this. I would highly recommend you to watch it to see my point of view as well. One thing to note is, the powerful combination of the ability of Matlab now being able to call Python scripts directly. It is a very powerful combination indeed.

 

Have you seen my videos that I’ve used to exploit the potential of Simulink and it’s code generation for both ,C, C++, and even FPGA? Boy the future looks great.

 

All these videos are part of my Quant Elite membership that I talk about almost daily in these emails.

This is part of my “Algo Trading Course Series in Python.” where I do another presentation on US FED data on Tues May 17 at 8 PM E

DT!

 

See details here

 

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Dr Ernie Chan’s comparison of Matlab R and Python for trading

Dr Ernie Chan’s comparison of Matlab R and Python for trading

One word: AWESOME!!!

Thanks to one to my newsletter to subscribers for sending this

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Matlab source code with neural network machine language problem

Matlab source code with neural network machine language problem

I usually don’t accept these but this is a very topical question. If you can help out this student, let me know.

Questions here:

Thanks for taking an interest in my problem!

My task is simple, I have to use ANNs integrated with a library of technical indicators to forecast currency pairs.

However at present, I’m testing the robustness of the ANN integrated with the library of indicators rather than assessing the forecasts. I’ve to do this by tweeking certain parameters – which is the easy part.

My problem is combining the ANN code with the library of technical indicators.

The ANN code I’m using is attached in the file ‘codes and parameters’.

The library of technical indicators I’m using is available at; http://ta-lib.org/index.html
There are varios different formats of the library such as C++ etc, I’m assuming the relevant format is the MATLAB format on this page near the bottom; http://ta-lib.org/hdr_dev.htm
There are instructions for integrating the library (on the C++ format) which may be similar for the MATLAB format found on the following page; http://ta-lib.org/d_api/d_api.html

I really cannot answer these specifics but:
Is this more of a data translation issue you are experiencing? I would think the technical analysis toolboxes would help here:
http://www.mathworks.com/help/finance/introduction-4.html
http://www.mathworks.com/matlabcentral/fileexchange/10573-technical-analysis-tool
Maybe you don’t need TA-LIB? Just thinking there

I thought this was a data translation problem but another response

I’m not quite sure, I don’t even know what data translation is.

The problem with other technical indicator libraries is they do not contain enough technical indicators, I’m required to use at least 100 of them but preferably more. It would also be interesting to investigate Japanese Candlestick patters with the pattern recognition capability of an RBF ANN.

I’ve had another person try to integrate the library I mentioned with my supervisors ANN code but they had difficulty doing so and ended up not being able to do it. Seeing my supervisor on Wednesday regarding it.

I’ve managed to secure another library on student license from; http://www.modulusfe.com/products/trading-system-developer-components/technical-analysis-sdk/ who also provide ANN codes for various different network architectures. They also have technical support I can use.

I see you provide a service coaching people applying for jobs in investment banking. I’m at least looking for an internship during my PhD so I’ll probably use your services near the time?


That MLP I sent you is my supervisors code, I can use another MLP code however he would prefer I used that – I need to tweek parameters etc, running the model 100 times and selecting the best model. But if anyone has a better code I’m all ears

Who can help this guy? Code attached Codes & Parameters

Who can help him? I will post the solution here.

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Big data analytics with Matlab for predicting energy

Big data analytics with Matlab for predicting energy

Once again, Matlab rears its beautiful head. Never forgotten

http://insidebigdata.com/2015/10/12/data-driven-insights-with-matlab-analytics-an-energy-load-forecasting-case-study/

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Intro to my Matlab functions for options and futures trading

Intro to my Matlab functions for options and futures trading

Remember this is my Phase 2 for this course series here

Python algo course series for your Indie Automated Trading Business

Based on

http://www.amazon.com/Futures-Options-Markets-Introduction-Edition/dp/0615703151

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UC Davis course playlist

 

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Accelerating MATLAB Algo and App to C++

Accelerating MATLAB Algo and App to C++

Still the best feature in Matlab I believe

http://www.mathworks.com/company/newsletters/articles/accelerating-matlab-algorithms-and-applications.html?s_v1=9347&elq_cid=3006217

 

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