Category Archives: Matlab

Generate Executables with Matlab Coder

Generate Executables with Matlab Coder

I may still do this if my Python/R experiment fails

http://www.mathworks.com/videos/generate-executable-for-prototyping-77631.html?s_v1=9295&elq_cid=3006217

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Matlab Code to Apple iPad or IPhone

Matlab Code to Apple iPad or IPhone

This is new and can be done via the Matlab Coder

http://www.mathworks.com/videos/deploying-to-iphonepad-app-using-matlab-coder-99646.html?s_v1=9295&elq_cid=3006217

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Integrate Visual Studio C++ with Matlab Coder

Integrate Visual Studio C++ with Matlab Coder
This is still one of the greatest features of Matlab

http://www.mathworks.com/videos/integrate-code-into-visual-studio-77402.html?s_v1=9295&elq_cid=3006217

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How C++ call Matlab in Linux with plot

How C++ call Matlab in Linux with plot

You can use Matlab as an algo engine with its visualization. I need a unique one option trading payoff chart. You see this coding example with tutorial for Linux:

http://www.mathworks.com/help/matlab/matlab_external/calling-matlab-software-from-a-c-application.html

http://linux4research.blogspot.kr/2007/10/calling-matlab-functions-from-c.html

Strange how Linux discoveries take you places. I am finding something more my liking in R.

https://code.google.com/p/rgreeks/source/browse/trunk/pkg/R/payoff.R?r=4

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How C++ call Matlab functions

 

How C++ call Matlab functions

Follow these instructions as example

Call MATLAB Functions from C/C++ Applications
  1. To see engdemo.c , open this file in MATLAB® Editor.
  2. To see the Windows version engwindemo.c , open this file.
  3. There is a C++ version of engdemo in the matlabroot \extern\examples\eng_mat folder. To see engdemo.cpp , open this file

http://www.mathworks.com/help/matlab/cc-mx-matrix-library.html

http://www.mathworks.com/help/matlab/matlab_external/calling-matlab-software-from-a-c-application.html

 

This was suggested by Alex at https://alexabosi.wordpress.com/

 

Well, I included the ‘fstream’ header file to print numbers to .txt so I could quickly check the outputs as I worked.
Something like:
float Best_Bid; // defined earlier
std::ofstream bid_output(“bid_output.txt”);
while (/*conditions*/)
{
  /*calculate best bid/ask*/ 
  bid_output << Best_Bid << std::endl;
}

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DOWNLOAD Demo of Matlab Automated Trading System with HFT

DOWNLOAD Demo of Matlab Auromated Trading System with HFT thanks to Simulink

Nothing comes close! Nothing period. Full stop!. First public display of an HFT model from Mathworks with files to download

This is recent Mathworks blows everything out into the wide open. I extended this automated trading webinar video where can also code generate C++ from the Simulink. Everything also appears to run no problem despite the parallelism.

Lessons learned from this Mathworks

 Go here to download the Matlab source for FREE analysis 

Bonus:

I just added this a few minutes ago!

Demo of open source gnuplot trading charts for Cpp on Linux

Demo of open source gnuplot trading charts for Cpp on Linux

This is cool I just wished I knew about it earlier!

See the video on this cool open source charting library

So here the latest content I just posted this week for my Quant Elite members:

Optimal Hedging ratio demo with basis risk demo in Cpp on Linux

 October 23, 2015

Open debate of which programming language for trading video

 October 21, 2015

Visualization for CSharp DotNET and MATLAB video playback

 October 20, 2015

See the entire list of benefits for all my MEMBERS!

Thanks for reading

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Matlab Resource list for hedging

Matlab Resource list for hedging

This is a running list of the resources need from the course below

http://www.mathworks.com/help/finance/portfolio-selection-and-risk-aversion.html

https://bigfordata.files.wordpress.com/2015/01/matlab_riskaversion_expected-utility_indifcurve.pdf

http://www.mathworks.com/help/finance/portopt.html

Calculating the Efficient Frontier: Part 1

 

https://web.stanford.edu/~wfsharpe/mia/rr/mia_rr1.htm

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Cheap Matlab tutoring deals

Cheap Matlab tutoring deals
This sounds like a good deal if you wanting to learn Matlab cheaply

https://www.chegg.com/search/Matlab/federated?trackid=488c995c&strackid=4d276f40&event=enter_submit#p=1

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DOWNLOAD Demo of Matlab Auromated Trading System with HFT thanks to Simulink

Demo of Matlab Auromated Trading System with HFT thanks to Simulink

Nothing comes close! Nothing period. Full stop!. First public display of an HFT model from Mathworks with files to download

This is recent Mathworks blows everything out into the wide open. I extended this automated trading webinar video where can also code generate C++ from the Simulink. Everything also appears to run no problem despite the parallelism.

Lessons learned from this Mathworks

http://quantlabs.net/blog/2015/10/lessons-learned-with-matlab-automated-trading-webinar-for-hft-with-simulink-and-stateflow/

Download from http://www.mathworks.com/matlabcentral/fileexchange/52588-automated-trading-system-development-with-matlab

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My 20 minute video showing exuction with Simulink code generation to C++

Mathworks automated trading webinar with HFT

Best workflow to HFT playlist

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!