Intro to Why Ernie Chan and Trading System and Methods book is best for mean reversion in Matlab?
Intro to Why Ernie Chan and Trading System and Methods book is best for mean reversion in Matlab? These are important links you can use as basis for Mean Reversion with my basic system
This is a second additional demo with ARIMA with Matlab 2013
This is a second additional demo with ARIMA with Matlab 2013. Some enhancements between 2013a and 2013b.
Here is the source for these demos of GARCH within Matlab 2013B
Here is the source for these demos of GARCH within Matlab 2013B https://www.youtube.com/watch?v=vCRt_0TRhsQ
Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data
Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data Matlab code with generated DLL via Builder NE toolbox VolatilityClusterPlotTest .NET C# Visual Studio project IQFVolatilityCluster Here is all the code as demoed in the video https://www.youtube.com/watch?v=FRJ4zG4FksU
R Matlab User Meetup: Downtown in the Financial District
R Matlab User Meetup: Downtown in the Financial District This is our usual Meetup for all in the group. Depending on the numbers, this get could moved back to North York so represent the Downtown crowd to stay downtown. Please provide feedback on this in the comments below. Please confirm your attendance by this Friday […]
R Matlab User Meetup: Downtown in the Financial District
R Matlab User Meetup: Downtown in the Financial District This is our usual Meetup for all in the group. Depending on the numbers, this get could moved back to North York so represent the Downtown crowd to stay downtown. Please provide feedback on this in the comments below. Please confirm your attendance by this Friday […]
The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C?
The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C? I was reading the various links from the fantastic Stack Overlflow: http://stackoverflow.com/questions/9154383/converting-loop-from-r-to-c-using-rcpp http://stackoverflow.com/questions/10089754/converting-models-in-matlab-r-to-c-java It seems the RCPP R package always come up in name. It is that or a derivative like RCPPArmadillo. I have played with RCpp […]
Announcement of new R and Matlab Meetup User group for those in Finance and Financial Services!
Announcement of new R and Matlab Meetup User group for those in Finance and Financial Services! I have started a new R User Groups for those in the financial services field. This of course includes those from banking, hedge fund, bulge brackets, brokers, prop shops, indie traders, etc. As I do like Matlab as well, […]
Video of R, RCPP, RInside makes use of C++ so much easier than Matlab Builder NE for high frequency trading aka HFT potential
Video of R, RCPP, RInside makes use of C++ so much easier than Matlab Builder NE for high frequency trading aka HFT potential So I am going from trying out an open source C# application trading platform to an open source C++ ‘platform’ using Interactive Brokers. I also switched from Matlab to R. Lastly; I […]
How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses
How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses The major reasons I switched from Matlab was for exactly this. Under Matlab, the worker licenses will kill but now you can you can do this for free under R. Thanks to makers of these adequate R packages. If […]