Tag Archives: function

Steps from Mupad to custom Matlab M function

Steps from Mupad to custom Matlab M function

Here are the steps involved to create an M function from a Mupad session:

(This uses calculating the basis used in futures trading of Cash Price – Future Price)

http://www.mathworks.com/help/symbolic/create-matlab-functions-from-mupad-expressions.html

>> notebook_handle = mupad;
>> basis = getVar(notebook_handle,’basis’)    <–note: do keep Mupad open in order for this to work!!

basis =

FC – FP

>> h = matlabFunction(S)
Undefined function or variable ‘S’.

>> h = matlabFunction(basis)

h =

@(FC,FP)FC-FP

>> basis = matlabFunction(basis,’file’, ‘basis.m’);

Here is the resulting M function basis.m:

 

function basis = basis(FC,FP)
%BASIS
% BASIS = BASIS(FC,FP)

% This function was generated by the Symbolic Math Toolbox version 6.2.
% 26-Jul-2015 21:13:44

basis = FC-FP;

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Poseidon 3D function developed in MATLAB and Unity3D

Poseidon 3D function developed in MATLAB and Unity3D

From Dr Paul Cottrell, I thought his trading software was forgotten about

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This could be a good Meetup: Volatility is a Function of Liquidity – Picking Your Spots in the Forex Market

This could be a good Meetup: Volatility is a Function of Liquidity – Picking Your Spots in the Forex Market

This could be a good Meetup: Volatility is a Function of Liquidity – Picking Your Spots in the FX Market

Abstract:

Chris will share how the investment bank clients FX positioning affects liquidity and price movement, and how price defines his own trading model.

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Volatility is a Function of Liquidity – Picking Your Spots in the FX Market

Thursday, Feb 5, 2015, 6:30 PM

Sheraton Centre Hotel
123 Queen St. West Toronto, ON

31 Forex Traders Went

Hello everybody,Key speaker of the first meetup of 2015 will be Chris Lori,   CTA, CFTC registered and member NFA.The group is led by Giuseppe Basile, CMT. We will meet at Sheraton Centre Hotel for an hour of learning about Forex all together.Volatility is a Function of Liquidity – Picking Your Spots in the FX Market.In this live presentation,…

Check out this Meetup →

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Poseidon FED function with Excel retrieval by Paul Cottrell

Poseidon FED function with Excel retrieval by Paul Cottrell

Here it is but is sort of similar to what I am doing for my own system.

How to Create your world view for trading potential PROFITABLE ideas with FREE online reports with download instructions

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How to convert Mupad function to Matlab M function within Mupad notebook

How to convert Mupad function to Matlab M function within Mupad notebook

This has been updated it looks like for Matlab 2014!

From within Mupad Notebook:
fprint(Unquoted, Text, “cartesian.m”, generate::MATLAB(S)):

http://www.mathworks.com/help/symbolic/create-matlab-functions-from-mupad-expressions.html
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Video of Laplace Transform of the Unit Step Function aka Heavside

Video of Laplace Transform of the Unit Step Function aka Heavside

As per Ernie Chan’s answers, he hinted one of the functions was a Heavside Step function which is the same as Laplace Transform

This could be the best way to learn the basic math with Khan Academy and Ernie Chan stating what kind of function I am facing

https://quantlabs.net/blog/2014/05/and-now-my-fireside-chat-with-dr-ernie-chan-about-cracking-the-code-with-deutsche-bank-forex-fx-quant-trading-strategy/

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Deutsche Bank Forex Quant Trading Strategy steps: Matlab Mupad algo expressions to Simulink block or M function

Deutsche Bank Forex Quant Trading Strategy steps: Matlab Mupad algo expressions to Simulink block or M function

This DB strategy has been abandonded due to complexity! Visit here for similar idea

https://quantlabs.net/blog/2014/05/research-paper-algo-for-call-or-put-options-to-matlab-mupad-converted-to-clean-c-or-c-demo-intro/

This will be the first step to convert this  Deutsche Bank Forex Strategy from:

http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf

Follow instruction how to move the symbolic expression from Mupad to:

Matlab M function:

http://www.mathworks.com/help/symbolic/create-matlab-functions-from-mupad-expressions.html

Simulink block:

http://www.mathworks.com/help/symbolic/create-matlab-function-blocks-from-mupad-expressions.html

A video demo below for all this

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Advanced Time Series Analysis with a Depth Look at ARIMA function and its constituents with Rogue Wave Software

Advanced Time Series Analysis with a Depth Look at ARIMA  function and its constituents with Rogue Wave Software
From the NYC Contact so thanks to him
http://www.roguewave.com/DesktopModules/Bring2mind/DMX/Download.aspx?entryid=1690&command=core_download&PortalId=0&TabId=607&_cldee=c2hvbG9tX2JlbnpldkB5YWhvby5jb20%3d

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Excel Function Lesson: IF ( logical_test, value_if_true, value_if_false )

Excel Function Lesson: IF ( logical_test, value_if_true, value_if_false )

Now in coming two weeks I have decided to discuss functions available in the stable of Microsoft Excel. I have taken Logical function to start with, as I found them most useful will working data (this is my personal view 🙂 though). To start with I am…

http://rajexcel.blogspot.ca/2011/08/excel-function-if-logicaltest.html#.UwjcLhDt7Kk

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