Tag Archives: generation

Alpha Generation: Controlling Intraday Risk Profile

Alpha Generation: Controlling Intraday Risk Profile

Another useful QuantInsti webinar video

Join my FREE newsletter to learn more about how to handle risk in your automated trading

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Nov bonuses for hyper trading idea generation and deployment

Nov bonuses for hyper trading idea generation and deployment

Watch this video to get an idea of the secretive stuff I have at my disposal to generate instant trading ideas thanks to MATLAB

Join my FREE newsletter to learn about other tools I have for automated trading success

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Quick demo of Intel TBB C++ Flow Graph Designer code generation on Windows

Quick demo of Intel TBB C++ Flow Graph Designer code generation on Windows

This could be a very useful tool to generate STUB C++ code for concurrency

Runs only on Windows unfortunately

https://software.intel.com/en-us/articles/flow-graph-designer

Join my FREE newsletter to see how this C++ tool for automated trading

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Completed code generation of Matlab Simulink trading model to C++ to Microsoft Visual Studio

These capabilities are part of my Quantlabs.net Premium archive but has been closed!

I have some great news to report. I can UNIVERSALLY CREATE A  C++ DLL FROM MATLAB SIMULINK MODEL VIA THE SIMULINK CODER toolbox’s code generation process.

I have various older videos and postings on it:

1. Youtube video on Matlab Simulink converted to C++ successfully with real time market data analytics for HFT potential

https://quantlabs.net/blog/2013/01/youtube-video-on-matlab-simulink-converted-to-c-successfully-with-real-time-market-data-analytics-for-hft-potential/
2. Big news! Microsoft Visual Studio .NET C# application example that can read a Matlab Simulink code generated from C++ DLL

https://quantlabs.net/blog/2013/01/big-news-microsoft-visual-studio-net-c-application-example-that-can-read-a-matlab-simulink-code-generated-from-c-dll/

3. Posted Important examples of .NET C# testing examples to call Simulink code generated C++ DLLs with further details

https://quantlabs.net/blog/2013/01/posted-important-examples-of-net-c-testing-examples-to-call-simulink-code-generated-c-dlls-with-further-details/

Next step is to build the inflow component which includes the process of feeding real time market data into this new C++ DLL model. This will be built using .NET’s C# language to get this system to market rapidly. Did I say that the C++ model also includes the real time analytics?  Stay tuned as I report back on this.

UPDATE: This has been completed 10x over!

Once all these steps are complete and everything will be provided including the Simulink model and all source code, you can expect many automated trading algorithms which will be part of Quant Elite.
–> SO JOIN NOW FOR FASTEST TRADING DEVELOPMENT <–

Here is a list of the benefits to this membership. 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Code generation from Matlab Simulink, S-Functions in C and custom generation using TLC

Code generation from Matlab Simulink, S-Functions in C and custom generation using TLC

This is an older 1+ hr video on the topics will be important as we advance our trading model generation

Join my FREE newsletter to learn more about the power of Simulink

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Intel C++ compiler test for Matlab code generation to Linux

Intel C++ compiler test for Matlab code generation to Linux

UPDATE BOO BOO: The Intel C compiler is not supported all Matlab code generation products including the Simulink Coder and Matlab Coder. Wah! (see below for potential solution)

Yes I am testing this as opposed to the wonky MINGW/CygWin GCC compiler test. I think this is a better approach with the Intel C compiler for cross platform uses. Matlab will support this compiler natively in Windows:

http://www.mathworks.com/support/compilers/R2015a/index.html

This is supposedly the best C compiler out there as well. Let’s try before we buy:

https://software.intel.com/en-us/intel-parallel-studio-xe/try-buy

And then try out this Linux version on Ubuntu:

http://www.linux.org/threads/intel%C2%AE-c-studio-xe-on-linux-for-free.6010/

Join my FREE newsletter to see these results moving forward

These are the supported Linux distros for Intel C Compiler:

  • Asianux* 3.0
  • Debian* 4.0
  • Fedora* 7, 8
  • Red Hat Enterprise Linux* 3, 4, 5
  • SUSE LINUX Enterprise Server* 9, 10
  • TurboLinux* 11
  • Ubuntu* 7.04, 7.10

http://www.uow.edu.au/~/greg/html/COMPILERS/doc_cce_commo/INSTALL.htm

 

It looks like Qt supports this Intel compiler

http://doc.qt.digia.com/4.6/compiler-notes.html

 

You can select the Generate Code Only checkbox on the Code Generation pane of the Configuration Parameters Window to prevent build. I would also recommend selecting the “Package code and artifacts” checkbox on the same pane (on releases older than R2012b, you can manually use the packNGo utility to do the same). This will ensure that any additional artifacts (other than the .c and .h in the _rtw folder) are also packaged for relocation.

http://www.mathworks.com/matlabcentral/answers/152783-how-can-i-create-code-for-an-embedded-linux-target-with-simulink-hosted-on-windows

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Download government data for trading idea generation

Download government data for trading idea generation

There is a video on how these programs work for both Matlab and .NET C#

Note that there will be a severely limited flash sale for these

Data sources include:

https://research.stlouisfed.org/fred-addin/

http://ec.europa.eu/economy_finance/db_indicators/surveys/time_series/index_en.htm

Here is an updated version of a powerful combination

A Visual Studio C# source code project has been updated for Quant Elite members 

Join my FREE newsletter to learn more about these scripts and programs for trading idea generation

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Matlab 2014 Simulink with C FPGA source code generation for HFT

Matlab 2014 Simulink with C FPGA code generation for HFT

WHOA! This is big news! Watch the video as there are some impressive fixes for the recent Matlab 2014a/b.

A video walk through on how to accomplish this with the equivalent of a dummy Simulink model

Error in port widths or dimensions. Output port 1 of is a one dimensional vector with 1 elements.

During Simulink Coder Builder:
Error: The option ‘MAT-file logging’ is not compatible with reusable code; consider deselecting ‘MAT-file logging’, setting the option ‘Code interface packaging’ to ‘Nonreusable function’, or setting the option ‘Multi-instance code error diagnostic’ to ‘None’ or ‘Warning’

Disable MATL File logging by
Look under Code Generation Pane – Interface http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

I was able to use ert.tlc compiler target during the code generation buil  (Create Visual C/C++ Solution File for Embedded Coder)

I got a build error with:

(I gave up after this point but if you choose use compiler target grt.tlc). I was able to use ert.tlc (Create Visual C/C++ Solution File for Embedded Coder)

This target is Create Visual C/C++ Solution File for Simulink Coder

During build you may get this error:

### Build procedure for model: ‘Simulink2VS’ aborted due to an error.

Access is denied.
Component: Simulink | Category: Block error

I attempted to resolve because of:

http://www.mathworks.com/matlabcentral/answers/120781-problem-with-simulink-coder-and-ms-visual-studio-10-0

https://www.mathworks.com/matlabcentral/newsreader/view_thread/278597

http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

Some of the resolution COULD be:

When you access COM+ components that are installed on a Microsoft Windows Server, you may receive an access denied error with E_ACCESSDENIED HRESULT value.

http://support.microsoft.com/en-us/kb/810153

http://windows.microsoft.com/en-ca/windows/what-are-administrative-tools#1TC=windows-7

Join my FREE newsletter to learn how to accomplish this 

 

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

My REAL reasons why Matlab is important to me thanks to Mr FPGA real time charting and ease of use for FAST quant trading idea generation

My REAL reasons why Matlab is important to me thanks to Mr FPGA real time charting and ease of use for FAST quant trading idea generation

Let’s now commit to one simple platform to get stuff done

Join my FREE newsletter to learn more about using Matlab

https://www.youtube.com/watch?v=3Lh7yiGqW_E

Real time charting in Matlab

https://www.youtube.com/watch?v=cLGZOl70jCw

I even totally forgot about doing this

Arduino real time plot Matlab (this is why Matlab is getting huge now)

 

https://www.youtube.com/watch?v=YGm2CkOZqrM

Not bad 3D rendering for TESTING only but fast prototyping idea generation

https://www.youtube.com/watch?v=ntHZsLmNkgw

 

Build nice front end with GUIDE for Simulink and Matlab

http://matlabideas.wordpress.com/2011/11/02/guideing-simulink-with-matlab/

Solution on Liquidnet for High Speed Execution Measurement (real world example)

http://www.mathworks.com/company/user_stories/liquidnet-develops-execution-performance-measurement-tool.html

Note they use Oracle for their ‘execution data’. Can you smell hint here?

Other financial service examples?

http://www.mathworks.com/company/newsletters/articles/matlab-and-simulink-in-the-world-financial-services.html

Use Simulink and Matlab on AutomatedTrader.com

http://www.automatedtrader.net/articles/42/147881/simulink-and-matlab-objects

What are S-functions?

http://www.mathworks.com/help/simulink/sfg/writing-level-2-matlab-s-functions.html

Example advantages of Simulink:

https://books.google.ca/books?id=QeyzO6kuxrQC&pg=PA34&lpg=PA34&dq=simulink+finance&source=bl&ots=f9TuWSXh1H&sig=a9pNaQSKaSLigIox02kpW_2-LeM&hl=en&sa=X&ei=h5COVLTuBYz2yQSu0YKoDA&ved=0CDYQ6AEwCQ#v=onepage&q=simulink%20finance&f=false

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!