Tag Archives: Preparing

Preparing hedging model for options writing

Preparing hedging model for options writing

Prepping for the first hedging model. Why?

Over 80% of options expire worthless so focus on the writing side

A Matlab Simulink model is comingas I read Chapter 7 from this book:

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

Then work on plots for expected payoff etc. This will be developed using Matlab Guide to deployed via Java JAR files

Join my FREE newsletter to learn more about how I will deploy this model

 

 

 

 

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!

Announcing Monday Feb 11 webinar details: Preparing for trading, Matlab Simulink code generation, and managing .NET and C++ DLLs

Hi there

If you would like to be part of this webinar detailed below, go here to join the QuantLabs.net Premium Membership::
All of the links below with … are part of the membership!
As you know, I had to sadly kick Multicharts.net to the curb just due to their lack of documentation on their framework. As a result, I have swapped it with Tradelink which is the #1 open source FREE trading platform with HFT capability. So on Monday Feb 11 at 7pm EST, I will be focusing on:
1. Code generation to C or C++ from a Tradelink Simulink model
2. Create a static library from code generation package (in C or C++)
3. Create a managed wrapper C++ DLL with CLR support to call the static library
4. Enable a Tradelink application to call the managed wrapper with a dynamically loaded trading stategy
5. Launch a Tradelink application like Gauntlet to implement the strategy for live trading or backtesting uses
Seems like a lot huh? It is. As a result for this upcoming webinar, you may want to prepare yourself with lots of info I have provided over the last number of months:
— Introduction to Tradelink —
Refer to the huge number of hours in member videos on Tradelink. I cover lots of topics ranging from all the component applications, building from source, etc.
…
And of course the Tradelink search results for the membership:…
How to build Tradelink from source:
…
— Matlab and Simulink Code Generation demo video (minus the Multicharts) —
http://www.youtube.com/watch?v=8dzMd0a9yR0
— C++ or C Simulink code generation topics —
Each of the following will contain a video and set of source code examples from my Visual Studio 2012 or Matlab 2011a Simulink:
High level C++ code generated from Simulink to wrapper manager DLL with CLR support
…
Gotchas, video, and source for Demo of Tradelink calling Managed C++ DLL with Static Library of Simulink Model code generated static library
….
Complete checklist with detailed examples of DLL management
…
If you have questions, please let me know. This is what the live webinar will mostly focus on.
As said, if you would like to be part of this webinar detailed below, go here:
Bryan

 

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!