Tag Archives: scipt

My new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

My new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

I am working on an R script that will do:

1. Calculate best performing US equity is current real time snapshot.

2. Captures market data (forex or equity) instantly i.e. less than 10 seconds for 5+ years tick data

3. AUTOMATICALLY Calculate ARMA best fit parameters

4 Simulate and process ARIMA calculation

5. Predict a certain based on ARIMA data with plots

6. Eventual implementation into Interactive Brokers API using Trade Workstation application for order management system.

NOTE: I will be also building a Redis implementation to handle instant repository needs and clustering capabilities with failover

This is will be a very exciting and could prove to be highly accurate

I will be doing a series of private webinars for my Premium Membership for this but you need to get access to this to be part of those live demo events. .

All events are listed here

Or join my email list for these announcements!

My new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

I am working on an R script that will do:

1. Calculate best performing US equity is current real time snapshot.

2. Captures market data (forex or equity) instantly i.e. less than 10 seconds for 5+ years tick data

3. AUTOMATICALLY Calculate ARMA best fit parameters

4 Simulate and process ARIMA calculation

5. Predict a certain based on ARIMA data with plots

6. Eventual implementation into Interactive Brokers API using Trade Workstation application for order management system.

NOTE: I will be also building a Redis implementation to handle instant repository needs and clustering capabilities with failover

This is will be a very exciting and could prove to be highly accurate

I will be doing a series of private webinars for my Premium Membership for this but you need to get access to this to be part of those live demo events. .

All events are listed here

Or join my email list for these announcements! Fill in the form below

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2 Questions and Answers from Youtube demo video on Matlab Coder M scipt conversion to Visual C++ and Qt

2 Questions and Answers from Youtube demo video on Matlab Coder M scipt conversion to Visual C++ and Qt

A question came up on a Youtube video.

http://www.youtube.com/watch?v=7FhtqcpAE5o&feature=email&email=comment_received

this is very interesting, I am trying to get Matlab m files converted to C/C++ in order to call them from QT creator. Can you tell about excution speed (not compilation). Is it the same as in Matab? or faster may be as the code gets converted into c++?

my second question is about the converted cpp functions (from m files). Can you access the functions and modify them from Visual C++? Or do you have to go back into Matlab to do it?
thanks in advance man.
Mohamed

I cannot really comment on QT but played with it. I was not a fan but in terms of speed, I would THINK it would be a little slower as there is one more layer to deal with. Your compiled C++ should be much faster as compared to running in Matlab. It depends on how much code you minimize when generated from the Matlab Coder Toolbox Settings.

As for the second question, if the generated C++ code is small to maintain go for it otherwise you will need to modify  the M script file and have Matlab Coder regenerate your C++. The nice thing is you have complete 100% control on your source code at both ends.

Hope that helps and thanks for asking


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!