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simulation

Matlab Simulink and Stateflow gotchas while running simulation with code generation with custom M functions

Matlab Simulink and Stateflow gotchas while running simulation with code generation with M functions While in Simulink and Stateflow, if you use Matlab M functions it appears all local function variables need to be defined in the workspace. While running the simulation you can get errors like:     Undefined function or variable ‘m’. The first …

Matlab Simulink and Stateflow gotchas while running simulation with code generation with custom M functions Read More »

What I learned from a Matlab webinar for FIX, simulation with complete workflow from data capture to execution of trading strategy

What I learned from a Matlab webinar for FIX, simulation with complete workflow from data capture to execution of trading strategy Learn how I plan to implement this into my HFT environment http://www.mathworks.com/matlabcentral/fileexchange/37932-automated-trading-with-matlab-2012 There is a neat webinar I watched which is on Windows. This included 1. An open source FIX engine used called Banzai …

What I learned from a Matlab webinar for FIX, simulation with complete workflow from data capture to execution of trading strategy Read More »

Video posted on How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

Video posted on How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series This has been posted for my Premium Members but you can get access here! NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post …

Video posted on How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series Read More »

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series For tonite Oct 23 at 7pm EST This is pretty well our first compete end to end R script strategy that includes real world market data capture, parallelizing processes with a complete model with …

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series Read More »

Reminder: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

Hi to all Premium Members This is a reminder for my online webinar demo on this ARIMA model. Login details follow.   Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series   This is pretty well our first compete end to end R …

Reminder: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series Read More »

2 hour webinar posted on why free open source NOSQL Redis is crucial for expedite your model Monte Carlo simulations with R demos

2 hour webinar posted on why free open source NOSQL Redis is crucial for expedite your model Monte Carlo simulations with R demos I did a 1 on 1 webinar with a Premium Member which was originally supposed to be about my presentation on the importance using NOSQL for as a data repository and parallelization/cluster …

2 hour webinar posted on why free open source NOSQL Redis is crucial for expedite your model Monte Carlo simulations with R demos Read More »

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series This is pretty well our first compete end to end R script strategy  that includes real world market data capture, parallelizing processes with a complete model with plotting. As ARIMA is one of the …

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series Read More »

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation Hi there, Are you interested in accurately valuing complex options and other derivatives … as well as fixed income instruments? And doing it faster than your competition? It’s not very straightforward to get …

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation Read More »

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more!

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more! As a continuation of my Algorithm, Modelling, and Strategy Development courses, I will be posting R source code to show how to do the following in the coming weeks: 1.    Trade using a GARCH volatility forecast 2.    …

R source code coming soon to do volatility forecasting, pair trading, cointegration, estimating, simulation, and way much more! Read More »

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