Tag Archives: Stateflow

Lessons learned with Matlab automated trading webinar for HFT with Simulink and Stateflow

Lessons learned with Matlab automated trading webinar for HFT with Simulink and Stateflow

Stuart Kozola of Mathworks does a new automated trading webinar that blew my socks off as usual. It does take a lot to impress me these days.

Lessons learned:

  1. I have seen many multi million dollar systems but the event code paradigm introduced here verifies how smart any quant or HFT system should be implemented
  2. Data providers and proper ways to implement with proper design patterns will make your system very flexible
  3. Proper use cases for Matlab Production Server in the financial trading world
  4. HFT examples using Simulink and Stateflow. Any reminder of my videos of this?

 

Where  does this leave? Implement it all but study the above examples you can get on Matlab File Central.

http://www.mathworks.com/matlabcentral/fileexchange/52588-automated-trading-system-development-with-matlab

Demo Automated Trading System Development MATLAB

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Why we focus on Matlab, Simulink and Stateflow? The future of advanced and automated trading

I typed this up yesterday for some new business partners. It gives a better idea on how I am narrowing down the scope of technology and learning.

Also, I am offering some pretty *UNIQUE* benefits with what is learned from Simulink and Stateflow. As a result, you may want to read it.
==> Interested in the membership? Join here.

Why we focus on MATLAB

QuantLabs.net provides education on building Financial trading strategies and technology solutions with video walkthroughs, source code projects, and software samples.
Service Description Overview
Energy and commodity markets
Trading, risk management, and valuation
Consulting, modeling, and training
General MATLAB training
Company tailored application-based MATLAB training
Simulink training
Stateflow training
Consulting in numerical simulation, mathematical analysis, and software development
Overview:
QuantLabs.net focuses on educational approaches to providing building blocks in Financial models, strategy development, and trading platform technology projects built using MATLAB  toolboxes and M scripting language. This also includes the utilization of highly sophisticated but innovative products such as Simulink and Stateflow. All of our useful deliverable are provided through our active Premium Membership. Frequently refreshed content includes video walkthroughs, source code samples, and live online training events through Q&A sessions.
All trading models and strategy rule examples are provided using MATLAB source code with a select number of toolboxes, Simulink models, and Stateflow diagrams for real time analytics with real world market data feeds  using self contained fully automated trading systems.  Particular Simulink models can be exported into C++ or C with an FPGA  capability for ultra low latency for high frequency trading environments.
Brief description of an example course we teach based on Matlab:
Live demo complete workflow of MATLAB Simulink visual model to code generation into live trading open source platform Tradelink
This is a complete demo of::
1. Code generation to C or C++ from a MATLAB Simulink visual trading 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

ow we use MATLAB and Simulink 
QuantLabs.net offers specific training in various MATLAB toolboxes for Trading, Risk Management, and

Valuation purposes. Custom training modules offered for Simulink, and Stateflow for real time analytics and fully automated self-contained trading systems ranging from low to high frequency trading. Target deployment can be code generated using efficient C, C++, or HDL for custom FPGA solutions


Who are our users are and how they use our services
Our users range from independent high net worth traders or investors to successful senior executive in foreign investment banks and small hedge funds. Application uses include implementing trading infrastructure with custom trading models with strategy rule development.

==> Interested in the membership? Join here.

Full description of the above is listed here.
Also, just so you know there are many more benefits listed here as well. 
Thanks Bryan

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!

Notes for Stateflow signal processing and communcation webinar

Notes for Stateflow signal processing and communcation webinar

http://www.mathworks.com/videos/introduction-to-stateflow-for-signal-processing-and-communications-applications-81595.html

7;51 shows hot logic can speed up simulink model a lot
27:54 shows how to start with main state with sub states
29:30 with temporal logic after state
32:14 state action including du (during action)

Refer to signal processing toolbox demo for example

Wwv demo Sigprocblockset/demos dspww.html for demo resource for proper list

 

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My Stateflow notes from these webinars

My Stateflow notes from these webinars

I learned many things and capabilities from this
Stateflow notes from
http://www.mathworks.com/videos/introduction-to-stateflow-81549.html?form_seq=conf1134&elqsid=1438709958325&potential_use=Home&country_code=CA

*** can use matlab guide to generate interface to feed data into simulink model

State vs super state
Add pattern for simple if/else/then or switch (transitions)

[ …] are conditions while { … } are action at 26:32

Can add embedded matlab functions
Use variable/symbol wizard to interface with simulink model

To use the Stateflow Symbol Wizard or Resolve Undefined Symbols in Your Chart

http://www.mathworks.com/help/stateflow/ug/resolving-event-data-and-function-symbols-in-stateflow-action-language.html
32:33 explains importance of parallel states

35:21 add->data local enables to add local variable in stateflow chart
37:21 during action-this is only active when state is active

41:30 enumerated variable
42:04 use simulink model explorer to change data type, not fan_mode_type is a class define m function.

43:49 truth table which is used to feed enumerated data type

50:05 added temporal logic after a certain time, do a delayed action

Webinar title “getting started with stateflow part 3”
https://www.mathworks.com/videos/getting-started-with-stateflow-part-3-81671.html?form_seq=reg

4:50 self transition exit state but renter same state. Value t automatically refers to simulation step time.
7:14 history junction for if state has already been entered, check historical state data since it store previous historical state data
8:21 embedded matlab function

***For a state, make it subcharted by right clocking and can also choose format to keep all states same size

13:56 events which start with E, use send function to broadcast event in stateflow chart or simulink model, you can add event in stateflow
19:28 use goto block to warn operator of event to something like generic led block

20:24 stop event with simulink function to stop model block

Can use data conversion block from Boolean to double for instance at 22:03
222:47 no unconditional path in stateflow means there is no default transition

 

State actions:

http://www.mathworks.com/help/stateflow/gs/implementing-state-actions.html

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Matlab Stateflow tutorial webinars

Matlab Stateflow tutorial webinars

This is the hear of controlling Simulink models visually

Join my FREE newsletter to learn more about how this tool will help in trading

http://www.mathworks.com/products/stateflow/webinars.html

http://www.mathworks.com/videos/introduction-to-stateflow-for-controls-applications-68889.html

http://www.mathworks.com/videos/introduction-to-stateflow-81549.html

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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 Stateflow webinar tutorial here

Matlab Stateflow webinar tutorial here

This will be useful that cannot really program but still want to code generate to C++ or C

http://www.mathworks.com/videos/introduction-to-stateflow-81549.html

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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 webinar: Introduction to Stateflow

Matlab webinar: Introduction to Stateflow

This is very useful for you newbies, esp demoing what this tool does

http://www.mathworks.com/videos/introduction-to-stateflow-81549.html

Note when creating input/output symbols in Stateflow chart, you need to ‘Parse Chart’ as in

http://www.mathworks.com/help/stateflow/ug/resolving-event-data-and-function-symbols-in-stateflow-action-language.html

You could also use Chart ->Add  Inputs and Outputs

Also, if you create Chart-> Add Pattern in chart (for loop or decision if/else)

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Youtube video on How to Use Matlab Simulink Stateflow for unique quant trading with c++ or FPGA for HFT

Youtube video n Use Matlab Simulink Stateflow for unique quant trading with c++ or FPGA for HFT

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TONITE: Webinar of MATLAB Simulink model and Stateflow chart for trading with generation to C C++ HDL for HFT with FPGA deployment

TONITE: Webinar of MATLAB Simulink model and Stateflow chart for trading with generation to C C++ HDL for HFT with FPGA deployment

HI there

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This is an important milestone for me at QuantLabs.net. Anyone interested would be encouraged to join this online event:

This occurs TONITE on Monday May 13 at 7PM Eastern Standard Time

Topics include:

1. Sample trading model presented within Simulink with historical market data capture

2. Data flow of Stateflow visual chart for trading signal generation

3. Various techniques for C and C++ code generation walkthrough

4. Potential walkthrough of HDL or Verilog for FPGA deployment using Vertex or Xilinx boards. This is the ultra lowest latency option for those interested in HFT deployment

5. Question and answer period

Get more info here:

Get access here

Thanks Brya

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!

Webinar of MATLAB Simulink model and Stateflow chart for trading with generation to C C++ HDL for HFT with FPGA deployment

Webinar of MATLAB Simulink model and Stateflow chart for trading with generation to C C++ HDL for HFT with FPGA deployment

This occurs Monday May 13 at 7PM Eastern Standard Time

Topics include:

1. Sample trading model presented within Simulink with historical market data capture

2. Data flow of Stateflow visual chart for trading signal generation

3. Various techniques for C and C++ code generation walkthrough

4. Potential walkthrough of HDL or Verilog for FPGA deployment using Vertex or Xilinx boards. This is the ultra lowest latency option for those interested in HFT deployment

5. Question and answer period

This is EXCLUSIVELY for my QuantLabs.net Premium Members. Get access here.

Want more info? Join my FREE newsletter

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!