AlgoTrading2010
所属分类：人工智能/神经网络/深度学习
开发工具：matlab
文件大小：1919KB
下载次数：429
上传日期：2012-04-25 16:41:37
上 传 者：
lukeqi
说明： matlab 高频算法交易实现, 附有详细说明文档，包括从基础的均线到高级的遗传算法在内的实现，非常实用
(matlab frequency algorithmic trading, with detailed documentation, including moving average based on advanced genetic algorithm, including the realization of very practical)
文件列表:
AlgoTrading2010 (0, 2010-11-23)
AlgoTrading2010\AlgoTradingDemo1.m (6035, 2010-11-23)
AlgoTrading2010\AlgoTradingDemo2.m (3931, 2010-11-23)
AlgoTrading2010\AlgoTradingDemo3.m (4209, 2010-11-23)
AlgoTrading2010\AlgoTradingDemo4.m (4458, 2010-11-23)
AlgoTrading2010\AlgoTradingDemo5.m (2455, 2010-11-23)
AlgoTrading2010\bund1min.mat (1285619, 2010-11-23)
AlgoTrading2010\BundDaily.xls (67072, 2010-11-23)
AlgoTrading2010\gaFiles (0, 2010-11-23)
AlgoTrading2010\gaFiles\crossover.m (3237, 2010-11-23)
AlgoTrading2010\gaFiles\fitness.m (437, 2010-11-23)
AlgoTrading2010\gaFiles\initializePopulation.m (3800, 2010-11-23)
AlgoTrading2010\gaFiles\locateConnectors.m (1165, 2010-11-23)
AlgoTrading2010\gaFiles\mutation.m (1863, 2010-11-23)
AlgoTrading2010\gaFiles\plotRules.m (286, 2010-11-23)
AlgoTrading2010\gaFiles\tradeSignal.m (1964, 2010-11-23)
AlgoTrading2010\gaFiles\validRule.m (1212, 2010-11-23)
AlgoTrading2010\html (0, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1.html (19413, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1.png (5026, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_01.png (10295, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_02.png (10708, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_03.png (11054, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_04.png (10432, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_05.png (59217, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_06.png (11070, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_07.png (10027, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_08.png (56120, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_09.png (10000, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_10.png (10201, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_11.png (76768, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_12.png (10907, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo1_13.png (11647, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2.html (12217, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2.png (4355, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2_01.png (5339, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2_02.png (7028, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2_03.png (8999, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2_04.png (8125, 2010-11-23)
AlgoTrading2010\html\AlgoTradingDemo2_05.png (8738, 2010-11-23)
... ...
%% README.m
% DISCLAIMER: THE SAMPLE FILES ENCLOSED IN THIS DOWNLOAD ARE FOR
% ILLUSTRATION PURPOSES ONLY. USE THE INFORMATION CONTAINED IN THIS
% DOWNLOAD AT YOUR OWN RISK.
%
% Copyright 2010, The MathWorks, Inc.
% All rights reserved.
%% General information
% The files contained in this dowload were used in the webinar titled:
% _Algorithmic Trading with MATLAB Products for Financial Applications_
% that originally aired on November 18, 2010. You can watch an archived
% version of this webinar from http://www.mathworks.com/webinars and look
% for the title webinar. It is recomended you watch this webinar as you
% walk through the code.
%% What you need to run these files
% These files were developed and tested on R2010b. The products need to
% run all of the files are:
%
% * MATLAB
% * Statistics Toolbox
% * Optimization Toolbox
% * Global Optimization Toolbox
% * Financial Toolbox
% * Real-Time Workshop (and Simulink)
license('inuse')
%% What's NOT included in this download
% Files generated from
such as
% the moving average MEX file and all files generated using the emlc
% command (the C-Code source files). You will need Real-Time Workshop to
% generate these files.
%
% Also not inlcuded is the powerpoint slides. You can find these on the
% registration page for the webinar.
%% Demos
%
% * Demo 1: Moving averages (, )
% * Demo 2: RSI and moving average (,
% * Demo 3: Evolutionary learning (,
% * Demo 4: Adding Williams %R to the mix (,
% * Demo 5: Profiling and C-Code generation (,
dir('Algo*')
%% Published files
% HTML formated versions with results for each demo can be found in the
% _html_ folder.
dir('html\*.html')
%% MATLAB Code
% Listing of the MATLAB code files. You can open this files in the editor
% and step through them using cell mode.
dir('*.m')
%%
% and the genetic programming files
dir('gaFiles\')
%% Data files
% The data files (daily and 1 minute)
dir('Bund*')
%%
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