AutomatedTrading.pdf

AutomatedTrading.ppsx

CalibrateModels.m

Charts

......\indicatorChartALL.m

......\indicatorChartMA.m

......\indicatorChartWPR.m

......\isoplot.m

......\pairsChart.m

......\ruleChartALL.m

......\ruleChartMA.m

......\sweepPlotMA.m

Data

....\brent_1D.xlsx

....\brent_1D_backtest.xlsx

....\dsample.m

....\generateSpacedInts.m

....\getMinuteDataFromDB.m

....\oilData.mat

Demo1_Intro.m

Demo2_MA_Rule.m

Demo3_Intraday.m

Demo4_Rule_Selection.m

Demo5_Pairs_Trading.m

Demo6a_TTPriceUpdateExample.m

Demo6b_TTPriceUpdateDepthExample.m

Demo6c_TTOrderSubmitExample.m

Demo7a_helloWorldNET.m

Demo7b_QuickFIXExample.m

Models

......\leadlag.m

......\leadlagFun.m

......\pairs.m

......\pairsFun.m

......\parameterSweep.m

......\rsi.m

......\rsiFun.m

......\wpr.m

......\wprFun.m

TradingSystem

.............\banzai.cfg

.............\BRENT

.............\config_file_brent.txt

.............\createMSMQ.m

.............\generateTradeSignal.m

.............\helloWorldNET.m

.............\orderHistory.xlsm

.............\plotTrades.m

.............\productionParams.mat

.............\runTradingAlgo.m

.............\sendOrder.m

.............\sendOrderQuickFIX.m

.............\sendOrderXT.m

.............\startBanzai.m

.............\tradingSystem.m

banzai.cfg

gaFiles

.......\crossover.m

.......\fitness.m

.......\initializePopulation.m

.......\locateConnectors.m

.......\mutation.m

.......\plotRules.m

.......\tradeSignal.m

.......\validRule.m

html

....\CalibrateModels.html

....\CalibrateModels.png

....\CalibrateModels_01.png

....\CalibrateModels_02.png

....\CalibrateModels_03.png

....\CalibrateModels_04.png

....\Demo1_Intro.html

....\Demo1_Intro.png

....\Demo1_Intro_01.png

....\Demo1_Intro_02.png

....\Demo2_MA_Rule.html

....\Demo2_MA_Rule.png

....\Demo2_MA_Rule_01.png

....\Demo2_MA_Rule_02.png

....\Demo2_MA_Rule_03.png

....\Demo2_MA_Rule_04.png

....\Demo2_MA_Rule_05.png

....\Demo2_MA_Rule_06.png

....\Demo3_Intraday.html

....\Demo3_Intraday.png

....\Demo3_Intraday_01.png

....\Demo3_Intraday_02.png

....\Demo4_Rule_Selection.html

....\Demo4_Rule_Selection.png

....\Demo4_Rule_Selection_01.png

....\Demo4_Rule_Selection_02.png

....\Demo4_Rule_Selection_03.png

....\Demo4_Rule_Selection_04.png

....\Demo4_Rule_Selection_05.png

....\Demo4_Rule_Selection_06.png

....\Demo4_Rule_Selection_07.png

....\Demo5_Pairs_Trading.html

....\Demo5_Pairs_Trading.png

....\Demo5_Pairs_Trading_01.png