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