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The collection of MATLAB compatible routines for Mechanical Trading Systems. Released ta-lib - MATLAB MEX API to www.ta-lib.org . Related projects: http://sourceforge.net/projects/wlmllink and http://sourceforge.net/projects/algotrade.14 weekly downloads
A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.22 weekly downloads