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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.
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.