High-performance package for SemiDefinite Programs The software SDPA (SemiDefinite Programming Algorithm) is one of the most efficient and stable software packages for solving SDPs based on the primal-dual interior-point method.
An application and C++ reusable object oriented framwork to load data and remove outliers using default or custom algorithsm. This framwork will greatly speed up the development of analysis of data with outliers. originally intended for use in finance.
Roll model for trading strategy to C++ or FPGA via Matlab tools
To start: Use the PDF No comments or further support will be provided once my workflow goal is complete. See below for these workflow details. Rationale of this project: There will be more wrong than right in this project as it is strictly for learning to reverse engineer a real world research paper from the banking industry. This is not to include items like charting or trading execution. I am not interested in the performance of this strategy either. As a result, I keep critics, haters, and trolls at bay. This is just to keep this process transparent no different than using an open source software project model. I just hope people will contribute to make this project/process better and even correct. If you fork this, please let me know so I can further learn from your work. Why Matlab? As a result, I am trying to 'rapidly' generate an algorithm with Mupad, generate custom M scripts, and implement into a systematic model with Simulink and Stateflow tools.
A handle graphics package for Octave, the Free alternative to matlab. OctPlot provides quality postscript(TM) and screen graphics.