AutomatedTrading.pdf
AutomatedTrading.ppsx
CalibrateModels.m
Charts/
Charts/indicatorChartALL.m
Charts/indicatorChartMA.m
Charts/indicatorChartWPR.m
Charts/isoplot.m
Charts/pairsChart.m
Charts/ruleChartALL.m
Charts/ruleChartMA.m
Charts/sweepPlotMA.m
Data/
Data/brent_1D.xlsx
Data/brent_1D_backtest.xlsx
Data/dsample.m
Data/generateSpacedInts.m
Data/getMinuteDataFromDB.m
Data/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/
Models/leadlag.m
Models/leadlagFun.m
Models/pairs.m
Models/pairsFun.m
Models/parameterSweep.m
Models/rsi.m
Models/rsiFun.m
Models/wpr.m
Models/wprFun.m
TradingSystem/
TradingSystem/banzai.cfg
TradingSystem/BRENT
TradingSystem/config_file_brent.txt
TradingSystem/createMSMQ.m
TradingSystem/generateTradeSignal.m
TradingSystem/helloWorldNET.m
TradingSystem/orderHistory.xlsm
TradingSystem/plotTrades.m
TradingSystem/productionParams.mat
TradingSystem/runTradingAlgo.m
TradingSystem/sendOrder.m
TradingSystem/sendOrderQuickFIX.m
TradingSystem/sendOrderXT.m
TradingSystem/startBanzai.m
TradingSystem/tradingSystem.m
banzai.cfg
gaFiles/
gaFiles/crossover.m
gaFiles/fitness.m
gaFiles/initializePopulation.m
gaFiles/locateConnectors.m
gaFiles/mutation.m
gaFiles/plotRules.m
gaFiles/tradeSignal.m
gaFiles/validRule.m
html/
html/CalibrateModels.html
html/CalibrateModels.png
html/CalibrateModels_01.png
html/CalibrateModels_02.png
html/CalibrateModels_03.png
html/CalibrateModels_04.png
html/Demo1_Intro.html
html/Demo1_Intro.png
html/Demo1_Intro_01.png
html/Demo1_Intro_02.png
html/Demo2_MA_Rule.html
html/Demo2_MA_Rule.png
html/Demo2_MA_Rule_01.png
html/Demo2_MA_Rule_02.png
html/Demo2_MA_Rule_03.png
html/Demo2_MA_Rule_04.png
html/Demo2_MA_Rule_05.png
html/Demo2_MA_Rule_06.png
html/Demo3_Intraday.html
html/Demo3_Intraday.png
html/Demo3_Intraday_01.png
html/Demo3_Intraday_02.png
html/Demo4_Rule_Selection.html
html/Demo4_Rule_Selection.png
html/Demo4_Rule_Selection_01.png
html/Demo4_Rule_Selection_02.png
html/Demo4_Rule_Selection_03.png
html/Demo4_Rule_Selection_04.png
html/Demo4_Rule_Selection_05.png
html/Demo4_Rule_Selection_06.png
html/Demo4_Rule_Selection_07.png
html/Demo5_Pairs_Trading.html
html/Demo5_Pairs_Trading.png
html/Demo5_Pairs_Trading_01.png
html/Demo5_Pairs_Trading_02.png
html/Demo5_Pairs_Trading_03.png
html/Demo6a_TTPriceUpdateExample.html
html/Demo6b_TTPriceUpdateDepthExample.html
html/Demo6b_TTPriceUpdateDepthExample.png
html/Demo6b_TTPriceUpdateDepthExample_01.png
html/Demo6b_TTPriceUpdateDepthExample_02.png
html/Demo6b_TTPriceUpdateDepthExample_03.png
html/Demo6c_TTOrderSubmitExample.html
html/Demo7a_helloWorldNET.html
html/Demo7b_QuickFIXExample.html
license.txt
readMe.pdf