EricYeung-优快云博客

原创 matlab code snippet #3

%%% bloomberg: intraday tickVALUE_TRADE=1;VALUE_BESTBID=31;VALUE_BESTASK=32;c=bloomberg;% value_type,timestamp,price,sizeraw=fetch(c,'NIX1 Index', 'TIMESERIES','11/15/2011');I =

2011-11-17 17:17:22 976

原创 C# frequently use code snippet

// popup message modeless dialog static void PopUpMsg(string msg) { TextBox editBox = new TextBox(); editBox.ReadOnly = true; editBox.Multiline = tr

2011-10-27 21:16:00 715

原创 Network Interceptor

using System;using System.Collections.Generic;using System.Linq;using System.Text;using System.Net;using System.Net.Sockets;namespace

2011-10-11 22:49:10 697

原创 C# concise asynchronous TcpClient

using System;using System.Collections.Generic;using System.Linq;using System.Text;using System.Net.Sockets;using System.Diagnostics;n

2011-10-03 15:35:15 689

原创 C# asynchronous TcpListener

MyConnection.csusing System;using System.Collections.Generic;using System.Linq;using System.Text;using System.Net.Sockets;using Syste

2011-10-02 15:40:04 1098

原创 LINQ join and CSV read/write

class Customer { public int ID { get; set; } public string Name { get; set; } } class Order { publ

2011-09-30 18:35:42 831

原创 Linq in action notes (5 lang features required for LINQ)

using System;using System.Collections.Generic;using System.Linq;using System.Text;namespace LinqInAction{ class ProcessData {

2011-09-29 22:34:41 544

原创 Frequently used code snippet

/////////////////////////////////////////////// define c++ class properties/////////////////////////////////////////////#define CLAS

2011-09-26 14:24:40 523

原创 Matlab tips 2

%% plot multi curve shared with same date list in X axisccylist={'USDEUR Curncy', 'USDJPY Curncy', 'USDCAD Curncy', 'USDCHF Curncy', 'USDG

2011-07-29 11:07:32 852

原创 EMA & MACD calculation

function [result] = myema(data, period)count=size(data,1);if(period count) error('Period element count.\n');end;result=nan(count,1);sf=

2011-07-16 13:10:55 924

原创 Covariance Matrix

Excel x y mean(x) mean(y) XA:x-mean(x) YA:y-mean(y) XA*YA sum(XA*YA) COV:sum(XA*YA)/(COUNT-1) 4 2 4.1 2.08 -0.1 -0.0

2011-07-14 14:12:51 711

原创 calculate standard deviation single pass

var=sum((X(i)-mean)^2)/(N-1)sum((X(i)-mean)^2)=sum(X(i)^2 - 2*X(i)*mean + mean^2)=sum(X(i)^2) - 2*sum(X(i))*mean + N*mean^2because sum(X(i)) = N*mean, so we get=sum(X(i)^2) - 2*N*mea

2011-06-04 09:43:00 820

A([1 2 3]) % [] as a set of subscriptsx=[1 2 3] % [] as vertcatx=[1;2;3] % [] as horzcat1) define variablex=52) list all variableswho/whos3) clear all variablesclear4) size() function5)What does y(:,1

2011-06-03 18:17:00 1414