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matlab code snippet #3

%%% bloomberg: intraday tick VALUE_TRADE=1; VALUE_BESTBID=31; VALUE_BESTASK=32; c=bloomberg; % value_type,timestamp,price,size raw=fetc...

2011-11-17 17:17:22

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C# frequently use code snippet

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

2011-10-27 21:16:00

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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

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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

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C# asynchronous TcpListener

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

2011-10-02 15:40:04

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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

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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

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Frequently used code snippet

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

2011-09-26 14:24:40

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Matlab tips 2

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

2011-07-29 11:07:32

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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

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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

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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...

2011-06-04 09:43:00

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Matlab useful tips

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 al...

2011-06-03 18:17:00

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Concurrent list with condition variable

Concurrent list with condition variable

2011-04-29 12:07:00

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VC2010 lambda sample

VC2010 lambda sample

2011-04-27 16:23:00

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ptrmap (std::map extension to store pinter)

ptrmap (std::map extension to store pinter)

2011-04-21 16:49:00

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asio-MFC integration

asio-MFC integration

2011-03-09 16:19:00

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figure out windows message queue size

figure out windows message queue size

2011-03-09 14:05:00

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CareerCup.Cracking.the.Technical.Interview summaries

CareerCup.Cracking.the.Technical.Interview summaries

2011-03-09 14:04:00

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C++ debug tips

C++ debug tips

2011-03-03 21:18:00

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