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Matlab Finance Code

Algorithmic Trading with MATLAB

These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons. Included are:

MARISA

Nearest Neighbour model

Trailing stop-loss code

an illustration of Takens Theorem

Algorithmic Trading with MATLAB

Files used in the webinar – Algorithmic Trading with MATLAB Products for Financial Applications broadcast on November 18, 2010. This webinar can be viewed at http://www.mathworks.com/wbnr52491.

The download includes an additional demo, not shown in the webinar, that shows how to generate C-code from MATLAB.

Algorithmic Trading with Bloomberg EMSX and MATLAB

Demo files from the OPTI-NUM solutions webinar – Algorithmic Trading with Bloomberg EMSX and MATLAB.

The main demo files are: BloombergSimpleExamples.m
MovingAverageTradingRule_BloombergEMSX_intraday.m
MovingAverageTradingRule_BloombergEMSX_liveSystem.m

In this 18 minute video, an Applications Engineer from OPTI-NUM solutions will show you how MATLAB can be used for Algorithmic Trading and demonstrate the Trading Toolbox, which can be used to execute trades in real time directly from MATLAB through Bloomberg EMSX.

The webinar describes the workflow involved in developing, backtesting and executing a trading strategy, and features a live example of a trading algorithm being implemented in Bloomberg EMSX’s test environment.

The webinar can be viewed at http://www.optinum.co.za/webinars/contact_main.php

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