Automated Trading System Development with MATLAB
Version 1.1 (5.78 MB) by
MathWorks Quant Team
How to Build an Event-based Automated Trading System in MATLAB
Files used in the webinar - Automated Trading System Development with MATLAB broadcast on August 20, 2015. This webinar can be viewed at http://www.mathworks.com/videos/search.html?q=automated+trading
Specific topics include:
* Data gathering options, including daily historic, intraday, and real-time data
* Model building and prototyping in MATLAB
* Back testing, walk forward testing, and calibrating a model
* Event handling in MATLAB (Streaming data)
It is recommended that you watch the webinar to see the "live" system running.
Cite As
MathWorks Quant Team (2024). Automated Trading System Development with MATLAB (https://www.mathworks.com/matlabcentral/fileexchange/52588-automated-trading-system-development-with-matlab), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2015a
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox >
- Computational Finance > Datafeed Toolbox > Financial Data > Transaction Cost Analysis >
Find more on Financial Toolbox in Help Center and MATLAB Answers
Tags
Acknowledgements
Inspired by: Automated Trading with MATLAB - 2012
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AutomatedTradingSystemDev
AutomatedTradingSystemDev/Agents
AutomatedTradingSystemDev/Charts
AutomatedTradingSystemDev/Models
AutomatedTradingSystemDev/MarketMaker
AutomatedTradingSystemDev
Version | Published | Release Notes | |
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1.1 | Removed Trading Toolbox from list of Required MathWorks Products |
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1.0 |
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