Several algorithmic trading strategies on the stock ticker SPY
This program replicates the trading strategy results within Oddmund Grotte's blog quantifiedstrategies.com.
I replicate the strategies that are based off of the SPY exchange traded fund and aggregate the results. There are 11 strategies in total. A link to each strategy is provided right before the function call.
The code first pulls in the most recent 10 years of SPY data from yahoo finance, it then performs a backtest on each strategy.
Cite As
Moeti Ncube (2024). Several algorithmic trading strategies on the stock ticker SPY (https://www.mathworks.com/matlabcentral/fileexchange/56146-several-algorithmic-trading-strategies-on-the-stock-ticker-spy), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox >
- Computational Finance > Datafeed Toolbox > Financial Data > Transaction Cost Analysis >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
quantified_strategies/
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |