Backtesting Trading Strategies in Just 8 Lines of Code - MATLAB
Video Player is loading.
Current Time 0:00
Duration 4:13
Loaded: 11.08%
Stream Type LIVE
Remaining Time 4:13
 
1x
  • Chapters
  • descriptions off, selected
  • captions off, selected
      Video length is 4:13

      Backtesting Trading Strategies in Just 8 Lines of Code

      Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just eight lines of code.

      This includes: 

      • Data preparation 
      • Trading signal generation 
      • Calculation of portfolio returns, Sharp ratio, and maximum drawdown 
      • Equity curve plotting 

      In fact, there are a lot of things you can do in MATLAB. For example, you can:

      • Use Datafeed Toolbox to download market data directly from various data providers 
      • Generate trading signal using Econometrics Toolbox or Statistics and Machine Learning Toolbox
      • Automatically execute your strategies by using Datafeed Toolbox

      Published: 12 Jul 2017

      Related Products

      Learn More

      View more related videos