..but build a primitive, stylized automated trading system operated by a fixed-rate timer and handling retrieval, storage and analysis of data; a 'strategy' guides rebalancing the portfolio at each iteration, and basic output is displayed in a front-end GUI.
The code may help one think about the technical requirements that a real trading system has to meet. It may also be retooled for one's own data-retrieval-storage-and-dynamic-GUI-display exercise. (An OOP re-design would be a clear improvement).
PS. The 'strategy', of long-short variety, focuses on choosing, at each timer-triggered 'epoch', five stocks with the largest (simulated) next-period return, and five with lowest. Choice is driven by simple interpolation, with a moving average calculated for individual return series. Epochs 1-3 are used for 'training', i.e. to get the initial averages.
Citation pour cette source
Dimitri Shvorob (2024). A baby trading system (https://www.mathworks.com/matlabcentral/fileexchange/18836-a-baby-trading-system), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
tradebot/
Version | Publié le | Notes de version | |
---|---|---|---|
1.0.0.0 | BSD |