Algorithmic Trading with MATLAB - 2009 update
Updated 1 Sep 2016
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:
Nearest Neighbour model
Trailing stop-loss code
an illustration of Takens Theorem
Also included are Simulink models showing:
Moving Average crossover model
Simple tracking of the FTSE 100 - intro to basket trading
A bollinger band model using Stateflow
A simple market making system based on a paper by Sanmay Das
Ameya Deoras (2023). Algorithmic Trading with MATLAB - 2009 update (https://www.mathworks.com/matlabcentral/fileexchange/24320-algorithmic-trading-with-matlab-2009-update), MATLAB Central File Exchange. Retrieved .
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