Algorithmic Trading with MATLAB - 2009 update
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:
MARISA
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
Citation pour cette source
Ameya Deoras (2024). Algorithmic Trading with MATLAB - 2009 update (https://www.mathworks.com/matlabcentral/fileexchange/24320-algorithmic-trading-with-matlab-2009-update), 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.
Version | Publié le | Notes de version | |
---|---|---|---|
1.0.0.1 | Updated license |
||
1.0.0.0 |