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Automated Trading System Development with MATLAB

Version 1.0 (5.04 MB) by Stuart Kozola
How to Build an Event-based Automated Trading System in MATLAB
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Updated 26 Aug 2015

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Files used in the webinar - Automated Trading System Development with MATLAB broadcast on August 20, 2015. This webinar can be viewed at http://www.mathworks.com/videos/search.html?q=automated+trading
Specific topics include:

* Data gathering options, including daily historic, intraday, and real-time data
* Model building and prototyping in MATLAB
* Back testing, walk forward testing, and calibrating a model
* Event handling in MATLAB (Streaming data)

It is recommended that you watch the webinar to see the "live" system running.

Cite As

Stuart Kozola (2023). Automated Trading System Development with MATLAB (https://www.mathworks.com/matlabcentral/fileexchange/52588-automated-trading-system-development-with-matlab), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Automated Trading with MATLAB - 2012

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AutomatedTradingSystemDev/Agents/

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AutomatedTradingSystemDev/MarketMaker/

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Version Published Release Notes
1.0