Backtesting Trading Strategies in Just 8 Lines of Code

Version 1.0.0.2 (17,3 ko) par MathWorks Quant Team
This demo will show how to perform a strategy backtesting in just 8 lines of code.
4.6
(8)
1,3K téléchargements
Mise à jour 19 déc. 2023

Afficher la licence

Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a backtesting strategy in just 8 lines of code. This includes:
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharpe 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™
The video can be found here https://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

Citation pour cette source

MathWorks Quant Team (2024). Backtesting Trading Strategies in Just 8 Lines of Code (https://www.mathworks.com/matlabcentral/fileexchange/63333-backtesting-trading-strategies-in-just-8-lines-of-code), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2023a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
1.0.0.2

fixed typos
1.0.0.1

Updated Trading Toolbox to Datafeed Toolbox
1.0.0.0

Add video link in description