Skip to content
MathWorks - Mobile View
  • Sign In to Your MathWorks AccountSe connecter
  • Access your MathWorks Account
    • Mon compte
    • Mon profil
    • Mes licences
    • Se déconnecter
  • Produits
  • Solutions
  • Le monde académique
  • Support
  • Communauté
  • Événements
  • Obtenir MATLAB
MathWorks
  • Produits
  • Solutions
  • Le monde académique
  • Support
  • Communauté
  • Événements
  • Obtenir MATLAB
  • Sign In to Your MathWorks AccountSe connecter
  • Access your MathWorks Account
    • Mon compte
    • Mon profil
    • Mes licences
    • Se déconnecter

Vidéos et webinars

  • MathWorks
  • Vidéos
  • Vidéos
  • Recherche
  • Vidéos
  • Recherche
  • Contacter l'équipe commerciale
  • Version d'essai
24:29 Video length is 24:29.
  • Description
  • Related Resources

Trend-Following in Financial Markets Using MATLAB

Andreas Bernsel, Lynx Asset Management

The assets under management in trend-following strategies in futures markets have grown by more than 50% since 2008. Key benefits of these alternative investment strategies are returns with low correlation to a traditional long-only portfolio of stocks and bonds, and an ability to generate profits during turbulent periods and equity crises. In this talk, we look at why price trends occur, discuss some of the basic concepts behind trend-following investment strategies, and outline how diversification across markets improves the overall portfolio performance. We see how MATLAB® is used in research, data management, back-testing, and production at Lynx, one of the 10 largest managed futures funds globally. We also see how the algorithms are back-tested in parallel on an in-house cluster and later put into production as .NET components.

Recorded: 22 May 2014

Related Products

  • MATLAB

Bridging Wireless Communications Design and Testing with MATLAB

Read white paper

Feedback

Featured Product

MATLAB

  • Request Trial
  • Get Pricing

Up Next:

32:56
Financial Model Validation Using MATLAB

Related Videos:

39:20
Visualising Financial Data in MATLAB
39:07
MATLAB Meets MINDSTORMS: How to Control LEGO NXT Robots...
10:24
Integrating MATLAB and C/C++, Part 3: Using C/C++ Code with...
3:38
Using MATLAB and Arduino to Acquire Analog Signals

View more related videos

MathWorks - Domain Selector

Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

  • Switzerland (English)
  • Switzerland (Deutsch)
  • Switzerland (Français)
  • 中国 (简体中文)
  • 中国 (English)

You can also select a web site from the following list:

How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

Americas

  • América Latina (Español)
  • Canada (English)
  • United States (English)

Europe

  • Belgium (English)
  • Denmark (English)
  • Deutschland (Deutsch)
  • España (Español)
  • Finland (English)
  • France (Français)
  • Ireland (English)
  • Italia (Italiano)
  • Luxembourg (English)
  • Netherlands (English)
  • Norway (English)
  • Österreich (Deutsch)
  • Portugal (English)
  • Sweden (English)
  • Switzerland
    • Deutsch
    • English
    • Français
  • United Kingdom (English)

Asia Pacific

  • Australia (English)
  • India (English)
  • New Zealand (English)
  • 中国
    • 简体中文Chinese
    • English
  • 日本Japanese (日本語)
  • 한국Korean (한국어)

Contact your local office

  • Contacter l'équipe commerciale
  • Version d'essai

MathWorks

Accelerating the pace of engineering and science

MathWorks est le leader mondial des logiciels de calcul mathématique pour les ingénieurs et les scientifiques.

Découvrir…

Découvrir les produits

  • MATLAB
  • Simulink
  • Version étudiante
  • Support Hardware
  • File Exchange

Essayer ou acheter

  • Téléchargements
  • Version d'essai
  • Contacter un commercial
  • Tarifs et licences
  • Comment acheter

Se former

  • Documentation
  • Tutoriels
  • Exemples
  • Vidéos et webinars
  • Formation

Obtenir de l'aide

  • Aide à l'installation
  • MATLAB Answers
  • Services de consulting
  • Centre de gestion des licences
  • Contacter le support technique

La société

  • Offres d'emploi
  • Actualités
  • Mission sociale
  • Témoignages clients
  • La société
  • Select a Web Site United States
  • Trust Center
  • Marques déposées
  • Charte de confidentialité
  • Lutte anti-piratage
  • État des applications

© 1994-2022 The MathWorks, Inc.

  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
  • RSS

Rejoignez la conversation