A baby trading system

(No, we don't trade babies!)
3.6K Downloads
Updated 4 Apr 2016

View License

..but build a primitive, stylized automated trading system operated by a fixed-rate timer and handling retrieval, storage and analysis of data; a 'strategy' guides rebalancing the portfolio at each iteration, and basic output is displayed in a front-end GUI.
The code may help one think about the technical requirements that a real trading system has to meet. It may also be retooled for one's own data-retrieval-storage-and-dynamic-GUI-display exercise. (An OOP re-design would be a clear improvement).

PS. The 'strategy', of long-short variety, focuses on choosing, at each timer-triggered 'epoch', five stocks with the largest (simulated) next-period return, and five with lowest. Choice is driven by simple interpolation, with a moving average calculated for individual return series. Epochs 1-3 are used for 'training', i.e. to get the initial averages.

Cite As

Dimitri Shvorob (2024). A baby trading system (https://www.mathworks.com/matlabcentral/fileexchange/18836-a-baby-trading-system), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Data Analytics in Help Center and MATLAB Answers

Community Treasure Hunt

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

Start Hunting!

tradebot/

Version Published Release Notes
1.0.0.0

BSD