Code covered by the BSD License  

Highlights from
Realtime trading with Matlab presentation files

Be the first to rate this file! 27 Downloads (last 30 days) File Size: 911 KB File ID: #42093
image thumbnail

Realtime trading with Matlab presentation files

by

 

05 Jun 2013 (Updated )

Realtime trading demo & presentation, presented at NYC Computational Finance Conference 23 May 2013

| Watch this File

File Information
Description

These are the files used for my presentation "Realtime Trading with MATLAB", at the MATLAB Computational Finance Conference in New York on May 23, 2013, and updated for the MATLAB Computational Finance Virtual Conference on September 19, 2013.

This presentation demonstrates an end-to-end demo trading system in Matlab, highlighting its potential as a platform of choice. Interactive Brokers is used to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market.

The presentation explains why InteractiveBrokers (IB) is an excellent choice for algo-traders, and describes various methods by which MATLAB can connect to IB.

The presentation also discusses a skeleton trading platform implementation in Matlab. A simple variant of such a system is included here (with source code) as the trading demo.

The demo's user interface showcases the hidden visualization and interactivity potential of Matlab for tracking order executions and charting financial time-series in real time.

See description in http://UndocumentedMatlab.com/ib-matlab/real-time-trading-system-demo/

Video recording: http://www.youtube.com/watch?v=e4bdKcFl4GA

This FEX submission includes:
  * presentation slides (PDF)
  * demo screenshot
  * tradingDemo.m - main demo application
  * uisplitpane.m - this is FEX utility 23073 (see link below)
  * findjobj.m - this is FEX utility 14317 (see link below)
  * a couple of logo images

Note: This submission does NOT include the IB-Matlab connector that is required to run the demo - you can get this connector at http://UndocumentedMatlab.com/IB-Matlab

Readers/users are welcome to contact me for additional details/explanations: altmany (at) gmail (dot) com

Acknowledgements

Find J Obj Find Java Handles Of Matlab Graphic Objects and Ui Split Pane Split A Container (Figure/Frame/Uipanel) Into Two Resizable Sub Containers inspired this file.

Required Products MATLAB
MATLAB release MATLAB 8.1 (R2013a)
Other requirements IB-Matlab product - http://undocumentedmatlab.com/ib-matlab/
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Updates
03 Oct 2013

Updated files from the MATLAB Computational Finance Virtual Conference on September 19, 2013

Contact us