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Algorithmic Trading with Bloomberg EMSX and MATLAB

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Algorithmic Trading with Bloomberg EMSX and MATLAB

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Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php

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Description

Demo files from the OPTI-NUM solutions webinar - Algorithmic Trading with Bloomberg EMSX and MATLAB.

The main demo files are:
BloombergSimpleExamples.m
MovingAverageTradingRule_BloombergEMSX_intraday.m
MovingAverageTradingRule_BloombergEMSX_liveSystem.m

In this 18 minute video, an Applications Engineer from OPTI-NUM solutions will show you how MATLAB can be used for Algorithmic Trading and demonstrate the Trading Toolbox, which can be used to execute trades in real time directly from MATLAB through Bloomberg EMSX.

The webinar describes the workflow involved in developing, backtesting and executing a trading strategy, and features a live example of a trading algorithm being implemented in Bloomberg EMSX’s test environment.

The webinar can be viewed at http://www.optinum.co.za/webinars/contact_main.php

Acknowledgements

Algorithmic Trading With Matlab 2010 and Automated Trading With Matlab 2012 inspired this file.

Required Products Financial Toolbox
Global Optimization Toolbox
Optimization Toolbox
Parallel Computing Toolbox
Statistics Toolbox
MATLAB
Trading Toolbox
MATLAB release MATLAB 8.2 (R2013b)
Other requirements Bloomberg EMSX Desktop API
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Comments and Ratings (2)
14 Jan 2014 Terrence Kim

Great demo!

14 Jan 2014 Terrence Kim  

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