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updated 29 days ago

Algorithmic Trading | Walk-Forward Analysis Toolbox - WFAToolbox by WFAToolbox Team

MATLABĀ® App for Advanced Algorithmic Trading Strategies Development in Minutes, not Months. (algo, algorithmic trading, analysis)

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updated 1 month ago

PortfolioEffect HFT - High Frequency Trading Toolbox by Aleksey Zemnitskiy

PortfolioEffect MATLAB interface for intraday portfolio analytics with high frequency market data (risk, risk management, portfolio)

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updated 3 months ago

Automated Trading System Development with MATLAB by Stuart Kozola

Stuart Kozola (view profile)

How to Build an Event-based Automated Trading System in MATLAB (automated trading, algorithmic trading, finance)

Automated Trading System Development with MATLAB®

Create a Simple Data Feed Replay Object

Example Bayesian Market Maker

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updated 10 months ago

Rotman Trader Toolbox by Stuart Kozola

Stuart Kozola (view profile)

Rotman Trader Toolbox provides functionality for connecting MATLAB(R) to Rotman Interactive Trader (trading, rotman, finance)

MATLAB File Help: RTDConnector

MATLAB File Help: rotmanTrader

Rotman Trader Toolbox

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updated 10 months ago

FQuantToolBox V1.3[NoHistData] byLY_faruto by faruto

faruto (view profile)

FQuantToolBox: A Data and Backtesting Quant Tool Box based on MATLAB by faruto. (quant, stock, trade)




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updated 1 year ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola (view profile)

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated 2 years ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox Team

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)


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updated 2 years ago

Realtime trading with Matlab presentation files by Yair Altman

Yair Altman (view profile)

Realtime trading demo & presentation, presented at NYC Computational Finance Conference 23 May 2013 (finance, gui, data import)




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updated 2 years ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

Commodities Trading with MATLAB - Backtesting with varyin...

Commodities Trading with MATLAB - Catch-up strategy acros...

Commodities Trading with MATLAB - Cross Sectional Momentum

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updated 2 years ago

Previous Working Day by Jennifer GALPERIN

Retrieves the previous working day for a given date and holiday schedule. (trading, options, dates)

previousWorkday( hDate,holidaySchedule )

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updated 2 years ago

Options Expiration Friday Date Calculator by Jennifer GALPERIN

Calculates the date in a given month that options will expire (Friday). (finance, trading, options)

getExpiryFri( month )

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updated 2 years ago

Pairs Trading Strategy by tadeveloper

A pairs trading strategy implemented in MATLAB. (computational finance, trading, backtesting)

MATLAB pairs trading strategy


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updated 2 years ago

Three Red Candles Trading Strategy by tadeveloper

A MATLAB trading strategy based on a candle stick pattern. (trading, strategy, candle stick)


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updated almost 3 years ago

Download Yahoo Finance Data For Trading and Backtesting by tadeveloper

The script downloads 10 years of stock data from Yahoo Finance. (yahoo, finance, data)

getyahoo10(symbols, directory)

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updated 3 years ago

Statistical Backtest Toolbox by Benjamin Heelan

A Toolbox that allows the user to backtest trading strategies on the FTSE100. (finance, backtesting, ftse)




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updated 3 years ago

Real-Time Stock Viewer by Ameya Deoras

Ameya Deoras (view profile)

Plot and analyze live market data from Bloomberg or Yahoo. (finance, modeling, analysis)

Real-Time Stock Viewer



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updated 3 years ago

Volume Weighted Average Price from Intra-Daily Data by Semin Ibisevic

Retrieves the VWAP from intra-daily data of Google Finance (volume, weighted, average)


getUniqueDayElements(dates, input)

getVWAP(price, volume, dates)

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updated almost 4 years ago

Probability of Informed Trading by Paolo Zagaglia

This package allows to compute the probability of informed trading from bilateral trades. (applied econometrics, empirical econometric..., market microstructure)



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updated almost 4 years ago

A Trade Classification Algorithm from Market Quotes by Paolo Zagaglia

This function computes the number of intradaily market trades that are buy- or sell-initiated. (finance, trading, financial market mode...)


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updated 4 years ago

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

Stuart Kozola (view profile)

Demo files from the webinar of same title. (cointegration, trading, pairs trading)

Demo 1: Cointegration

Intraday Pairs trading


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updated 4 years ago

Trading strategy back tester by Donny Lee

Donny Lee (view profile)

This program shows the profit and lost of using different trading strategies on Singapore stocks. (algorithmic, trading, stochastic)




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updated almost 5 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Stuart Kozola (view profile)

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

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updated 5 years ago

FinMetrics by Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (finance, investments, portfolio management)




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updated 12 years ago

TechTradeTool by Stephanos-George Papadamou-Stephanides

A toolbox for calculating and optimizing technical analysis trading systems. (finance, modeling, analysis)




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