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updated 9 days ago

Mean Variance Portfolio Optimization of S&P 500 Stocks by Moeti Ncube

Example Portfolio optimization that can be used for backtesting cross-sectional stock strategies (yahoo finance, portfolio optimizatio..., stock optimization)

agg_stocks(dte,ticker,lag)

get_stock_data(lag,d_agg,n_agg,m_agg,s_agg,z_agg)

getyahoo10(symbols, directory)

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updated 1 month ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

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 7 months ago

mForex/mForex.API.Matlab by mForex

Official mForex API binding for Matlab. (fx, algorithmic trading, api)

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updated 12 months ago

SMA, MACD, RSI (SMR) Trading Algorithm by Chad Smith

View a stock's buy/sell recommendations based on a synthesis of the indicators SMA, MACD, and RSI (stock, algorithmic trading, algorithm)

smr_strategy.m

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updated 1 year ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

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

MAcross_strategy(x,price)

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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

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

Algorithmic Trading with MATLAB and Bloomberg EMSX: Onlin...

Algorithmic Trading with MATLAB: Intraday trading

Bloomberg EMSX API: Simple Examples

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updated 1 year 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 4 years ago

Backtesting Code for Algorithmic Trading Strategy by Moeti Ncube

Code to Backtest trading strategy (algorithmic trading, backtesting)

fbacktest(data,v1,pt,st,dd)

importfile(fileToRead1)

strategybacktest.m

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updated 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

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

Algorithmic Trading with MATLAB - 2009 update by Ameya Deoras

M-file scripts and Simulink models from webinar on 28 May 2009 (algorithmic trading, high frequency, market making)

callnnpiter

ema(x,N)

emstd(X,N)

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