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updated 4 days ago

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

WFAToolbox

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

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updated 21 days ago

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

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 year ago

Zero-Order Hold by Michael Weidman

Michael Weidman

A fast, basic implementation of a ZOH designed to run on vectors/matrices (zoh, zeroorder hold, interpolation)

zoh(t,V,tq,keepNaNs)

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updated 1 year ago

Predictive model calibration by Michael Weidman

Michael Weidman

A script exploring 3 useful concepts in predictive models (monte carlo, bootstrap, bootstrapping)

plotCalibrations(pctThresholds, calib1, calib5, calib10, ...

plotForecasts(simPrices, simStartDate, actualPrices)

CalibrationScript.m

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 1 year ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

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

Commodities Trading with MATLAB by Anshuman Mishra

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 1 year ago

Pairs Trading Strategy by tadeveloper

tadeveloper

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

MATLAB pairs trading strategy

PairsTradingStrategy(sys)

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updated almost 2 years ago

Band Trading Strategy by tadeveloper

tadeveloper

A band trading strategy implemented in MATLAB. (band trading, trading strategy, quant)

BandTrader(sys)

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updated 2 years ago

Download Yahoo Finance Data For Trading and Backtesting by tadeveloper

tadeveloper

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

getyahoo10(symbols, directory)

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updated 2 years ago

Statistical Backtest Toolbox by Benjamin Heelan

Benjamin Heelan

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

...

Buy_only_trade_execution_algo(x,D,Buy_Signal,Sell_Signal)

Trade_Plots(C,D,n,P_n_L)

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updated 3 years ago

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (portfolio, optimization, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated 4 years ago

Backtesting Code for Algorithmic Trading Strategy by Moeti Ncube

Moeti Ncube

Code to Backtest trading strategy (algorithmic trading, backtesting)

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

importfile(fileToRead1)

strategybacktest.m

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