Previous Working Day by Jennifer GALPERIN

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

previousWorkday( hDate,holidaySchedule )

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 )

Realtime trading with Matlab presentation files by Yair Altman

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

findjobj(container,varargin)

tradingDemo

uisplitpane(varargin)

Pairs Trading Strategy by tadeveloper

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

MATLAB pairs trading strategy

PairsTradingStrategy(sys)

Three Red Candles Trading Strategy by tadeveloper

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

ThreeRedCandles(sys)

Download Yahoo Finance Data For Trading and Backtesting by tadeveloper

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

getyahoo10(symbols, directory)

Statistical Backtest Toolbox by Benjamin Heelan

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

...

Buy_only_trade_execution_algo(x,D,Buy_Signal,Sell_Signal)

Trade_Plots(C,D,n,P_n_L)

Real-Time Stock Viewer by Ameya Deoras

Plot and analyze live market data from Bloomberg or Yahoo. (datafeed, finance, bloomberg)

Real-Time Stock Viewer

RTviewer(varargin)

bloomRT(obj,event,Conn,ticker)

Automated Trading with MATLAB - 2012 by Stuart Kozola

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

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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

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

getHistoricalIntraDayStockPrice(ticker,exchange,interval,pe...

getUniqueDayElements(dates, input)

getVWAP(price, volume, dates)

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)

[likel_final]=likel_pin(params,n_trades)

example.m

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...)

[types_trades]=classify_trades(returns,trading_day);

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

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

Demo 1: Cointegration

Intraday Pairs trading

README.M

Trading strategy back tester by Donny Lee

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

CSVconvert(thelist)

IndBol(s)

IndMA(s)

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading strategy, aly kassam)

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

FinMetrics by Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment. (trading, portfolio management, risk)

fm(varargin)

Asset

AssetUniverse

TechTradeTool by Stephanos-George Papadamou-Stephanides

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

[bestPerf, opt1, opt2, opt3, opt4]=optimizeSys2(menuIn, st,...

[bestPerf, opt1, opt2]=optimizeSys(st, tsIn, lobIdays1, upb...

[plRuin]=plotpruin(NT,MT,XWO,XPL,XRF,NR);