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Retrieves the previous working day for a given date and holiday schedule. |
0 Comments 3 Downloads (30 Days) |
![]() updated 1 month ago |
Options Expiration Friday Date Calculator Calculates the date in a given month that options will expire (Friday). |
0 Comments 5 Downloads (30 Days) |
![]() updated 1 month ago |
Realtime trading with Matlab presentation files Realtime trading demo & presentation, presented at NYC Computational Finance Conference 23 May 2013 |
0 Comments 72 Downloads (30 Days) |
![]() updated 3 months ago |
A pairs trading strategy implemented in MATLAB. |
1 Comment 75 Downloads (30 Days) |
![]() updated 5 months ago |
Three Red Candles Trading Strategy A MATLAB trading strategy based on a candle stick pattern. |
0 Comments 17 Downloads (30 Days) |
![]() updated 7 months ago |
Download Yahoo Finance Data For Trading and Backtesting The script downloads 10 years of stock data from Yahoo Finance. |
0 Comments 97 Downloads (30 Days) |
![]() updated 8 months ago |
A Toolbox that allows the user to backtest trading strategies on the FTSE100. |
1 Comment 43 Downloads (30 Days) |
![]() updated 11 months ago |
Plot and analyze live market data from Bloomberg or Yahoo. |
2 Comments 66 Downloads (30 Days) |
![]() updated 11 months ago |
Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Algorithmic Trading with MATLAB: Intraday trading |
12 Comments 148 Downloads (30 Days) |
![]() updated 1 year ago |
Volume Weighted Average Price from Intra-Daily Data Retrieves the VWAP from intra-daily data of Google Finance getHistoricalIntraDayStockPrice(ticker,exchange,interval,... |
2 Comments 31 Downloads (30 Days) |
![]() updated 1 year ago |
Probability of Informed Trading This package allows to compute the probability of informed trading from bilateral trades. |
0 Comments 14 Downloads (30 Days) |
![]() updated 1 year ago |
A Trade Classification Algorithm from Market Quotes This function computes the number of intradaily market trades that are buy- or sell-initiated. |
0 Comments 16 Downloads (30 Days) |
![]() updated 2 years ago |
Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. |
24 Comments 111 Downloads (30 Days) |
![]() updated 2 years ago |
This program shows the profit and lost of using different trading strategies on Singapore stocks. |
8 Comments 58 Downloads (30 Days) |
![]() updated 2 years ago |
Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Algorithmic Trading with MATLAB®: Evolutionary Learning Algorithmic Trading with MATLAB®: More Signals Algorithmic Trading with MATLAB®: Moving Average and RSI |
20 Comments 140 Downloads (30 Days) |
![]() updated 3 years ago |
Open source/open architecture quantitative portfolio management environment. |
1 Comment 16 Downloads (30 Days) |
![]() updated almost 10 years ago |
A toolbox for calculating and optimizing technical analysis trading systems. [bestPerf, opt1, opt2, opt3, opt4]=optimizeSys2(menuIn, s... [bestPerf, opt1, opt2]=optimizeSys(st, tsIn, lobIdays1, u... |
1 Comment 19 Downloads (30 Days) |