This demo is an introduction to using MATLAB to develop and test a simple trading strategy using an exponential moving average.
This script will demonstrate some simple examples related to creating, routing and managing orders from MATLAB via Bloomberg EMSX.
This demo uses MATLAB and the Technical Analysis (TA) Developer Toolbox to create and test a pairs trading strategy. The TA Developer toolbox complements the existing computational
This demo extends work done in AlgoTradingDemo1.m and adds an RSI technical indicator to the mix. Copyright 2010, The MathWorks, Inc. All rights reserved.
Demonstrates calibrating an Ornstein-Uhlenbeck mean reverting stochastic model from historical data of natural gas prices. The model is then used to simulate the spot prices into the
In AlgoTradingDemo3.m we saw how to add two signals together to get improved results using evolutionary learning. In this demo we'll use extend the approach to three signals: MA, RSI, and
In AlgoTradingDemo2.m we saw how to add two signals together to get improved results. In this demo we'll use evolutionary learning (genetic algorithm) to select our signals and the logic
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Copyright 2017-2017 The MathWorks, Inc.
This demo develops and tests a simple exponential moving average trading strategy. It encorporates obtaining data from the Bloomberg BLP datafeed and executing trades in EMSX, based on the
We seek to try out ga and patternsearch functions of the Genetic Algorithm and Direct Search Toolbox. We consider the unconstrained mean-variance portfolio optimization problem, handled
This demo uses our simple intraday moving average strategy to develop a trading system. Based on historical and current data, the decision engine decides whether or not to trade, and sends
This demo shows how to profile your code to find the performance bottlenecks, or areas for improvement, as well as the capability to generate C-Code from MATLAB.