This demo is an introduction to using MATLAB to develop and test a simple trading strategy using an exponential moving average.
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.
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
This script will demonstrate some simple examples related to creating, routing and managing orders from MATLAB via Bloomberg EMSX.
DISCLAIMER: THE SAMPLE FILES ENCLOSED IN THIS DOWNLOAD ARE FOR ILLUSTRATION PURPOSES ONLY. USE THE INFORMATION CONTAINED IN THIS DOWNLOAD AT YOUR OWN RISK.
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.
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 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
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The objective of this file is to load historical prices into MATLAB work space and store them in TimeTable format.