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Backtesting Trading Strategies in Just 8 Lines of Code

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This demo will show how to perform a strategy backtesting in just 8 lines of code.

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Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just 8 lines of code. This includes:
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharp ratio, and maximum drawdown
• Equity curve plotting
In fact, there are a lot of things you can do in MATLAB. For example, you can:
• Use Datafeed Toolbox™ to download market data directly from various data providers
• Generate trading signal using Econometrics Toolbox™ or Statistics and Machine Learning Toolbox™
• Automatically execute your strategies by using Trading Toolbox™
The video can be found herehttps://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

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Shaojun Yang

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