236 results in File Exchange

Algorithmic Trading with MATLAB - 2010

Version 1.1.0.1 by Stuart Kozola

Files from the November 18, 2010 webinar.

Files used in the webinar - Algorithmic Trading with MATLAB Products for Financial Applications broadcast on November 18, 2010. This webinar can be viewed at

- TRADSIGNAL generates the trading signal from population
- LEADLAG returns a trading signal for a simple lead/lag ema indicator
- See also tradeSignal, initializePopulation
- RSI
- IMPORTFILE(FILETOREAD1)
- MA+RSI in function call
- define rsi to accept vectorized inputs and return only sharpe ratio
- WPR wrapper
- moving average, exponentially weighted.
- define ma+rsi to accept vectorized inputs and return only sharpe ratio
- PARAMETERSWEEP performs a parameters sweep for a given function
- define leadlag to accept vectorized inputs and return only sharpe ratio
- CROSSOVER generates kids from parents
- MUTATION mutate childrend accordinlgy
- LOCATECONNECTORS finds locations of connectors in RULE
- VALIDRULE determines if the rule is valid
- INITIALIZEPOPULATION generates an initial population of 1's and 0's
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  • 1 Sep 2016

Automated Trading with MATLAB - 2012

Version 1.2.0.1 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration.

Files used in the webinar - Automated Trading with MATLAB broadcast on August 21, 2012. This webinar can be viewed at www.mathworks.com/videos/automated-trading-with-matlab-81911.htmlSpecific topics

- This is for illustration purposes only.
- Copyright 2010-2012, The MathWorks, Inc.
- Create plot
- GENERATETRADESIGNAL produces a buy/sell signal depending using parameters
- TRADSIGNAL generates the trading signal from population
- PAIRS returns a trading signal for a simple pairs trading strategy
- Copyright 2010-2012, The MathWorks, Inc.
- Copyright 2010-2012, The MathWorks, Inc.
- SENDORDER produces a message on a Microsoft Messaging Queue
- SENDORDERXT submits an order to XTRADER
- Utilize .NET Objects in MATLAB
- SENDORDERQUICKFIX submits an order to Banzai application
- See also tradeSignal, initializePopulation
- INDICATORCHARTALL A chart showing prices and trading signals sent from
- WPR returns a trading signal for a simple Williams %R indicator
- RSI returns a trading signal for a simple relative strength index
- LEADLAG returns a trading signal for a simple lead/lag ema indicator
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  • 1 Sep 2016

Commodities Trading with MATLAB

Version 1.0.0.2 by MathWorks Quant Team

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013.

This submission contains files from the "Commodities Trading with MATLAB" webinar, broadcast on July 25, 2013. The webinar can be viewed at

- Commodities Trading with MATLAB - Interfacing with a trading platform
- Commodities Trading with MATLAB - Order submission with X_TRADER
- While backtesting a trading strategy, the analyst is often required to determine the optimal values of various strategy parameters and measure the sensitivity of the strategy's profits to changes in
- Another popular form of trading strategy that is often employed by commodities traders and analysts is cross-sectional momentum, which seeks to measure and rank momentum across multiple commodities.
- Ideas for trading strategies can very often be generated by visual exploration of the price data. MATLAB's interactive plotting tools enable analysts to quickly visualize and explore datasets by
- One of the more common trading strategies within the commodities trading community is trend following. Trend following is an absolute momentum strategy in that it assumes that a particular commodity
- It is often a good idea to verify the performance of a backtested trading strategy with a chunk of market data that it has previously not been tested on. At the beginning of this webinar, we had
- Once a trading strategy has been identified and refined by the analyst, the next steps in the workflow involve backtesting the strategy and generating multiple analytics to capture different aspects
- Importing data from a variety of sources and aligning / cleaning up the data consumes a significant portion of an analyst workflow. It can be challenging to align and synchronize data from multiple sources, and to transform the data into multiple useful formats, e.g. rolling up daily data into weekly and monthly data.
- Returns a new container of commodity data of the specified date range.
- Compute Sortino ratio. Wrapper around lpm function.
- Set up literals for use in data cleanup/alignment
- Measures momentum by computing the ratio between a
- Measures momentum via the instantaneous slope of a
- Measures rate of change over a given lookback period.
- Returns a container of commodity datasets of a particular
- Set up database parameters for local SQLite database
- Plot all commodities in a data container.
- is a wrapper function around DATETICK which creates
- Import data from spreadsheet
- Filters a commodity data container by contract
- Compute returns to cross-sectional momentum
- Read historical data from Yahoo! Finance
- Compute rolling returns
- Returns stored symbol corresponding to commodity name.
- Extracts commodity dataset from container by symbol
- is a convenience function that allows you to programmatically
- Rolls up daily OHLC data to a weekly, monthly or yearly
- Loop through contract month numbers and read from corresponding CSV file
- Loop through contract month numbers and read corresponding data from DB
- Set up training set, filter from 1st day to last day of training
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  • 16 Jan 2024

Probability of Informed Trading

Version 1.0.0.0 by Paolo Zagaglia

This package allows to compute the probability of informed trading from bilateral trades.

The probability of informed trading (PIN) denotes that probability that a counterparty in the trading process has superior information on the value of the asset exchanged. This is a key concept in

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  • 30 Dec 2011

Algorithmic Trading with Bloomberg EMSX and MATLAB

Version 1.0.0.0 by Nicole Wilson

Files from the webinar can be viewed at http://optinum.co.za/_webinar/BloombergEMSXandMATLAB.mp4

Demo files from the OPTI-NUM solutions webinar - Algorithmic Trading with Bloomberg EMSX and MATLAB.The main demo files

- Data is the resampled data from which to construct the signal.
- input arguments are:
- LEADLAG returns a trading signal for a simple lead/lag ema indicator
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  • 11 Oct 2013

Realtime trading with Matlab and IB presentation files

Version 1.2 by Yair Altman

Realtime trading demo & presentation, presented at NYC Computational Finance Conference 23 May 2013

These are the files used for my presentation "Realtime Trading with MATLAB", at the MATLAB Computational Finance Conference in New York on May 23, 2013, and updated for the MATLAB Computational

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  • 8 Feb 2019

Automated Trading System Development with MATLAB

Version 1.1 by MathWorks Quant Team

How to Build an Event-based Automated Trading System in MATLAB

Files used in the webinar - Automated Trading System Development with MATLAB broadcast on August 20, 2015. This webinar can be viewed at

- This document will help you get set up and running with the examples from the webinar on August 20, 2015.
- returns a trading signal for a simple lead/lag ema indicator
- This example runs a market maker based upon bayesian updating of the probability of the bid or ask price.
- (N,M,SH)
- performs a parameters sweep for a given function
- Two traders are in this simulation. The first is a momemntum trader. The second is a market maker. The momementum trader's goal is to make profit, the market maker's goal is to provide liquidity with no profit/loss from the trades (the market maker will make money from rebates and other incentives from the exchange).
- This example shows how to create a simple object in MATLAB® that will stream data at a specified frequency.
- Lead Lag Trader
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  • 16 Jan 2024

Energy Trading & Risk Management with MATLAB Webinar Case Study

Version 1.4.0.1 by Siddharth Sundar

MATLAB code for the generation asset risk analysis case study

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  • 1 Sep 2016

Band Trading Strategy

Version 1.0.0.0 by tadeveloper

A band trading strategy implemented in MATLAB.

This MATLAB function implements a simple band trading strategy. A band consists of two lines that form the upper and lower boundaries of the band. The upper and lower boundaries are used to to enter

- BANDTRADER - Band Trading Strategy
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  • 4 Feb 2013

BTC-e trade api

Version 1.2.0.0 by Wout Oude Elferink

This BTC-e trade api can be used to automatically trade on btc-e using their api.

These matlab files will allow you to use all methods of the btc-e api. These include:response = GetInfo()response = TransHistory()response = TradeHistory('count',2)response = ActiveOrders()response =

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  • 3 Apr 2014

Trading strategy back tester

Version 1.2.0.0 by Donny Lee

This program shows the profit and lost of using different trading strategies on Singapore stocks.

Directions to run the file.1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma

- This function will read a CSV file downloaded from Yahoo! data.
- This is the main display for the stock we choose.
- It plots the moving average of a stock.
- This is a function which uses the candlestick function and draw the ohlc
- It plots the exponential moving average of a stock.
- This function takes a stock and makes a 3D plot of the profit and loss
- This function will draw a candlestick.
- This function plots the Heads Up Display of a Stochastic Indicator.
- A function to calculate the difference in minutes between two 24-hour
- It plots the standard deviation of a stock.
- We take in the matrix called Data and write it to a file called
- It plots the moving average of a stock.
- It plots the stochastic indicator of a stock.
- This function will draw a candlestick.
- This is a function which uses the candlestick function and draw the ohlc
- This m.file is a function that plots the candlestick diagram and the RSI
- This program takes in the following variables
- Draw everything with default values.
- This function will use the stochastic indicator and find the variables
- This function plots the Heads Up Display of a Stochastic Indicator.
- distance computes the distance between 2 vertices, vi and vj. Input
- This is a function which uses the candlestick function and draw the ohlc
- UOL Box.
- We set the default variables.
- This script reads the current directory for .csv files.
- This is a function which uses the candlestick function and draw the ohlc
- This function plots the Heads Up Display of a Stochastic Indicator.
- This MATLAB script creatives the main GUI for selecting our stocks.
- This function plots the Heads Up Display of a Stochastic Indicator.
- This plots the candlestick graph for a certain stock, at the same time
- This program opens up the main page of our "Stochastic Indicator"
- We set the default variables.
- This draws the main display, showing three indicators - Bellinger,
- This function plots the Heads Up Display of a Stochastic Indicator.
- We test. We get an array of strings.
- Input a CSV file, make it continuous, and then output another CSV file.
- Function to add minutes to a time.
- This program runs the CSVconvert. It takes the current directory, browse
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  • 30 Mar 2011

Fully Flexible Views and Stress-testing

Version 1.6.0.0 by Attilio Meucci

Full generalization of Black-Litterman and related techniques via entropy pooling

- This script performs the butterfly-trading case study for the
- current price
- in real life a and b below should be calibrated to security-specific time series
- constrain probabilities to sum to one...
- constrain probabilities to sum to one...
- constrain probabilities to sum to one...
- % set up constraints
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  • 9 May 2011

Trading Matlab Algo for Ethanol

Version 1.0.0 by Caleb Lim

Uses Moving Averages to Trade the VIX

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  • 7 Oct 2019

Reinforcement Learning for Financial Trading

Version 1.0.2 by David Willingham

MATLAB example on how to use Reinforcement Learning for developing a financial trading model

Reinforcement Learning For Financial Trading ?How to use Reinforcement learning for financial trading using Simulated Stock Data using MATLAB.SetupTo run:Open RL_trading_demo.prjOpen workflow.mlxRun

- Reinforcement learning for financial trading Demo
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  • 13 Feb 2026

Files for webinar titled "Classifying Trading Signals using Machine Learning and Deep Learning"

Version 1.1.0.0 by MathWorks Quant Team

You will learn how to classify trading signals into "buy" or "sell" using machine/deep learning

Using the stock index data, we will show how to perform:- Data preprocessing, factor creation, and data partitioning - Rule-based trading (Demo1)- Classifying trading signals using Classification

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  • 12 Apr 2018

Walk-Forward Analysis (WFA) - Files for WFA webinar

Version 1.0.0.2 by MathWorks Quant Team

The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band

The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band as entry and exit rules. In this example, you will see 5 pair of stocks tested over the period of 3

- Simple pair trading strategy.
- Plot P&L line on each trading day
- getUniqueTDay will find all unique trading days witin startDate and
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  • 1 Feb 2018

TechTradeTool

Version 1.0.0.0 by Stephanos-George Papadamou-Stephanides

A toolbox for calculating and optimizing technical analysis trading systems.

In the age of computerized trading, financial services companies and independent traders must quickly develop and deploy dynamic technical trading systems. The technical trader's toolbox includes

- dimbeta calculation
- stoscts = stochosc(tsobj, kperiods, dperiods, dmamethod);
- construct the stock using 2 dimentional array
- this function reads the ASCII metastock file and returns a stock
- %Convert time series close to matrix
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  • 2 Sep 2003

Statistical Backtest Toolbox

Version 1.3.0.0 by Benjamin Heelan

A Toolbox that allows the user to backtest trading strategies on the FTSE100.

This toolbox allows the user to backtest trading strategies on the FTSE100. Once strategy has been programmed in the following measures to evaluate the performance of the strategy. -

- BUY ONLY - this algorithm is used as a comparison method
- Given the results of a trading strategy, we can calculate the
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  • 20 Nov 2012

Files from webinar Machine Learning for Algo Trading

Version 1.0.1.0 by MathWorks Quant Team

Demo files from (upcoming) webinar on Machine Learning for Algo Trading

All the sample code and relevant data showed during the webinar Machine Learning for Algo Trading.The video link is here: https://www.mathworks.com/videos/machine-learning-for-algorithmic-trading

- function out = roundUpTo(num , roundTo)
- function logCommand(str)
- function [returns , trades] = fxRegressionModel(xInSample , yInSample , xOutSample , yOutSample , tc)
- function [returns , trades] = fxStepwiseModel(xInSample , yInSample , xOutSample , yOutSample , tc)
- function out = nMinuteReturn(tt , nMins)
- function [X , y] = fxAlgoMakeSignals(price , nMinReturns , otherSignals , nMinFutReturns)
- FX regression/stepwise/machine learning backtest
- Test for the starting point sensitivity
- Machine Learning for FX
- Backtest
- Backtest
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  • 1 Feb 2018

Real or Simulated Stock Quote/Trade through MBTrading

Version 1.0.0.0 by Dan Rissacher

I wrote these .m files to connect to my MBTrading accounts for automated trading using matlab code.

Allows connection to MBTrading for either simulated trading (delayed quotes and fake money) or real trading (real-time quotes and actual funds). Various files for account connection, quotes and

  • 1.2K (All time)
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  • 25 Jan 2010

Algorithmic trading in limit order books for online portfolio selection

Version 1.0.0.0 by Youngmin Ha

An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio

  • 220 (All time)
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  • 13 Apr 2017

MATLAB-Binance-API

Version 0.1.6 by Turlough Hughes

Suite of functions for accessing the Binance API via MATLAB. Supports spot and margin trading and all public endpoints.

MATLAB Binance APISuite of functions for accessing the Binance API via MATLAB (R2019b or later). This package supports spot and margin trading and all public endpoints.v0.1.6Disclaimer:This

- returns market trade history for a specific symbol.
- returns public aggregated trade data for a specific symbol.
- returns recent market trades for a specific symbol.
- returns your trades for a specific account and symbol.
- repeats calls to pub.aggTrades for larger datasets.
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  • 16 Jul 2024

Algorithmic Trading with MATLAB - 2009 update

Version 1.0.0.1 by Ameya Deoras

M-file scripts and Simulink models from webinar on 28 May 2009

These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons. Included are:MARISANearest Neighbour modelTrailing

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  • 1 Sep 2016

SMA, MACD, RSI (SMR) Trading Algorithm

Version 1.0.0.0 by Chad Smith

View a stock's buy/sell recommendations based on a synthesis of the indicators SMA, MACD, and RSI

  • 3.6K (All time)
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  • 6 Jan 2014

candlestick chart plot

Version 1.0.0 by pierre-alexandre chauvenet

trading tool candlestick chart

  • 369 (All time)
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  • 27 Aug 2020

Trading Algorithms Using Signal Processing in MATLAB* 2nd Ed

Version 1.0.9 by Steve Rogers

This book was written to aid in research into signal processing algorithms with application to trading.

intended to explain an approach to backtesting and partial optimization of a trading strategy. Backtesting and selection of parameters through testing or optimization (improvement) are critical to the

  • 762 (All time)
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  • 11 Jul 2025

Download Yahoo Finance Data For Trading and Backtesting

Version 1.1.0.0 by tadeveloper

The script downloads 10 years of stock data from Yahoo Finance.

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  • 16 Jan 2013

FinMetrics

Version 1.0.0.0 by Vitaly Kuznetsov

Open source/open architecture quantitative portfolio management environment.

- This source file is subject to version 3 of the GPL license,
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  • 27 May 2010

QuinnSys/QuinnSys-OAPI

Version 1.0.0.0 by Quinn

A function suite for accessing OANDA's REST API with MatLab

required allowing you to take a strategy from backtesting to live trading with minimal effort.

  • 396 (All time)
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  • 17 Nov 2020

Backtesting Trading Strategies in Just 8 Lines of Code

Version 1.0.0.2 by MathWorks Quant Team

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

Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a backtesting strategy in just 8 lines of code. This includes: • Data preparation • Trading signal generation •

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  • 19 Dec 2023

Backtesting Code for Algorithmic Trading Strategy

Version 1.0.0.0 by Moeti Ncube

Code to Backtest trading strategy

%Author: Moeti Ncube%This is code that can be used to backtest a trading strategy. The example strategy used was partially used in the development of a medium-frequency algorithmic trading strategy

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  • 17 Dec 2010

Technical Analysis Tool

Version 1.5.0.0 by Phil Goddard

GUI for viewing various simple technical analysis indicators of a time series

- Function to calculate the envelopes(trading bands) for a data series
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  • 18 Mar 2013

Generalized Protective Momentum

Version 1.0.0.0 by Semin Ibisevic

Implementation and example of the Generalized Protective Momentum trading strategy

  • 240 (All time)
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  • 30 Jan 2017

SEHR-ECHO v1.0: a Spatially Explicit Hydrologic Response model for ecohydrologic applications

Version 1.6.0.0 by Bettina Schaefli

The model simulates streamflow from precipitation and temperature data.

- source: http://www.mathworks.ch/matlabcentral/fileexchange/28056-energy-trading---risk-management-with-matlab-webinar-case-study/content/dynamicDateTicks.m
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  • 14 Jul 2015

Historical Volatility

Version 1.1.0.0 by Josiah Renfree

Calculates the annualized historical volatility for a stock over the previous N trading days.

This program calculates the annualized historical volatility for one or more stocks over a user-specified number of N trading days. The program uses daily closing prices in the calculations. If not

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  • 15 Oct 2010

Pairs Trading Strategy

Version 1.0.0.0 by tadeveloper

A pairs trading strategy implemented in MATLAB.

This demo uses MATLAB and the Technical Analysis (TA) Developer Toolbox (http://www.tadeveloper.com) to develop and backtest a pairs trading strategy. In particular, it is shown how a statistical

- Only execute on the primary symbol of the pair
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  • 29 Apr 2013

Algo Trading for Ethanol

Version 1.0.0.0 by Caleb Lim

Algo Trading for Ethanol

Algo Trading for few natural gases using VIX to forecast prices

- Trading Model
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  • 25 Apr 2018

Pairs Trading

Version 1.0.0.0 by Hui Gong

This m-file will show you the dynamic pairs trading using the stochastic control approach.

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  • 7 Mar 2014

A baby trading system

Version 1.0.0.0 by Dimitri Shvorob

(No, we don't trade babies!)

..but build a primitive, stylized automated trading system operated by a fixed-rate timer and handling retrieval, storage and analysis of data; a 'strategy' guides rebalancing the portfolio at each

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  • 4 Apr 2016

Three Red Candles Trading Strategy

Version 1.0.0.0 by tadeveloper

A MATLAB trading strategy based on a candle stick pattern.

The "Three Red Candles" trading strategy buys at the open price of the next bar when three red candles occur in a row. A red candle is defined by the closing price of a bar being equal to or smaller

- THREEREDCANDLES - Three Red Candles Trading System
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  • 4 Mar 2013

Flipping Trade Signals

Version 1.1.0.0 by Han

Simulation to explore changing all long trade signals to short on a geometric brownian motion path.

Generates GBM curve with specified drift and volatility parameters.Trade entries are modeled through a zero-intelligence model assuming a Poisson arrival process for trades conditioned on a set

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  • 28 Jun 2011

Several algorithmic trading strategies on the stock ticker SPY

Version 1.0.0.0 by Moeti Ncube

Replication of several trading strategies presented on quantifiedstrategies.com

This program replicates the trading strategy results within Oddmund Grotte's blog quantifiedstrategies.com. I replicate the strategies that are based off of the SPY exchange traded fund and aggregate

  • 983 (All time)
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  • 24 Mar 2016

Scrolling display

Version 1.0.0.0 by Dimitri Shvorob

(price/volume chart)

'. Please see TradeMonitorDemo.m for an example.

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  • 4 Apr 2016

Wealth dynamics in exchange economies

Version 1.0.0.0 by Enrique M. Quilis

Different exchange rules modify an nitial distribution of wealth among traders.

- PURPOSE: Computes trade according to trading rule
  • 106 (All time)
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  • 26 Dec 2015

South African Public Holidays

Version 1.0.0.0 by Nicole Wilson

Returns dates corresponding to non-trading days for the Johannesburg Stock Exchange in South Africa

This function allows the user to specify a start and end date, and then returns a vector of serial date numbers corresponding to the holidays and non-trading days between the two chosen dates for the

- HOLIDAYSRSA Holidays and non-trading days.
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  • 10 Oct 2013

Trade-Off Diagram Toolbox for PID Control Design

Version 1.0.3 by Simon Hoher and Jakob Rehrl

A MATLAB project implementing Garpinger’s trade-off diagram approach for PID controller tuning and performance analysis.

## NameGarpinger's Trade-Off Diagram Toolbox for PID Control Design## DescriptionA MATLAB project implementing Garpinger’s trade-off diagram approach for PID controller tuning and performance

- Visualizes trade-off diagrams for robustness and control
- Calculates design criteria for Garpinger's trade-off
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  • 5 Feb 2026

higham/matrices-correlation-invalid

Version 1.0.0.0 by Nick Higham

Collection of invalid correlation matrices

- Invalid correlation matrix from foreign exchange trading.
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  • 23 Feb 2023

Rotman Trader Toolbox

Version 1.2 by Stuart Kozola

Rotman Trader Toolbox provides functionality for connecting MATLAB(R) to Rotman Interactive Trader

Rotman Trader Toolbox allows you to connect to Rotman Interactive Trader from MATLAB(R). From within MATLAB, you can retrieve information in real-time as well as submit trading orders. You can

- Trading with Rotman Intractive Trader
- My Tender Trading Strategy
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  • 22 Feb 2018

mForex/mForex.API.Matlab

Version 1.0.0.0 by mForex

Official mForex API binding for Matlab.

The goal of mForex.Matlab API is to provide flexible, asynchronous programming model for Matlab (based on mForex API) for building real-time trading systems.

  • 465 (All time)
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  • 20 May 2014

A Trade Classification Algorithm from Market Quotes

Version 1.0.0.0 by Paolo Zagaglia

This function computes the number of intradaily market trades that are buy- or sell-initiated.

This routine uses bid and ask quotes sample intradaily at a uniform frequency to classify the implied origin of market trading activity. It computes the implied number of sell-initiated

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  • 1 (Last 30 days)
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  • 28 Dec 2011

Welles Wilder Volatility

Version 2.0.0.0 by James

Wilder Volatility Index for Trading

  • 77 (All time)
  • 1 (Last 30 days)
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  • 19 Apr 2018

Previous Working Day

Version 1.0.0.0 by Jennifer GALPERIN

Retrieves the previous working day for a given date and holiday schedule.

- Function calculates the working day (trading day) prior to the input date
  • 251 (All time)
  • 1 (Last 30 days)
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  • 24 Jun 2013

Tradeguide

Version 1.0.0.0 by Nagi Hatoum

Gives best buy and sell signal to benchmark trading system.

included.Tradeguie signal offers a practical trading benchmark training set for Neural Networks and other learning algorithms or TA.There are no hold signals generated.

  • 5.5K (All time)
  • 1 (Last 30 days)
  • 3.1 / 5
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  • 1 Apr 2004

Sphero Multi-Agent Robotic Testbed for Matlab (SMART_matlab)

Version 1.0.2 by Kaveh Fathian

A distributed robotic testbed for experimental validation of multi-agent algorithms.

  • 791 (All time)
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  • 17 Mar 2021

PlotOFParallelM(XX,bycol,xnames)

Version 1.0.0.0 by Mario CASTRO GAMA

Plots the trade-off between objective functions as PARALLEL plot

  • 77 (All time)
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  • 23 Oct 2015

TA-Lib Mex Functions and OSLion binaries

Version 1.0.0.0 by Davide Onofrio

The TA-Lib Library is widely used by trading software developers.

The TA-Lib Library is widely used by trading software developers requiring to perform technical analysis of financial market data. If you want to use it within the Matlab environment you will easily

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  • 23 Jan 2012

Obtain All Tickers Traded on BATS Exchange

Version 1.1.0.0 by Matthaeus

Obtain structured data for all stock and fund tickers from the BATS website

This function downloads the public CSV file of all ticker symbols traded on the BATS exchange (list changed at least daily). This can be reconciled against a reference date/time, in which case change

  • 367 (All time)
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  • 5.0 / 5
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  • 26 Jul 2015

Transaction Cost Analysis (TCA) MATLAB Webinar

Version 1.0.0.0 by Robert Kissell

Examples showing how to perform TCA Analysis using the MATLAB Trading Toolbox TCA Functions

TCAScriptMATLABWebinar_20161206.mWebinar Presentation showing how to perform Transaction Costs Analysis (TCA) using the MATLAB Trading Toolbox TCA Functions.This script applies to Algorithmic Trading

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  • 7 Dec 2016

Empirical Technical Trading Systems

Version 1.1.0.0 by Champ Mendis

Technical Trading System

'A technical trading system comprises a set of trading rules that can be used to generate trading signals. In general, a simple trading system has one or two parameters that determine the timing of

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  • 2.0 / 5
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  • 3 Apr 2016

converter

Version 1.0.0.0 by RAJKUMAR

XE Trade offers easy and transparent online quotes, competitive rates, and free international money

XE Trade offers easy and transparent online quotes, competitive rates, and free international money transfer options. Plus, our service works seamlessly with your existing bank.Our advanced features

  • 357 (All time)
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  • 4 Oct 2012

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