Automated Trading System Development with MATLAB®
This document will help you get set up and running with the examples from the webinar on August 20, 2015.
If you have not done so already, watch the webinar for a walk thru of the code and it's use.
You will need to have MATLAB, Finanical Toolbox, and Parallel Computing Toolbox to run the example MATLAB files. To run the Simulink® and StateFlow example, you will need those products as well.
The data provided with these examples is from public data sources and was obtained from tickdata.com sample data sets.
To get started you can read the examples in the html folder. These are pulished from the demos and example files. Reading through them will give you a complete example. You can also run the examples and walk through them using cell mode (Run and Advance in the Toolstrip).
These links may be helpful to you in building upon, or a a prerequisit to, the content in this webinar.
- Commodities Trading with MATLAB
- Automated Trading with MATLAB - 2012
- Algorithmic Trading with MATLAB - 2010
- Algorithmic Trading with MATLAB - 2009
- Cointegration and Pairs Trading with MATLAB
- Real-time Trading in MATLAB
- Rotman Trader Toolbox
- Algorithmic Trading with Bloomberg EMSX and MATLAB
- Energy Trading and Risk Managment
If you want to play with a realistic system, you can hook up the examples here with the Rotman Trader Toolbox (on the MATLAB Central file exchange) to play with simulated data. This is a simulator created by the University of Toronto.