Algorithmic Trading with MATLAB - 2009 update

버전 1.0.0.1 (3.19 MB) 작성자: Ameya Deoras
M-file scripts and Simulink models from webinar on 28 May 2009
다운로드 수: 7.9K
업데이트 날짜: 2016/9/1

라이선스 보기

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:
MARISA
Nearest Neighbour model
Trailing stop-loss code
an illustration of Takens Theorem
Also included are Simulink models showing:
Moving Average crossover model
Simple tracking of the FTSE 100 - intro to basket trading
A bollinger band model using Stateflow
A simple market making system based on a paper by Sanmay Das

인용 양식

Ameya Deoras (2024). Algorithmic Trading with MATLAB - 2009 update (https://www.mathworks.com/matlabcentral/fileexchange/24320-algorithmic-trading-with-matlab-2009-update), MATLAB Central File Exchange. 검색됨 .

MATLAB 릴리스 호환 정보
개발 환경: R2009a
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux
카테고리
Help CenterMATLAB Answers에서 Transaction Cost Analysis에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
버전 게시됨 릴리스 정보
1.0.0.1

Updated license

1.0.0.0