A baby trading system

(No, we don't trade babies!)
ダウンロード: 3.6K
更新 2016/4/4


..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 iteration, and basic output is displayed in a front-end GUI.
The code may help one think about the technical requirements that a real trading system has to meet. It may also be retooled for one's own data-retrieval-storage-and-dynamic-GUI-display exercise. (An OOP re-design would be a clear improvement).

PS. The 'strategy', of long-short variety, focuses on choosing, at each timer-triggered 'epoch', five stocks with the largest (simulated) next-period return, and five with lowest. Choice is driven by simple interpolation, with a moving average calculated for individual return series. Epochs 1-3 are used for 'training', i.e. to get the initial averages.


Dimitri Shvorob (2024). A baby trading system (https://www.mathworks.com/matlabcentral/fileexchange/18836-a-baby-trading-system), MATLAB Central File Exchange. 取得済み .

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