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Algorithmic Trading with MATLAB - 2009 update

version (3.19 MB) by Ameya Deoras
M-file scripts and Simulink models from webinar on 28 May 2009


Updated 01 Sep 2016

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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:
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

Cite As

Ameya Deoras (2021). Algorithmic Trading with MATLAB - 2009 update (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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