Algorithmic Trading with MATLAB - 2009 update

バージョン (3.19 MB) 作成者: Ameya Deoras
M-file scripts and Simulink models from webinar on 28 May 2009
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更新 2016/9/1


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


Ameya Deoras (2024). Algorithmic Trading with MATLAB - 2009 update (, MATLAB Central File Exchange. 取得済み .

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