Algorithmic Trading with MATLAB for Financial Applications
Learn how MATLAB can support the prototyping and development of algorithmic trading in your organization.
Algorithmic trading is a complex and multi-dimensional problem; there are a large number of different challenges that need to be addressed and solved. At its heart one needs to be able to develop, build and test a robust trading algorithm, but this process requires one to solve a range of surrounding issues including data gathering, preparation and visualization, model development, backtesting, calibration, integration with existing systems and ultimately deployment. We look at each of the parts in this process and see how MATLAB provides a single platform that allows the efficient solution of all parts of this problem.
Specific topics include:
- Data gathering options, including daily historic, intraday, and real-time data
- Model building and prototyping in MATLAB
- Backtesting and calibrating a model
- Interacting with existing libraries and software
- Deployment of the final application in a number of environments, including .NET, JAVA, and Excel
- Tools for high frequency trading, including parallel computing, GPUs, and C code generation from MATLAB
View MATLAB example code from this webinar.
About the Presenter: Stuart Kozola is a product manager at MathWorks and focuses on MATLAB® and add-on products for computational finance. Prior to joining MathWorks in 2006, Stuart worked at Pratt & Whitney (United Technologies) as a design engineer working on combustion systems for gas turbine engines. Stuart earned a B.S. in Chemical Engineering from the University of Wyoming, M.S. in Chemical Engineering from Arizona State University, M.S. in Electrical Engineering from Rensselaer Polytechnic Institute, and an M.B.A. from Carnegie Mellon University.
Recorded: 8 May 2012
Featured Product
Parallel Computing Toolbox
Up Next:
Related Videos:
Web サイトの選択
Web サイトを選択すると、翻訳されたコンテンツにアクセスし、地域のイベントやサービスを確認できます。現在の位置情報に基づき、次のサイトの選択を推奨します:
また、以下のリストから Web サイトを選択することもできます。
最適なサイトパフォーマンスの取得方法
中国のサイト (中国語または英語) を選択することで、最適なサイトパフォーマンスが得られます。その他の国の MathWorks のサイトは、お客様の地域からのアクセスが最適化されていません。
南北アメリカ
- América Latina (Español)
- Canada (English)
- United States (English)
ヨーロッパ
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
アジア太平洋地域
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)