Algorithmic Trading with MATLAB - 2009 update

Versión 1.0.0.1 (3,19 MB) por Ameya Deoras
M-file scripts and Simulink models from webinar on 28 May 2009
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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:
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

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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. Recuperado .

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Se creó con R2009a
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Versión Publicado Notas de la versión
1.0.0.1

Updated license
1.0.0.0