Backtesting Trading Strategies in Just 8 Lines of Code

This demo will show how to perform a strategy backtesting in just 8 lines of code.
1.3K descargas
Actualizado 19 Dec 2023

Ver licencia

Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a backtesting strategy in just 8 lines of code. This includes:
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharpe ratio, and maximum drawdown
• Equity curve plotting
In fact, there are a lot of things you can do in MATLAB. For example, you can:
• Use Datafeed Toolbox™ to download market data directly from various data providers
• Generate trading signal using Econometrics Toolbox™ or Statistics and Machine Learning Toolbox™
• Automatically execute your strategies by using Datafeed Toolbox™
The video can be found here https://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

Citar como

MathWorks Quant Team (2024). Backtesting Trading Strategies in Just 8 Lines of Code (https://www.mathworks.com/matlabcentral/fileexchange/63333-backtesting-trading-strategies-in-just-8-lines-of-code), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2023a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Portfolio Optimization and Asset Allocation en Help Center y MATLAB Answers.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Versión Publicado Notas de la versión
1.0.0.2

fixed typos

1.0.0.1

Updated Trading Toolbox to Datafeed Toolbox

1.0.0.0

Add video link in description