Backtesting Trading Strategies in Just 8 Lines of Code - MATLAB
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    Backtesting Trading Strategies in Just 8 Lines of Code

    Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just eight lines of code.

    This includes: 

    • Data preparation 
    • Trading signal generation 
    • Calculation of portfolio returns, Sharp 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

    Published: 12 Jul 2017

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