Algorithmic Trading with MATLAB - 2009 update 1.0

Date Added: April 14, 2013 | Visits: 482

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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:MARISANearest Neighbour modelTrailing stop-loss codean illustration of Takens TheoremAlso included are Simulink models showing:Moving Average crossover modelSimple tracking of the FTSE 100 - intro to basket tradingA bollinger band model using StateflowA simple market making system based on a paper by Sanmay Das

Requirements: No special requirements

Platforms: Matlab

Keyword: Average, Based, Basket, Bollinger, Crossover, Intro, Making, Market, Model, Models, Modelsimple, Paper, Sanmay, Showingmoving, Simple, Stateflowa, System, Tracking, Tradinga

Users rating: 0/10

License: Freeware

Size: 3.19 MB

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