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Algorithmic Trading with MATLAB - 2009 update 1.0

  Date Added: April 14, 2013  |  Visits: 260

Algorithmic Trading with MATLAB - 2009 update

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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
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License: Freeware Size: 3.19 MB
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