Automated Trading System Development with MATLAB
Автор: MATLAB
Загружено: 2017-06-30
Просмотров: 24550
Want to learn how to create an automated trading system that can handle multiple trading accounts, multiple asset classes, and trade across multiple trading venues? Simultaneously?
In this webinar we will present an example workflow for researching, implementing, testing and deploying an automated trading strategy providing maximum flexibility in what and who you trade with. You will learn how MATLAB® products can be used for data gathering, data analysis and visualization, model development and calibration, backtesting, walk forward testing, integration with existing systems and ultimately deployment for real-time trading. We look at each of the parts in this process and see how MATLAB provides a single platform that allows the efficient solution of all parts of this problem.
Specific topics include:
Data gathering options, including daily historic, intraday, and real-time data
Model building and prototyping in MATLAB
Backtesting and calibrating a model
Walk forward testing and model validation
Interacting with existing libraries and software for trade execution
Deployment of the final application in a number of environments, including .NET, JAVA, and Excel
Tools for high frequency trading, including parallel computing, GPUs, and C code generation from MATLAB
Chapters:
0:00 What is Automated Trading
0:45 Challenges in Automated Trading Systems
2:41 Automated Trading System Workflow
8:27 Event-based Automated Trading with MATLAB
24:45 Streaming data in MATLAB
59:30 Deploying Trading Strategies
1:02:18 High Frequency Trading Algorithm Development
1:08:30 Additional Resources
Free MATLAB Trial: https://goo.gl/yXuXnS
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Contact Us: https://goo.gl/RjJAkE
Learn more about MATLAB: https://goo.gl/8QV7ZZ
Learn more about Simulink: https://goo.gl/nqnbLe
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