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MATLAB is industry standard! Watch how the big boys do Quant Algorithmic Trading in this webinar!

(Last Updated On: August 10, 2010)

MATLAB is industry standard! Watch how the big boys do Quant Algorithmic Trading in this webinar!

Continuing with my You Tube prowling, I came across this You Tube video. It shows some of the ‘secrets’ of what quant modellers use to create their million dollar plus trading strategies. This is what the author describes:
A short snippet from the excellent “Algorithmic Trading Webinar” from
the Mathworks showing the ease with which a very basic pairs trading
setup can be identified. For those interested in trading, I would
highly recommend having a look at this webinar as it also contains
some a good (although basic) example using a technical analysis
indicators.

There’s also an interesting collection of articles relating to pairs
trading here: http://www.intradaydata.biz/resources…
I have looked around this intradaydata.biz site which revealed nothing much in terms of You Tube videos. This one was so powerful and valuable I thought it was part of a You Tube channel.
You will find that the content makes doing this as not as challenging as one would think. If you learn Matlab and its toolkits that I have mentioned in past blog postings, you will quickly realize that Matlab is the industry standard in doing these sort of things.
The one interesting thing I point out is that this is part of showcasing the power of Matlab in regards to algo trading. You can download it from here:
http://www.mathworks.com/matlabcentral/fileexchange/18854
It is put out by a British employee over at the Matlab manufacturer Mathworks. His name is Aly Kassam. This webinar is quite powerful to watch!
There are also files included to show how the big boys do it.
These are files that I used in giving my webinar on Algorithmic Trading with Matlab. The readme.m file has some more information about what is contained.
searchCoint.m,
BundDaily.xls,
bund1min.mat,
macross3Ddata.mat,
marisa3Ddata.mat,
PortFolio_Data.mat,
MA_Model.mdl,
Readme.m,
btest.m,
btestPar.m,
cointScript.m,
cointStrat.m,
isoplot.m,
leadlag.m,
macross3DFig.m,
marisa3DFig.m,
marisa.m,
marisaDemo.m,
marisaScript.m,
marisatest.m,
rsi2.m

Watch the video at:
http://www.mathworks.com/company/events/webinars/wbnr34139.html?id=34139&p1=523845973&p2=523845982

This covers:
• building a robust and generic back-testing framework
• building and testing nonlinear trading models
• using parallel computing to improve efficiency
• deploying models to work with third party software
http://www.mathfinance.cn/algorithmic-trading-MATLAB-webinar/

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