Trading Toolbox™ provides functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and sending orders to financial trading markets. The toolbox lets you integrate streaming and event-based data into MATLAB®, enabling you to develop financial trading strategies and algorithms that analyze and react to the market in real time. You can build algorithmic or automated trading strategies that work across multiple asset classes, instrument types, and trading markets while integrating with industry-standard or proprietary trade execution platforms.
With Trading Toolbox you can analyze and estimate transaction costs before placing an order, as well as attribute costs post-trade. You can analyze transaction costs associated with market impact, timing, liquidity, and price appreciation, and use cost curves to minimize transaction costs for single assets or for a portfolio of assets.
Trading Toolbox lets you access real-time streams of tradable instrument data, including quotes, volumes, trades, market depth, and instrument metadata. You can define order types and specify order routing and filling procedures.
Estimate four different trading costs for a collection of stocks.
This example shows how to connect to Bloomberg® EMSX and create and route a market order.
This example shows how to connect to CQG® and create a market order.
Create a FIX Flyer™ connection, submit orders, and retrieve order information.
Create a connection to the IB Trader Workstation℠ and create a market order based on historical and current data for a security.
This example shows how to connect to Trading Technologies® X_TRADER® and create a market order.
Retrieve real-time snapshot WDS data, perform simple data analysis, and create an order based on the results.
Learn about the supported trading system providers and their connection requirements.