Backtesting Trading Strategies in Just 8 Lines of Code

versión 1.0.0.0 (21.2 KB) por MathWorks Quant Team
This demo will show how to perform a strategy backtesting in just 8 lines of code.

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Actualizada 12 Sep 2017

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Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just 8 lines of code. This includes:
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharp ratio, and maximum drawdown
• Equity curve plotting
In fact, there are a lot of things you can do in MATLAB. For example, you can:
• Use Datafeed Toolbox™ to download market data directly from various data providers
• Generate trading signal using Econometrics Toolbox™ or Statistics and Machine Learning Toolbox™
• Automatically execute your strategies by using Trading Toolbox™
The video can be found herehttps://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

Citar como

MathWorks Quant Team (2022). Backtesting Trading Strategies in Just 8 Lines of Code (https://www.mathworks.com/matlabcentral/fileexchange/63333-backtesting-trading-strategies-in-just-8-lines-of-code), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2016b
Compatible con cualquier versión
Compatibilidad con las plataformas
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