Algorithmic Trading

Develop trading systems with MATLAB

Algorithmic trading is a trading strategy that uses computational algorithms to drive trading decisions, usually in electronic financial markets. Applied in buy-side and sell-side institutions, algorithmic trading forms the basis of high-frequency trading, FOREX trading, and associated risk and execution analytics.

Builders and users of algorithmic trading applications need to develop, backtest, and deploy mathematical models that detect and exploit market movements. An effective workflow involves:

For more information, see MATLAB® and Trading Toolbox™.



Software Reference

See also: Financial Toolbox™, Econometrics Toolbox™, Parallel Computing Toolbox™, Global Optimization Toolbox, Neural Network Toolbox™, cointegration, commodities trading, equity trading, momentum trading, algorithmic trading videos, statistical arbitrage, swing trading