Develop a high-frequency trading (HFT) platform with MATLAB

High-frequency trading (HFT) is a branch of algorithmic trading that focuses on generating profit using high execution speed. It’s used in areas such as arbitrage trading, signal-based trading, and scalping. In major exchanges, the trading volume generated from these trades—typically by proprietary traders, hedge fund managers, and market makers—is significant.

Developing HFT strategies requires intraday tick data and a solid analytical tool. MATLAB® provides both. It supports popular techniques for efficiently developing, backtesting, and implementing these strategies:

For more on tools for HFT, see MATLABDatafeed Toolbox™, and Trading Toolbox™.



Software Reference

See also: algorithmic trading, statistical arbitrage, momentum trading

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