These are the files used for my presentation "Realtime Trading with MATLAB", at the MATLAB Computational Finance Conference in New York on May 23, 2013, and updated for the MATLAB Computational Finance Virtual Conference on September 19, 2013.
This presentation demonstrates an end-to-end demo trading system in Matlab, highlighting its potential as a platform of choice. Interactive Brokers is used to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market.
The presentation explains why InteractiveBrokers (IB) is an excellent choice for algo-traders, and describes various methods by which MATLAB can connect to IB.
The presentation also discusses a skeleton trading platform implementation in Matlab. A simple variant of such a system is included here (with source code) as the trading demo.
The demo's user interface showcases the hidden visualization and interactivity potential of Matlab for tracking order executions and charting financial time-series in real time.
See description and the latest version in http://UndocumentedMatlab.com/ib-matlab/real-time-trading-system-demo
Note: the code included in this File Exchange submission is the one from 2013. To get the latest code (compatible up to R2019a or newer), visit the above webpage.
Video recording: http://www.youtube.com/watch?v=e4bdKcFl4GA
This FEX submission includes:
* presentation slides (PDF)
* demo screenshot
* tradingDemo.m - main demo application
* uisplitpane.m - this is FEX utility 23073 (see link below)
* findjobj.m - this is FEX utility 14317 (see link below)
* a couple of logo images
Note: This submission does NOT include the IB-Matlab connector that is required to run the demo - you can get this connector at http://UndocumentedMatlab.com/IB-Matlab
Readers/users are welcome to contact me for additional details/explanations: altmany (at) gmail (dot) com
Yair Altman (2019). Realtime trading with Matlab and IB presentation files (https://www.mathworks.com/matlabcentral/fileexchange/42093-realtime-trading-with-matlab-and-ib-presentation-files), MATLAB Central File Exchange. Retrieved .
Updated title, description and compatibility note
Updated files from the MATLAB Computational Finance Virtual Conference on September 19, 2013
Create scripts with code, output, and formatted text in a single executable document.