Several algorithmic trading strategies on the stock ticker SPY
This program replicates the trading strategy results within Oddmund Grotte's blog quantifiedstrategies.com.
I replicate the strategies that are based off of the SPY exchange traded fund and aggregate the results. There are 11 strategies in total. A link to each strategy is provided right before the function call.
The code first pulls in the most recent 10 years of SPY data from yahoo finance, it then performs a backtest on each strategy.
Zitieren als
Moeti Ncube (2024). Several algorithmic trading strategies on the stock ticker SPY (https://www.mathworks.com/matlabcentral/fileexchange/56146-several-algorithmic-trading-strategies-on-the-stock-ticker-spy), MATLAB Central File Exchange. Abgerufen .
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Windows macOS LinuxKategorien
- Computational Finance > Financial Toolbox >
- Computational Finance > Datafeed Toolbox > Financial Data > Transaction Cost Analysis >
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quantified_strategies/
Version | Veröffentlicht | Versionshinweise | |
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1.0.0.0 |