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Real-time trading system demo

Last week I gave a presentation at the MATLAB Computational Finance Conference [1] in New York. The room was packed-full with close to 200 professionals in the finance industry. The energy and feedback were tremendous, it was a great experience. The presentation (PDF format) is provided here [2].
I presented a demo application that showed how Matlab can be used to create a full end-to-end trading system, highlighting Matlab’s potential as a platform of choice. I used Interactive Brokers [3] to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market, via the IB-Matlab [4] connector:

Real-time trading system demo in Matlab (click for details) [5]
Real-time trading system demo in Matlab (click for details)

The demo system’s user interface showcased the hidden visualization and interactivity potential of MATLAB for tracking order executions and charting financial time-series in real time. The undocumented features used in the demo include:

The demo source code is provided here [12] (tradingDemo.m and supporting files). Note that this is provided as-is, free of charge but without any warranty or support. You would naturally need IB-Matlab [4] and an Interactive Brokers account to run it.
If you came to the conference, I want to thank you for being an excellent audience. I hope we have a chance to work together on your projects. Shoot me an email [13] if you’d like my help in any consulting, training or development work.

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