Last week I gave a presentation at the MATLAB Computational Finance Conference 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.
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 to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market, via the IB-Matlab connector:
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:
- Animated GIF logo image (rotating Dollar sign)
- Customized data table
- Log box with rich HTML contents: icons and color-coded messages
- Draggable (resizable) panel borders (note that this feature does not work in the new HG2 – I hope it will be fixed by the time that HG2 is released)
- Maximized figure window
The demo source code is provided here (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 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 if you’d like my help in any consulting, training or development work.
One thing with the modified code is that it is necessary to add an attachment to send an...
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