In May 23, 2013 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. If you came to the conference, thank you for being a great audience.
In September 19, 2013 I gave a variation of that presentation at the MATLAB Computational Finance Virtual Conference. The presentation (PDF format) is provided here, the video recording is available here.
In both cases 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:
The trading algorithm used in the demo is trivially simplistic (random). In a real-life system you would naturally replace it with your own proprietary algorithm. But feel free to use this demo as a starting point for your application.
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.
I hope we have a chance to work together on your projects. Send me an email if you would like my help in any consulting, training or development work.
