Backtesting Trading Strategies in Just 8 Lines of Code

版本 1.0.0.2 (17.3 KB) 作者: MathWorks Quant Team

This demo will show how to perform a strategy backtesting in just 8 lines of code.

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更新时间 2023/12/19

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Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a backtesting strategy in just 8 lines of code. This includes:

• Data preparation

• Trading signal generation

• Calculation of portfolio returns, Sharpe ratio, and maximum drawdown

• Equity curve plotting

In fact, there are a lot of things you can do in MATLAB. For example, you can:

• Use Datafeed Toolbox™ to download market data directly from various data providers

• Generate trading signal using Econometrics Toolbox™ or Statistics and Machine Learning Toolbox™

• Automatically execute your strategies by using Datafeed Toolbox™

The video can be found here https://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

引用格式

MathWorks Quant Team (2024). Backtesting Trading Strategies in Just 8 Lines of Code (https://www.mathworks.com/matlabcentral/fileexchange/63333-backtesting-trading-strategies-in-just-8-lines-of-code), MATLAB Central File Exchange. 检索来源 2024/4/19.

MATLAB 版本兼容性

创建方式 R2023a

兼容任何版本

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类别

Computational Finance > Financial Toolbox > Portfolio Optimization and Asset Allocation >

在 Help Center 和 MATLAB Answers 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息

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致谢

启发作品: Files for webinar titled "Classifying Trading Signals using Machine Learning and Deep Learning"

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simpleBacktesting.mlx

版本	已发布	发行说明
1.0.0.2	2023/12/19	fixed typos	下载
1.0.0.1	2023/12/19	Updated Trading Toolbox to Datafeed Toolbox	下载
1.0.0.0	2017/9/12	Add video link in description	下载

Backtesting Trading Strategies in Just 8 Lines of Code