Algorithmic Trading with Bloomberg EMSX and MATLAB
Demo files from the OPTI-NUM solutions webinar - Algorithmic Trading with Bloomberg EMSX and MATLAB.
The main demo files are:
BloombergSimpleExamples.m
MovingAverageTradingRule_BloombergEMSX_intraday.m
MovingAverageTradingRule_BloombergEMSX_liveSystem.m
In this 18 minute video, an Applications Engineer from OPTI-NUM solutions will show you how MATLAB can be used for Algorithmic Trading and demonstrate the Trading Toolbox, which can be used to execute trades in real time directly from MATLAB through Bloomberg EMSX.
The webinar describes the workflow involved in developing, backtesting and executing a trading strategy, and features a live example of a trading algorithm being implemented in Bloomberg EMSX’s test environment.
The webinar can be viewed at http://optinum.co.za/_webinar/BloombergEMSXandMATLAB.mp4
Cite As
Nicole Wilson (2024). Algorithmic Trading with Bloomberg EMSX and MATLAB (https://www.mathworks.com/matlabcentral/fileexchange/43869-algorithmic-trading-with-bloomberg-emsx-and-matlab), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Datafeed Toolbox > Financial Data > Bloomberg Desktop >
- Computational Finance > Datafeed Toolbox > Financial Data > Transaction Cost Analysis >
Tags
Acknowledgements
Inspired by: Algorithmic Trading with MATLAB - 2010, Automated Trading with MATLAB - 2012
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Version | Published | Release Notes | |
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1.0.0.0 |