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Algorithmic Trading

Algorithmic Trading

Algorithmic trading represents a significant portion of trades in many major markets, including more than a third of EU and US equity trades. Algorithmic traders worldwide use MATLAB to develop, backtest, and deploy mathematical models that detect and exploit market movements.

Develop and Test Trading Strategies

Hedge funds, proprietary trading desks, brokerages, and exchanges use MATLAB to:

  • Create trading rules, including technical, nonlinear time-series, or arbitrage
  • Estimate parameters
  • Import data from Thomson Reuters, specialist data providers, and databases
  • Perform out-of-sample testing

By leveraging their multicore computers, servers, and clusters trading teams can backtest with more data and accelerate data analysis to quickly implement strategies in the market.

Deploy Strategies to the Market

With MATLAB and related deployment products, researchers gain flexibility in how and when trades are implemented by exporting trading parameters or deploying their strategies as C++, .NET, or Java callable components to integrate with in-house or third-party trading systems.