Several algorithmic trading strategies on the stock ticker SPY

Versione 1.0.0.0 (91 KB) da Moeti Ncube
Replication of several trading strategies presented on quantifiedstrategies.com
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Aggiornato 24 mar 2016

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This program replicates the trading strategy results within Oddmund Grotte's blog quantifiedstrategies.com.
I replicate the strategies that are based off of the SPY exchange traded fund and aggregate the results. There are 11 strategies in total. A link to each strategy is provided right before the function call.

The code first pulls in the most recent 10 years of SPY data from yahoo finance, it then performs a backtest on each strategy.

Cita come

Moeti Ncube (2024). Several algorithmic trading strategies on the stock ticker SPY (https://www.mathworks.com/matlabcentral/fileexchange/56146-several-algorithmic-trading-strategies-on-the-stock-ticker-spy), MATLAB Central File Exchange. Recuperato .

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Creato con R2014b
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quantified_strategies/

Versione Pubblicato Note della release
1.0.0.0