Several algorithmic trading strategies on the stock ticker SPY

Version 1.0.0.0 (91 KB) by Moeti Ncube
Replication of several trading strategies presented on quantifiedstrategies.com
0.0
(0)
965 Downloads
Updated 24 Mar 2016

View License

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.

Cite As

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. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

quantified_strategies/

Version Published Release Notes
1.0.0.0