Algorithmic Trading with MATLAB: WFAToolbox Video Tutorial

How to build profitable algorithmic trading strategies on Forex & Stocks with MATLAB
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Instructed by WFAToolbox Team Business / Finance
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  • Lectures 22
  • Length 1.5 hours
  • Skill Level All Levels
  • Languages English
  • Includes Lifetime access
    30 day money back guarantee!
    Available on iOS and Android
    Certificate of Completion
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About This Course

Published 6/2015 English

Course Description

Trading, FOREX, Stocks, Algorithmic Trading, Automated Trading, Quantitative Finance, Computational Finance - all that areas of knowledge are relevant for this course.

LAST UPDATE: 31 May 2016

Join 1400+ delighted Students On This Amazing Algorithmic Trading Course

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In the last chapter, we will show you a special method, which allows you to take typical trading strategy and convert it into new one, which will bring you $1'461'350 from $10'000 in 4 years!

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This course will show you how to create, test and analyze algorithmic trading strategies on financial markets (forex, stocks etc.) in MATLAB by using the WFAToolbox application, which can make development process comfortable and interesting, as well as provides reliable results, reducing the whole process from weeks or months to couple of minutes.

This course is intended for those, who know MATLAB language basics and has some experience in financial trading on financial markets (forex, stocks etc.), but even if you are not familiar with MATLAB, our course includes all the links for necessary resources, which will allow you to understand everything as soon as possible.

By the end of this course you will be able to load free data from Google Finance directly into MATLAB, describe rules of your trading strategy on financial markets (forex, stocks etc.) in MATLAB language, perform visual walk-forward analysis by using parallelization of processes and genetic algorithms, as well as perform detailed analysis of your tests.

In the final part we will tell and show you special method, which allows you to take typical trading strategy on financial markets (forex, stocks etc.) and convert it into new one, which will bring you $1'461'350 from $10'000 in 4 years! There's no magic or secret in this method, it uses pure math.

Main features and duration of the course

This course is a little bit untraditional for Udemy, because it was made by a group of people and work took more than 1,5 months. In our modern world time converts into a really expensive asset, that's why we become really surprised when we see that some authors are proudly telling us that their course takes 7 or even 15 hours - where can one find time to watch it? Therefore, we made great and hard job to be sure that you will understand all the information during 30 minutes, as well as learn all the specific methods and instruments, which are described in the name of the course. We tried to make everything maximally capacious, informative and to the point. Can you remember episode from The Matrix movie, where Neo was connected to one cable to know Kung Fu in couple of seconds? We tried to make it possible for you to understand the WFAToolbox with the same speed... or almost the same ☺

The story about hedge funds making billions of dollars each year using MATLAB (and the way for you to "steal their technologies")

Do you know which technology is used by hedge fund departments of J.P. Morgan or Deutsche Bank in order to create their highly effective algorithmic strategies? Yes, sometimes developers write everything from the scratch, but in most majority of cases they use MATLAB system! Because it speeds up development process of trading systems on financial markets (forex, stocks etc.), and visual analysis can be performed even by student. The most important that it has all necessary things for advanced quantitative finance analysis and financial engineering: digital signal processing (nonlinear adaptive filters, kalman filters), neural networks, support vector machines, genetic algorithms and many other and most modern. In our modern world, someone can be considered as indecent person if he or she publishes article about new method of data analyzing or time series prediction without attachment of such code in MATLAB language!

Until very recently, MATLAB was available only for highly paid professionals from investment banks and hedge funds, because price of basic version was equal to $4400, but recently MathWorks company offers Home-license for personal use just for $135 – great fact that such version has full functionality and allows you to use all the features of MATLAB. During studying you can install free Trial version and avoid payment until you are sure that you need this product.

Availability of MATLAB gave new and unprecedented opportunities for private investors and traders, which are interested in creation of highly profitable algorithmic trading strategies on financial markets (forex, stocks etc.). But we have to mention that institutional investors usually use not one single person, but whole team to create their strategies even in MATLAB, because some processes have to be integrated into one existing structure (e.g. bank structure), therefore some of required processes have never existed or require connection to expensive services.

But these days we finally have the WFAToolbox. This application (in fact it's add-on) that works under MATLAB, which allows to carry out all necessary processes to create, test and analyze trading strategies on financial markets (forex, stocks etc.) in MATLAB, providing maximum comfort and speed and using modern optimization and data visualization systems without any affection on limitless opportunities of data analysis systems usage, prediction and so on, which are the part of MATLAB itself.

What are the requirements?

  • To create, test and analyze algorithmic trading strategies we will use WFAToolbox. During the course we will guide you how to download, install and setup the WFAToolbox App.
  • Install MATLAB (from R2012b to any later version): free 30 day trial version is more than enough. If you don't know where to find it - don't worry, we will guide you in the course. Personal license cost: $135
  • You will need Excel with macroses support for detailed analysis section of the course.

What am I going to get from this course?

  • For those, who are interested in algorithmic trading, and possibly has experience in creation and testing of trading strategies within MATLAB.
  • This course is intended for those, who know MATLAB language basics, but even if you are not familiar with MATLAB, our course includes all the links for necessary resources, which will allow you to understand everything as soon as possible.

What is the target audience?

  • This course for traders who have some experience with Forex, Stocks etc. trading or want to discover a world of Quantitative Finance for him/her self.
  • This course is NOT intended for those, who are not ready to investigate sometimes difficult things (but therefore profitable) even with our comprehensive help.
  • This course is NOT for those who are looking for $31242 from $100 investments overnight without any efforts. Many things from this course should be learned well before you start to make more than 100% of annual return on your investments.

What you get with this course?

Not for you? No problem.
30 day money back guarantee.

Forever yours.
Lifetime access.

Learn on the go.
Desktop, iOS and Android.

Get rewarded.
Certificate of completion.

Curriculum

Section 1: Introduction and software installation
01:41

In introduction we will tell you about all the skills that you have to obtain as well as the information about the course.

2 pages

This file contains link to download free trial version of MATLAB, as well as all useful resources which can help to understand MATLAB basics and programming methods for better understanding of the subject area.

01:03

This video is a short overview of WFAToolbox - MATLAB App for Advanced Algorithmic Trading Strategies Development in Minutes, not Months.

01:09

At the end of this lecture you will be able to install the WFAToolbox application, as well as reinstall or install new version in proper way.

Section 2: Trading Data Loading
02:55

Lecture gives detailed instructions about free data loading from Google Finance server using the WFAToolbox.

01:14

By the end of this lecture you will understand how to load data from other sources into the WFAToolbox application.

Section 3: Creating Trading Strategies
03:09

This lecture tells about creation, deletion, duplication and renaming of new strategy files when it's necessary.

01:33

Lecture walks you through the process of parameters and their ranges setting for subsequent testing.

03:27

This lecture gives you understanding about loaded data calling methods as well as their usage for indicators calculation and other methods of data analysis.

03:13

This lecture tells about ways of trading strategy rules description for the WFAToolbox application in MATLAB language.

02:54

Describes expenses setting principles in order to obtain more authentic strategy testing.

Section 4: Settings & Optimization
01:14

You will learn what parameters you should set before start to test your strategy.

02:31

This lecture describes in details and illustrations main principles of walk-forward analysis and its advantages.

03:15

This lecture compares three methods of optimization: linear, parallel and genetic algorithms optimization. Lecture tells as about advantages, as well as about disadvantages of all the methods.

Section 5: Analysis & Execution
01:28

Here you will understand how to analyze trading strategy results in proper way in the stage of testing. Visual walk-forward analysis method is characterized in that it can be performed even on the very first step without need to wait (sometimes it takes too long) when optimization finishes.

01:54

After getting testing results you can load them into special Excel table, which involves macroses and performs detailed analysis with high amount of performance indicators.

03:43

Lecture explains how to fill in and correctly analyze all the information from main page of detailed analysis table.

03:32

Lecture explains which information can be obtained during the analysis of trading strategy on all the pages of the table.

01:11

When you finish testing and analysis of your trading strategy you can generate execution file and integrate it into your automated trading system.

Section 6: Additional Resources
WFAToolbox 1.1.1 User's Guide
51 pages
Q&A - Questions and Answers
5 pages
** BONUS For Course Students: EXCLUSIVE Discount!! **
1 page

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Instructor Biography

WFAToolbox Team, Algorithmic Trading Software Developers

We are the team of developers of the WFAToolbox, and if we sum up our work experience in hedge funds, algorithmic strategies and software development companies, own developments and researches on this issue, then one life of the average American person is not going to be enough to contain it. After plurality of trials and errors, we have found that MATLAB is the best instrument for creation of algorithmic trading strategies of any complexity for today. Therefore we created special WFAToolbox application, which gives to those, who want to create their own successful trading strategy (or create highly profitable portfolio of strategies), possibility of doing that in the shortest time and in the most convenient form, receiving stable results and possibility of detailed analysis and research. Our goal at Udemy is to teach people how to use financial instruments, which, until very recently, were available only for professionals from major investment banks and hedge funds, and allow them to realize their ideas and multiply their capitals on financial markets.

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