Automated trading with Matlab

K

kmgilroy89

I purchased the student version of Matlab as well as the datafeed and financial toolbox. The financial toolbox looks good, but I'm not sure how useful the datafeed is. It gives me 3 options: Yahoo, IDC, and Bloomberg, of which only Yahoo works. I'm not sure if I have to pay to get the feeds from Bloomberg or IDC, but I'm looking for historical data, preferably 1 minute or less (1 second or tick would be even better). If I can't get this info for free I'd like to know if I could get it somewhere cheap so I can test out some of the technicals on the financial toolbox with Matlab and backtest it. Thanks.
 
You'll have to pay for historical data or real time data. If you ask really nicely, there maybe someone on ET that can send you some historical data for you to experiment with.

Runningbear
 
you can get free tick data from the cme (an example file)

I think you can get a free example file from most vendors or exchanges.
 
Quote from kmgilroy89:

I purchased the student version of Matlab as well as the datafeed and financial toolbox. The financial toolbox looks good, but I'm not sure how useful the datafeed is. It gives me 3 options: Yahoo, IDC, and Bloomberg, of which only Yahoo works. I'm not sure if I have to pay to get the feeds from Bloomberg or IDC, but I'm looking for historical data, preferably 1 minute or less (1 second or tick would be even better). If I can't get this info for free I'd like to know if I could get it somewhere cheap so I can test out some of the technicals on the financial toolbox with Matlab and backtest it. Thanks.
More...

2 choices I can think of:
1- Open an account with IB and use ActiveX to get intraday data
2- Use google finance ( up to 1 min)

Both require some programming
 
Thanks. I have no programming experience, but I will look into it. I see that Esignal has historical data. Does anybody know how good that is? Perhaps I'll be able to use that.
 
Quote from 2rosy:

how would you use matlab if you cant program?
More...

I'm watching videos on their website so I'm learning. From my understanding Matlab is fairly easy to pickup, but learning C++ is very hard.
 
You must log in or register to reply here.
Back
Top