MATLAB: machine learning for algorithmic trading

In this MathWorks’ webinar, Dan Owen, industry manager for Financial Applications for the APAC region, shows how to use regression and machine learning techniques in MATLAB to train and test an algorithmic trading strategy on a liquid currency pair.

Using real life data, the presentation shows how to manage time-stamped data, create a series of derived features, then build predictive models for short term FX returns, as well as how to backtest this strategy historically, while taking into account trading costs in the strategy and the machine learning modeling process.

Watch the webinar

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