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Autotrading platform in Matlab
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IT & Programming > Software Application

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  • Posted: Wed, May 30, 2012
  • Time Left: Closed
  • Location: London area, United Ki...
  • Client prefers freelancers from:
    London area, United Kingdom

    You are still able to submit a proposal for this job.

    The client prefers freelancers from
    a different location.

    You're still able to submit a proposal for this job, regardless of your location.
  • Start: Immediately
  • Budget: $1,000 - $5,000
  • Fixed Price Job
  • Elance Escrow Protection
  • W9 Not Required
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Project Proposal: Autotrading platform in Matlab

Purpose: create a suite of Matlab routines for
(1) testing of systematic trading strategies,
(2) live trading.
The testing and live systems consist of the same core components. The key difference between testing and live is the data source (data files vs. live data feed respectively).
Programming environment: Matlab
Trading interface: InteractiveBrokers

Tradable instruments: spot foreign exchange, including
AUDUSD, EURUSD, EURGBP, EURSEK, EURJPY, GBPUSD, USDCHF, USDJPY etc.
Historical data: 5 years of data, source e.g. Dukascopy. File format is flexible.

Basic components:
Portfolio manager - "what to trade"
Entry manager - "when to enter a trade"
Exit manager - "when to exit a trade"
Risk manager - "whether to trade"
Money manager - "how much capital to allocate to a trade" (position sizing)

Please refer to TradingBlox software to understand and replicate its "building blocks" logic.

Order types: market order, limit or...

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Desired Skills
MATLAB, finance, trading
Job ID: 30880925
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