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Matlab Trader
This site is dedicated to helping Matlab users research and backtest trading strategies. Matlab can also be used to actually execute systematic trading strategies by connecting to a broker with an API.
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Matlab Utilities
Contains many Matlab Utilities. These have not been tested by our group & all results should be verified by prior to using.
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Spatial Econometrics
Contains many useful functions for time series analysis, including Cointegration functions that can be used for pairs & spread trading strategies
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Algorithmic Trading with MATLAB
Aly Kassam's presentation on backtesting with MATLAB. Introductory level.
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