(Before It's News)
My name is Igor Volkov and I’m the founder and developer of WFAToolbox – Walk-Forward Analysis Toolbox for MATLAB. WFAToolbox is an add-on that is aimed to ease the life of MATLAB users, who develop their own algorithmic trading strategies. This add-on has lots of benefits that are too many to enumerate here, but I will suggest you try it now by downloading its demo version from our official website: http://wfatoolbox.com.
First of all, I would like to answer the following questions:
What happened with the blog?
1. Jev Kuznetsov is not the owner anymore
The blog was purchased from our friend, Jev Kuznetsov, who has moved to his other blog http://tradingwithpython.blogspot.com
. He concluded that Python is better than MATLAB for trading, which I considered to be false. MATLAB remains one of the best software in the world for algorithmic trading purposes IMHO (I have some facts about this though for future discussion).
2. We have changed the brand
From this moment the blog will be called MatlabTrading, which is much more understandable regarding the topics it will include. Furthermore, the domain name has been changed to www.matlabtrading.com
instead of the initial matlab-trading.blogspot.com
, although the old domain is still working redirecting from the primary domain name.
What will happen to the blog?
1. More posts and articles
We hope to bring life to this blog by posting relevant contents once or twice a week. In the first few months, we will post mostly those articles and videos that we already have to make it easier for our dear readers to search for information on one resource and have crosslink on them.
Then we have plans to write posts about practical aspects of algorithmic trading in MATLAB. How to create modern automatic trading strategies such as:
- Statistical arbitrage pairs trading / mean reversion / market neutral trading strategies based on cointegration / bollinger bands / kalman filter etc for commodities, stocks and Forex.
- Trend following strategies with Jurik Moving Average and other sophisticated digital filters;
- Forecasting strategies with machine learning (Support Vector Machines) and other methods;
- Creating robust trading strategies using visual walk-forward testing money management for reinvesting your capital (science on how to get $1M from $10K in a year with maximum, but estimated risk and sweat rewards). Maybe after reading this you’ve thought this is going to be another dumb article for those poor guys seeking how to become rich through “trading on forex” and all that. Well, that is totally false! We are working in MATLAB, and majority of us are scientists and experts in that aspect so everything is serious.
2. More interactivity
I will be happy if we can all relate through comments in posts. Subscribe to our news to get alerted about the newest posts and events. Later on, we have plans to make Google Hangouts webinars. Don’t miss it, click on “Follow” button at the upper right corner to join our community.
What would you like to read in our blog posts? What topics can you suggest? Please write here in comments.