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Showing posts from July 27, 2016

MATLAB now integrates Transaction Cost Analysis with Kissell Research Group Models

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At the core of stakes, we have: traders and fund managers; large transactions of exchange-traded instruments; trading-specific functions for estimating costs, performing analytics, and optimizing strategies; high-frequency trading; trading costs such as market impact, timing risk, and price appreciation.
In effect, MathWorks has announced new transaction cost analysis capabilities in MATLAB, built using Kissell Research Group models. One can observe that, starting in Release 2016a, Trading Toolboxcan provide trading-specific functions for estimating costs, performing analytics, and optimizing strategies. 
Meaning inter alia that, traders and fund managers involved with large transactions of exchange-traded instruments can use Trading Toolbox for back testing and real-time execution, building on their existing use of MATLAB to test trading ideas.