Access prices, analyze transaction costs, and send orders to trading systems

Trading Toolbox™ provides functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and sending orders to financial trading markets. The toolbox lets you integrate streaming and event-based data into MATLAB®, enabling you to develop financial trading strategies and algorithms that analyze and react to the market in real time. You can build algorithmic or automated trading strategies that work across multiple asset classes, instrument types, and trading markets while integrating with industry-standard or proprietary trade execution platforms.

With Trading Toolbox you can analyze and estimate transaction costs before placing an order, as well as attribute costs posttrade. You can analyze transaction costs associated with market impact, timing, liquidity, and price appreciation, and use cost curves to minimize transaction costs for single assets or for a portfolio of assets.

Trading Toolbox lets you access real-time streams of tradable instrument data, including quotes, volumes, trades, market depth, and instrument metadata. You can define order types and specify order routing and filling procedures.


Capabilities

Transaction Cost Analysis

Use functions for estimating trading costs, performing trading analytics, and optimizing trading strategies using Kissell Research Group (KRG) data and models.

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Order Execution Management with Bloomberg EMSX

Use Trading Toolbox with the Bloomberg Desktop API.

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Instrument Pricing and Order Management with Trading Technologies X_TRADER

Use Trading Toolbox with the Trading Technologies X_TRADER API.

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Trading and Order Management with Interactive Brokers TWS

Use Trading Toolbox with the Interactive Brokers TWS API.

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Trading and Order Management with CQG

Use Trading Toolbox with the CQG API.

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Product Resources

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Documentation

Explore documentation for Trading Toolbox functions and features, including release notes and examples.

Functions

Browse the list of available Trading Toolbox functions.

System Requirements

View system requirements for the latest release of Trading Toolbox.

Technical Articles

View articles that demonstrate technical advantages of using Trading Toolbox.

Community and Support

Find answers to questions and explore troubleshooting resources.


Try or Buy

There are many ways to start using Trading Toolbox. Download a free trial, or explore pricing and licensing options.

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Have Questions?

Kawee

Contact Kawee Numpacharoen,
Trading Toolbox Technical Expert

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Trading Toolbox requires MATLAB.


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