Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

(Last Updated On: September 24, 2012)

Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

A Youtube video user asked:

Matlab builder NE

Hi quantlabs,

I like your videos about Matlab and how it can be integrated with .NET.
I’m not that much of a programmer but here’s what I’d like to do:
1. Use “deploytool” to create a .NET-Assembly
2. Integrate it in a .NET application to do calculations on an array containing a financial time-series.
Unfortunately I get a bit confused when and how to use MWArray, MWNumericArray (etc..) when declaring the variables and arrays I need for the calculation.

Below there’s the code for the “magic square” example. I’m wondering how I need to change this “prototype code” for my purposes – taking an array of financial prices, passing it to the matlab function and returning the result. Can you help me?

Thanks you very much…
andrew8w

Dim obj As MLTestClass = Nothing
Dim input As MWNumericArray = Nothing
Dim output As MWNumericArray = Nothing
Dim result As MWArray() = Nothing

Try
obj = New MLTestClass()

input = 4
result = obj.magic(1, input)

output = DirectCast(result(0), MWNumericArray)
Console.WriteLine(output)
Catch generatedExceptionName As Exception

Throw
End Try

My answer is:
Use R. There are many better ways to integrate into an external language including .NET languages like C# or Visual C++ or even Java. I find R is easier with cetain R packages like RCaller. ALso, it is free so this is why I switched.

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs