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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.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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