Oh me oh my: Python and R vs Matlab and new stock return, beta MLE estimating!

(Last Updated On: June 18, 2013)
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HI there

A couple of summaries since last Friday:

1. Python is no different in terms of R vs Matlab.
I will stick with my Matlab after this decent comparison.

I won’t debate this any further with myself!
I was thinking of Python for trading until I saw this
very recent comparison with Matlab and R

2. This got me further thinking about the usual Microsoft
Windows vs open source debate which of course includes
R, Python,Java, and Linux.
I settled with Excel, .NET,
and Matlab for my future. As for Excel with XLQ, I
summarized with these views:
DO I use Excel for real time data feed analytics with

technical analysis indicators? Use Matlab DotNET C++?

Beat open source Java?

Check it out here.
3.How to get mentored and do a career shift from a hedge
fund developer to a HFT developer

As for my members, I posted the following alone yesterday
from the Matlab Financial Toolbox:

Maximum likelihood estimation and Mean and Covariance
Parameter Estimation

CAPM with beta estimation

Maximum likelihood estimation and Mean and Covariance
Parameter Estimation

For those that cannot afford Matlab, there is no need to
worry as I am investigating ways to include a headless
version with a .NET DLL to interface with this in a FREE
open source trading platform
like Tradelink. I may even
include parallelization using a GPU card like Tesla or
Geforce from Nvidia. Would there be a demand for an
equivelent Java JAR file?

Now remember, I have a very limited promotion which includes
ALL courses from my new Academy which is nearly $700. I may
close this off the end of next week unless I see a surge in
demand for this promotion to be extended.  



Here is the complete course list.
See the Membership benefits listed here.
Thanks for reading,

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!
This entry was posted in Featured, HFT High Frequency Trading, Matlab, Premium Membership, Quant Development, R and tagged , , , , , , , on by .

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