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
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.
Why you will never see discounts to our quant membership on learning trading technology, algo, strategy, and model development?
successful indie traders!! I get comments or queries like this below all time:
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Let me know? Thanks,This is pretty easy to explain. View this video at Youtube to see how our dirt cheap rate for our grand tour of the membership:
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So consider the member ship already discounted quite heavily as It moves forward, the rate will be going up. Once you join, you will continue paying that rate forever as long as you remain a member. Plus, our payment administrator platform does not allow us to discount anyhow. We can only offer coupons but there may be a rare promotional offer during our public webinars so you will need to be an active participant to know about those. Find info like that by jolning our Meetup group. http://www.meetup.com/quant-finance/
Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant or HFT
This has been posted in the new online course for our members. Get access to it by going here: http://quantlabs.net/membership.htm
Right on! Java development done so now I can focus on model development and research again with Matllab
I just joined an R Meetup group so I will find out what this thing is about in the next month. Also, I very happy to get back to this process with Matlab. It is very critical for my premium membership service to expand it.
Big Data Sets & Hadoop – BackTesting and/or Model Development
Any out there use or using Hadoop as part of their backtesting repository? Any good lessons or experiences in using Hadoop?
That is what we are going to use. We have done some researches in that field, including consultations with search engine developers that are using hadoop, and found out that it will fully suit us for storage and cluster calculations. The project is in development stage at the moment, so I can’t tell right now how hadoop performs) but it was designed for hard calculations
18 hours ago
Did you look at any in-memory databases like VoltDB? or did Hadoop have more in the way of calculations?
Hadoop should only be used if you need to spread the calculations between multiple nodes. This is where the speed is. You can easily connect as much nodes as you need. And that can be virtual machines, dedicated servers, work stations) and it can store significant amount of data with real time back up.