connection with matlab?

Discussion in 'Trading Software' started by gaidaros, Apr 10, 2007.

  1. gaidaros


    dear fellow-traders,
    I have not yet settled on a platform to use. The reason is simple: most systems offer more or less the same functionality but none has any advanced signal filtering/statistics capabilities. I thought of using matlab but it seems it is all built around EOD data. Anyone has experience with any modular packages where I can call matlab routines etc? Yes I could code all the math from scratch, but is not very efficient when all I have to do is type one function, say in matlab or C. the other way to go is built from scratch in matlab (more time) or C (a lot more time).

  2. From what I understand, MatLab is the quant language of choice for statistical analysis and financial engineering.
  3. nitro


    There is a Matlab plugin that allows you to get RTD through Interactive Brokers API using straight sockets, or maybe ActiveX, I forget...

  4. There are some example on IB API's Yahoo group that you can communicate real time with IB from Matlab using IB's ActiveX control. The groups name is

    There are more examples on IB's own bulletin board, just search 'Matlab'.

    Also provides an API for this function, which they claim to be superior than the native ActiveX control.