I have used matlab in the past; it was the language AHLs equity market neutral strategy was originally developed in. Rob
That's really interesting - MATLAB is still popular in many older quant firms but their obscene pricing model means almost everyone is either moving or has moved to Python. As much as I can code in python, I am just so much better at MATLAB that I stopped bothering with Python. A home license for MATLAB is very inexpensive so no compelling reason to change (for now atleast). I may be biased but I found MATLAB documentation very good and you simply don't get version hell when using several libraries. Separately - I would love to answer your questionnaire for your book but I can't PM you (I suspect it's disabled because I am a new member with few posts). I am based in Australia.
Thanks glad to see others starting with a portfolio instead of just individual trades as well. Yeah I've heard about the dispersion a bit, they talk about on TTU podcast. I agree on taking the ideas from various places and make them your own (something like the Bruce Lee quote). The great thing about being an individual trading just our own money, is we can tailor things to suit exactly what we want, and to how much time we're willing to spend maintaining it. Makes sense, I saw those 2 bad months in my backtest and felt it was a good time to start after some drawdown on 5th November. A lot of political stuff happening in the US then which made things spicy in a good way. I did however feel the Cocoa pullback quite strongly over Christmas and gave back a lot (and negative Santa rally). Finally Jan looks like the first month I'll close with decent profit instead of giving it, though most of it is in open positions still.
Anyone else having a terrible day in the market? I am currently down 4.6%, which would be my worse day since the SVB blowup in March 2023. (Not even sure what's dragging me down since I don't normally check during the day.) UPDATE: Looking at the CTA/TF ETFs, they're all doing fine (flat to up modestly). So perhaps it's just me.
Looks like Lumber and Lean Hogs are my big losers, but it's really just modest losses across most instruments and a lack of big winners. Wish I had NY Coffee which is up again (it's too large a contract for me). Instead I have London Coffee, which is down.