MatLab as trading platform

Discussion in 'Trading Software' started by flakac, Oct 31, 2005.

  1. flakac


    What do you think about MatLab ( as trading platform /as a platform for trading system development. /
    Pros & cons
  2. Would have thought it's not too good as a trading platform? I've never gotten the hang of the data I/O (always thought the database (?) toolbox a bit weak, but perhaps they've improved it I last used it)- how do you do it?

    As a system development tool, I think it's great. Big startup curve, though. I like the coding style, but it took a while to get over my inbred "fortran loop bias."
  3. eitanhir


    i'm sure it can be used as a trading platform, but i think it would be a bit cumbersome, there are more suitable languages for that.
    i used it as a system development platform, but only because i'm familiar with it from work. obviously it's mathematical power is wasted when using it that way. much like killing a fly with a canon...
    didn't use it's database toolbox, only statistical toolbox and the base math engine
    BTW i find version 6.5 R13 much more stable than the last release (14-matlab 7) even with the last two service packs.
  4. its math power isn't exactly wasted if you have complex statistical based strategies or even just pricing a fixed income instrument, such as a leveraged swap. However, this gives rise to a paradox: it is useful for complex, high frequency strategies that require computing power, but because it is written in java, it is too slow for these high frequency applications!
  5. Yup, so it is much better to use the matlab API in VC++.Net or something like that. ...
    but then this defeats the purpose... because then matlab is not the platform anymore
  6. I use Matlab for all backtesting and realtime trading. It works great for me, both simple index futures trading and entire stock portfolio trading. I use TradingWithMatlab to hook to IB ( I have even recently begun a forum devoted to the users of this platform at It has not gained popularity yet but once it does I promise some interesting things for my fellow TWM users. No I'm not involved with this company, just a satisfied customer.
  7. I have done quite a bit of scientific computing over the years and never understood what was so special about Mathlab.
    An expensive toy unfit to solve real problems. If you know how to profit from markets with it, be happy. I can't.

    I don't see any documentation on language refrences, syntex, functions,...
  9. Try

    Nononsense, its a tool, with advantages and disadvantages. I know you are technically knowledgable. For myself, not coming from that background, I have been amazed at what can be done with the flexibility of this language. I can rip through reams of tick data, do complex portfolio wide money management, create custom realtime charting. Far superior to any commercial backtesting/automation system I've worked on. With TWM I've got a simple link to IB to turn my ideas into reality. Works for me.
  10. That's it :confused: where are the stuff u are discussing?
    #10     Nov 1, 2005