matlab is a great quantitative platfrom, no question. anybody serious about this might also want to check out Mathematica. yes, it's stoopid expensive, but imo it is much more naturally suited to the kinds of things quants-in-training are likely to trying.
Damir, could you elaborate on this? Thanks. Here is a point-by-point comparison of Matlab, Mathematica and others: http://homepages.ihug.co.nz/~monte/ncrunch.html Comments: This is from 1997. Anyone know of a more recent comparison? Mathematica includes somewhat more functions than Matlab. Matlab's average performance was tested to be 5 times better than Mathematical for various numerical operations. While I haven't used Mathematica, I can testify that Matlab has seen tremendous improvements in computational performance since 1997. Some vector operations are now as fast as their hand-optimized C equivalents. This shows the differences in language between Mathematica and Matlab for some of the basics: http://amath.colorado.edu/courses/2460/2004fall/week01/maticavlab.html
Sound recording would be the least intrusive... best chance of success. Of course it would be great if you could capture video or still shots too.