Matlab Trader Group

Discussion in 'Automated Trading' started by Trader922, Feb 25, 2009.

  1. I am a full-time trader, primarily in commodities (both outrights & spreads) but I also trade stocks as well.

    I am currently working on developing some of the systems I execute manually into Matlab and would like to get an online group started to bounce ideas off of and to try to reduce the time it takes to develop ideas in Matlab.

    Send me a PM or post here if you are interested in joining.

  2. I do G3 interest rates and I use Matlab for most of my analytics at the moment. Would be happy to participate...
  3. maxdama



    I've been working on Matlab-based systems too, I'm using it with Interactive Brokers. I'd like to join your "group".

    The code I've written for connecting to IB through Matlab via IB's ActiveX API is uploaded on my blog, Matlab/IB Code, for people just getting set up.

    Glad to see more interest in platforms richer than TradeStation.

  4. Corey


    Been using Matlab for some scientific computing projects. Would love to join a group about trading with matlab...
  5. Please count me in as well
    Mainly options and pairs trading here (stocks & FX)
  6. Glad to see some responses on this.

    I will look into some sort of web site to information and ideas generated from the group.

    My intention is to keep the site & group simple and casual. The idea is that the group gives members better resources to learn, help resolve questions, issues, etc. than what is currently available on the net for Matlab based trading systems.

    I am not sure what each individual's experience level with Matlab and/or trading is, but as is the case with any group I am sure there will be a wide range of people with different skill sets. I'm sure we can all benefit from the group and learn something in the process.

  7. why matlab in particular? Among interpreted languages, matlab is known to be one of the most sluggish and resource-hogging.

    What can be done in matlab, can easily be done in C++ with ease, using STL containers and/or boost libraries.

  8. I currently use Matlab for system development and am looking for others that do as well to bounce ideas off of and learn at a quicker pace. I believe there are other people similar to me that are looking to improve the process they use to trading develop systems.

    While your beliefs about Matlab vs. a hand built C++ system may be true, I think there are enough people out there that use it that we all can get some benefit out of discussing ideas & issues that come up. Further, I think it would be very difficult to discuss ideas, problems, etc. if everyone's base setup was different.

    Do you have any suggestions for other products that people would also get some benefit out of discussing?

  9. cane1214


    I'd like to join as well. Though I do my trading using other tools, I do a lot of portfolio analysis in Matlab and would like to explore Matlab in this capacity.
  10. I've used matlab for about 12 years, mostly in engineering. It's definitely a really great prototyping tool, just slow. But the built-in plotting functions are very difficult to reproduce in standalone apps built in C++.

    I think matlab is fine for this effort, but it's just sluggish with iterative processing.

    I've looked at your blog, very nice! I did notice you are connecting to TWS via ActiveX. That's ok, but it limits platform implementation to Windows (I think). I'm trying to migrate my automated systems to UNIX (Mac OS X), so the socket client through matlab's java is more platform-independent. Is there a reason you chose activeX in particular?

    #10     Feb 25, 2009