Monte Carlo

Discussion in 'Strategy Development' started by Pro_Trader720, Dec 9, 2005.

  1. I'm trying to find software to run monte carlo's on my tradestation strategies. Anyone recommend anything in particular?
  2. I use matlab for all that kind of stuff.
  3. I have been looking into matlab a lot. What is the learning curve like? I'm pretty experienced in VB, TradeStation, C++, etc.
  4. It's just like picking up any other language. It has a lot of quirks. It is usually quite hard to learn by example because most matlab code out there is quite dirty and poorly commented.. after using it for about a year I am pretty profecient but I never bought any books on it or anything. The integrated debugger is decent and provides most of the standard stuff.
  5. ozzy


    What version of Matlab are you guys using. It's been a while since I used it. Also are the add-ons extra, anything I need to get?

  6. ozzy


    Someone throw me a bone. I want to learn.

    ** Is there a toolbox I need to get?
    ** Is Matlab talking to your broker/exchange. What are the pro's/con's of matlab?
    ** Is Matlab mainly for high frequency trading

    If someone doesn't mind, a paragraph regarding the plusses of using matlab would really help.

    #10     Dec 9, 2005