I'm trying to find software to run monte carlo's on my tradestation strategies. Anyone recommend anything in particular?
I have been looking into matlab a lot. What is the learning curve like? I'm pretty experienced in VB, TradeStation, C++, etc.
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.
This package includes Monte Carlo. http://unicorn.us.com/trading/prosizer.html http://www.elitetrader.com/vb/showthread.php?threadid=37327&goto=nextnewest
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? Thanks.
Another option is.. http://www.tradelabstrategies.com/ They also have a no cost book about Monte Carlo on their site. - Greg
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. Thanks. ozzy