What are some applications of matrices in Amibroker?

Discussion in 'App Development' started by helpme_please, Feb 17, 2017.

  1. I have been using Amibroker AFL for several years but I have never used the latest matrix features. What are some applications that can make use of matrices in Amibroker?
     
  2. tommcginnis

    tommcginnis

    Not familiar with Amibroker (besides their ET ads) but, re matrices in general:

    Very big in arrays of data -- dealing with seeking parameters of movement in that array. (Think: "multivariate regression")

    Also, in any sort of cohort analysis (actuarial/insurance data):
    Take any probabilistic function you can think of -- option inventory and holding periods. Look at that phenomena over time, over "cycles" of whatever qualifies as a "generation", for example.

    Bingo: matrix time!


    Want to get your Kelly Criterion/Trade Expectancy riffs down right? Whip a little Markov on it.

    Yeah, boss!
     
    Last edited: Feb 17, 2017
    helpme_please likes this.
  3. Hi. Helpmeplease. I scanned the AB website and saw the matrices description. I don't think that is a new feature- AB has , at least when I started 5-7 years ago, been an array based language so I don't think we need to re-code our AFL formulas. When I started programming, it was strange how simple it was (not needing loops too much) and how fast the scans worked.