Matlab

I’m excited to find that Matlab is a widely used tool in finance because I have a free copy and have done some work in it. Googling Matlab and trading is how I got started. It has all sorts of applications including

  1. backtesting trading strategies
  2. acting as a more customizable stock screener
  3. hooking up directly to electronic brokers to perform automated trading

Today’s project is to start using Matlab for application 2). I can use it to download information from Yahoo Finance and then go from there.

Good Sources: MathWorks has a tutorial on algo pairs trading with MatLab. I’ll be poking around .m files from luminouslogic.com.

Random Thought: I’ve always been interested in finance. Now especially I feel the need to plunge in more. First, coming out of Harvard, I am largely a generalist. Other students have advanced so far ahead of me in finance. I have to start catching up now if it is to be my profession. Second, I think my parents could use a guide in their own investments. Won’t elaborate on that.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s