MathLab
- Thread starter alain
- Start date
If real analysis is your game (and have a few programing skills) Wolfram research is your answer. Expensive but if math inclined and creative in nature , there is almost no limit to this software. Data feeds server ports make them possible to link to others (with the proper ASP) and the flexibility of Mathematica's programing language and raw power , anything is possible.I believe LTCM geeks had this to use Black-Shoales and automate 1000-10000 options contracts a day. And in your spare time play with a few Tesseral harmonics for kicks.
You can see an older post about this topic in my earlier post on this forum. I am working with these products and some others stuff of this kind for data modeling. Matlab is an expensive and powerfull tool that could be use for number crunching, rather that Mathematica is less expensive but you have less control on the computation. With Matlab you have more possilities for to link it with the web rather Mathematica, but Mathematica could do the job if your problem is not too big for computation. Also, for time series you have S-Plus that could do the job. Each of these product have time series libraries available (usually free, and some comercial package add-in).