Where can I get everything needed to play with algorithms in Matlab?
- Thread starter 2weels
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I think you'll save yourself time by learning Python (with pandas library). Syntax extremely similar to Matlab and you'll find countless existing trading libraries to guide you.
Thanks dealmaker. I gave them a call, and their historical data is only $10,000.
But when I talked to the guy, he told me about a place to get data that is more geared for people like me, called Metastock.com, and I'll give them a call.
Or were you interested in staking my investing efforts using the global data? I absolutely guarantee you 10,000% annual returns.
Jim
PS you're lucky I hadn't given you https://www.factset.com/, they are $80k plus per year....
Well I debated between R, Python, and Matlab. I have a license for Matlab for my day job, and I really like it and am used to it.
What environment do you use for Python (like, what programming environment)? Maybe I should take a closer look.
Anaconda installation will come with everything you need, the main package for data analysis is pandas. People tend to script with iPython which is handy for small projects.
There are various backtesting libraries such as https://github.com/robcarver17/pysystemtrade or http://www.zipline.io/.
Quandl has a simple Python API for downloading data. Bloomberg also has a Python API if you have a terminal.
There are various backtesting libraries such as https://github.com/robcarver17/pysystemtrade or http://www.zipline.io/.
Quandl has a simple Python API for downloading data. Bloomberg also has a Python API if you have a terminal.
Matlab have some toolkits for quants inbox.
Here is http://stocksharp.com/products/matlab/ some solution for live trading.
Here is http://stocksharp.com/products/matlab/ some solution for live trading.
That is great news. I was hoping that there were some third party options. Thanks a lot!
Yes, Alex, after looking into it for a while I have decided to go with python. Though I have Matlab on campus, it doesn't have the libraries (surprising the standard University Package does not include any financial stuff) I would need so I'd have to invest in my own matlab. My sense is that python is past a tipping point to becoming the dominant trading environment. So might as well make the switch.