You wouldn't expect anything less! Is it available online?

Hello Tom,

If you register you can then go to the virtual conference and select 'Conference Hall'. You will see the talk listed there for replay (53 minutes). It's about Kalman Filters. There's actually no MATLAB as far as I recall.

P.

The talk by Yair Altman "A Real-Time Trading System in MATLAB" is quite good. He's the developer of IB-Matlab which is a MATLAB wrapper for the IB API.

P.

Thanks for the info, Peter.

Tom

Anybody knows where we can get video of the Altman talk? Thanks.

Hello,

This is the talk but without the Q&A from the MATLAB conference:

http://www.youtube.com/watch?v=e4bdKcFl4GA

P.

Staying on the MATLAB theme - I now have a full-version of R2013a with all toolkits thanks to the wonders of P*P - there is an interesting video presentation called "Commodities Trading with MATLAB" at https://www.mathworks.co.uk/webex/recordings/NA_2013_07_25_Commodities_Trading/index.html

The author used these papers as the source of his strategy:

P.

Many thanks.

Returning to the MATLAB conference I also thought the talk by Ben Steiner - "Evaluating Systematic Trading Strategies: Using MATLAB To Accelerate Quantitative Research" - was really good. The talks by Chan, Altman and Steiner are very good in a broad quant finance sense and are well worth watching.

Simon: thank you for the original link. Very helpful.

P.

You're welcome. It actually motivated me to give MATLAB another chance as the initial research platform for systems trading exploration. I'm still learning the language, but so far I like how integrated it is. I suppose this is what Enthought Canopy aspires to!