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Matlab
Johann Seebeck
posted

Hi,

Through my university i have got a matlab student version, however it does not include the trading toolbox or the financial toolbox. I can however apply to get those (I think). I was now wondering towards which extend matlab is better or worse? What I'm asking specifically is it worth it to go through a ton of paperwork and or phonecalls to get access to those toolboxes?

I'm guessing that backtesting in matlab is quite a lot less comfortable than on Quantopian (no database or is there?)

Also, how easy is it to work with a book dealing with trading in matlab and applying the concepts out of that book on Quantopian?

5 responses
Vesper Williams

I think your biggest 2 challenges are getting your hands on past data and having a realistic backtest engine.
You can easily get daily OHLCV historical data from yahoo but you really cannot do any better for free. if thats all you need there is a slick function on matlabs file exchange you can use. just google historical stock data with matlab
A realistic bakctest engine is also a concern. it can be a lot of programming and any bugs in your code can be large issues. You might be able to checkout zipline and get that integrated. im not sure.
Otherwise, its worth a shot if you have the time

Grant Kiehne

Hello Johann,

If you are looking to work with Quantopian/zipline, you'll need to use Python. Others can chime in, but beyond Quantopian/zipline, I think you'll benefit from learning Python, and my sense is that all the tools you'd need can be downloaded freely.

By the way, what is your major/program?

Grant

Johann Seebeck

I'm studying electric engineering (bachelor). In the meantime I found out, that I won't be able to get the toolboxes anyway. That is unless I buy a personal Matlab Licence and those two toolboxes, as it is impossible to add toolboxes to the student version. Right now that is a little too much of an investment for something that is "just" a hobby.

Joe Falkson

Johann,

I would recommend trying to use free languages just because you might not have access to Matlab after college for long. That happened to me with both Matlab and Mathematica and as a result I am trying to familiarize myself with R and Python.

Jimmy Kitty

Actually there are some functions written in MATLAB to help you quickly download data from Yahoo, which is quite the same thing is you are using Zipline locally. And it's free. For example this one : http://www.mathworks.com/matlabcentral/fileexchange/39858-download-yahoo-finance-data-for-trading-and-backtesting

However, there are still lots of things to be done, mostly infrastructure things such as translating trading signals into trade journal, thus calculate CAGR, beta, alpha, all kinds of small but necessary stuff.

My 2c is try to familiarize yourself with Python, it's free and popular. it can actually do more. For example, before long you get a great idea, and want to write a stuff to monitor stock fluctuations as well as quickly write and send an order. Matlab will be less convenient, because it's basically single-threaded.

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