MatLab Code Bank - Algo/Finance Code Resources

RedEye · April 6th, 2011, 1:22 pm

Hi Everyone,I'm looking for a public license code bank for basic Matlab financial calculations as well as some algorithm based trading code to use as examples for learning. I've been programming in C# for a while, but I feel the intuition is a bit different when using Matlab and would be greatly assisted with some top to bottom example pieces so that I could better understand the coding and control flow. I've been using MatLab Central's posting area as a start, but just looking to see what else is out there.Thanks for your help!

Polter · April 6th, 2011, 2:53 pm

Not exactly a "code bank", but worth getting acquainted with: http://yagtom.googlecode.com/

Polter · April 6th, 2011, 3:02 pm

And a few others:http://research.microsoft.com/en-us/um/ ... matopt.pdf

RedEye · April 6th, 2011, 4:34 pm

Polter,Thank you. Those are helpful, especially the UCLA .pfd link.

Polter · April 6th, 2011, 5:08 pm

Yeah, Pascal Getreuer has done a pretty neat job! :-)BTW, speedup tricks in YAGTOM are useful, too: http://yagtom.googlecode.com/svn/trunk/ ... edup.htmlA few more:http://undocumentedmatlab.com/ <--- treasure trove, this one gets pretty useful: http://undocumentedmatlab.com/blog/undo ... r/cmex.pdf

paaatrik · April 7th, 2011, 9:54 pm

QuoteOriginally posted by: PolterYeah, Pascal Getreuer has done a pretty neat job! :-)BTW, speedup tricks in YAGTOM are useful, too: http://yagtom.googlecode.com/svn/trunk/ ... edup.htmlA few more:http://undocumentedmatlab.com/ <--- treasure trove, this one gets pretty useful: http://undocumentedmatlab.com/blog/undo ... ex.pdfNice!