Serving the Quantitative Finance Community

 
User avatar
opsho
Topic Author
Posts: 0
Joined: April 7th, 2006, 5:46 pm

Newb matlab question

May 14th, 2008, 1:02 am

This is almost embarassing but I've got to ask....I want to do some analysis in Matlab on some FX trades. The data is in the format CCY1 CCY1AMT CCY2 CCY2AMT where CCY1 and CCY2 are the currency codes (e.g. EUR, GBP etc).ExampleCCY1 CCY1AMT CCY2 CCY2AMT EUR 100000 USD 1500000CAD 1500000 USD 1400000What's the best way to store the data in matlab. For instance, should I change the currency ISO's to a number so I don't store them as text. I'm just not sure what the best way is to start to pull in all of these trades. I'm learning Matlab as I go here and I'm stuck on structuring the data.
 
User avatar
msperlin
Posts: 5
Joined: July 10th, 2006, 6:21 pm

Newb matlab question

May 14th, 2008, 6:54 am

QuoteOriginally posted by: hefkeyThis is almost embarassing but I've got to ask....I want to do some analysis in Matlab on some FX trades. The data is in the format CCY1 CCY1AMT CCY2 CCY2AMT where CCY1 and CCY2 are the currency codes (e.g. EUR, GBP etc).ExampleCCY1 CCY1AMT CCY2 CCY2AMT EUR 100000 USD 1500000CAD 1500000 USD 1400000What's the best way to store the data in matlab. For instance, should I change the currency ISO's to a number so I don't store them as text. I'm just not sure what the best way is to start to pull in all of these trades. I'm learning Matlab as I go here and I'm stuck on structuring the data.You data is probably in txt files. Just read the help files for functions like textscan(). If you go to matlab exchange site, there is a very nice GUI writen by a matworks programmer. Here is the link.
 
User avatar
opsho
Topic Author
Posts: 0
Joined: April 7th, 2006, 5:46 pm

Newb matlab question

May 14th, 2008, 10:58 am

Thanks so much. Exactly what I needed!