Sunday, September 25, 2011

Getting started with Matlab & finance

I am thinking about creating a series of screencasts showing how to use Matlab for financial research. This is the first one, covering the basics and aimed at people not yet familiar with Matlab.
The whole series would include (among others) topics like:

  • Getting data from the web (yahoo, google, CBOE etc)
  • Aligning and filtering datasets
  • Nearest-neighbor classification
  • Designing & backtesting strategies
  • Interfacing with Interactive Brokers
  • Keeping track of strategy performance

Creating quality material takes a lot of time and effort, so I don't think that I will be able to offer whole material for free.
If you are interested in the series please let me know what you think by filling in the poll on the right.

Get source files


  1. Great stuff, please give us some more :)

  2. This would be really helpful. I think a nuts and bolts approach would be great. I am an active reader of your blog and have been doing all of my research in Excel. I have the Matlab Student ed. with most of the analysis toolpaks.

  3. I thought of and started doing this in smaller scale, if you'd like to check it out it's

  4. This is excellent stuff. Please share more videos with us!

  5. Really great and useful idea. Please, record another video

  6. Awesome links guys, definitely gonna check some of these new (to me, at least) ones out. Thanks! Brian Hoshowski