Community post
[Algorithm Trading #3] MATLAB 101
Hi,
Today, I am going to briefly introduce how to use MATLAB.
If you have no plan to buy the MATLAB licence, you could try Octave as an alternative.
MATLAB is a matrix-oriented language where you could easily define and manipulate matricies.
In prompt, if you type
a=0
then you are creating a 1x1 matrix with an element is 0.
Also, if you type
b=[1;2;3]
then you declare a vector with element 1,2,3 where ; makes column vector.
Also, you could define a random matrix with
rand()
inverse matrix with
inv()
eigen analysis with
eig()
command.
Let's draw sine function that is drawn in the first figure.
x = (0:0.1:10)'
it defines a vector from 0 to 10 where one step is 0.1. the ' makes the column vector.
If you apply sine function,
y = sin(x)
then you obtain a vector with output of sine function.
Plot the x and y using
figure; plot(x,y)
makes the figure on the right.
It's quite easy and straight-forward, right?
Replies (18)
Good post
Is this supposed to be a kind of calculator or a mini computer? What do you think will be the impact of this for students who need to do these calculations with their head?
Well, here we can see only basics(i don't know how this post made 85$ atm) anyway matlab is for complex simulations, engineering computations, or numerical analysis . It is also good to learn biometrics algorithms. No one will ever (in 2017) make such computations manually :)
Ok thanks for the clarification. I was viewing it as a device you have to use to do the computation.
Thank you
matplotlib works great for this as well :] Followed.
MATLAB is a programming language for scientific computation. And students wouldn't do this computation mannually since it is too tidious.
Seems like you jealous about this post. The concents are very easy since it is an introductory post. I will post more on algorithmic details in future post like trading signal analysis and optimizer to find optimal trading signal.
You must be working on python :) welcome
Yup, love me some good python. Throw in some SciKit-Learn and pyBrain.... things get realllll fun. :]
Example of one-way thinking. Someone who criticizes you must be jealous. Good luck mate. If next time you post something more complex then "lmgtfy -> matlab tutorial" i will upvote you.
I use Keras with Theano backend. I run 5 GPUs for my research. Good to work
Just curious, whats your opinion of MATLAB compared to more common programming languages? I've written algo systems in C# and JS but have never even touched MATLAB.
Fast prototyping in mathematical modelling is the strong feature of matlab. So you could define vectors and matricies and apply mathematical operation on them.
In common language like C# and Java those kinds of mathematical operations are hard to implement. Instead they have a strong feature on defining class.
Matrix is not that tedious I can close my eyes and do some matrix bro...
Check out julia programming language https://julialang.org/ it's many times faster then matlab
Wow you must be geneous man
I am not. It is not as difficult as you think.