Recent content by rhw

  1. R

    Matlab in trading field

    As well, for a lot of purposes, you can use Octave (also open source) instead of matlab, however there are some things octave doesn't do as easily, or the same way as matlab. I personally use R with R-Studio. On another forum I found a workable way to connect Metatrader 4 v500+ and R-3.0.1...
  2. R

    Matlab in trading field

    Professional quants fairly often come from a math/physics background and will have met matlab in their undergraduate courses. R is also becoming widely used, as I understand it, because of its natural connection to stats. It is however a general purpose language as well.
  3. R

    Backtesting FX`

    Yes - recently I tested a system that can be optimised such that it works on all market conditions, but with different optimisations for each. I have yet to find an effective 'market condition' detector... I 'detected' the unhelpful market conditions, because those were the time-periods when it...
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