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well,
all you have to do is interface TS to Matlab and you have
the most powerfull research platform in the world.
( by the way Matlab or Splus have interface to Bloom
but bloom is very expensive )
i have developed an interface specs for TS to Matlab link.
very simple and very straighforward.
if you code in C++ let me know and i will work with you
on that... coupled with Matlab TS it can be a lethal combination
for research.
as far as the interface basically all you have to do there is
be able to execute matlab function from TS or get data from
TS to matlab. so you can work both ways, from TS where as
Matlab engine as a server or from Matlab where TS is the data
server... that's it. it all comes down to about 5 simple server client
functions. i had this project on backburner but if
you want i can work with you right now on that...
bilo.
----- Original Message -----
From: "Mark Cerar" <marQc@xxxxxxxxxxx>
To: "Lawrence Chan" <stnahc@xxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Friday, March 30, 2001 11:38 PM
Subject: RE: Why futures truth doesn't care about stealing your system
> Bang on Lawrence! TS is a toy. We need serious programs that are capable
> of serious number crunching like what MatLab and MathCad can do.
Engineers,
> statisticians and scientists would not use crap like TS and in many ways
the
> demands of real-time financial software are even greater than the more
> "static" data they frequently work on. If OR continues on its present
> course, TS in all its permutations and combinations will NEVER, EVER
become
> the de facto trading-software standard of the future. In fact, it's fate
is
> being sealed as we speak. I hope you are all preparing. The end is nigh.
>
> -----Original Message-----
> From: Lawrence Chan [mailto:stnahc@xxxxxxxx]
> Sent: March 30, 2001 9:50 AM
> To: brian; omega-list@xxxxxxxxxx
> Subject: Re: Why futures truth doesn't care about stealing your system
>
>
>
> foucs on money management is a waste of time -
> IF the base model does not have the necessary
> "edge".
>
> And in fact, there are new models emerged over the
> past few years not available to the public that
> perform very well during both 1999 and 2000, for 2001
> we have to see.
>
> Excalibur cannot test these new models as the design
> of Excalibur just cannot handle it, period.
>
> The good news is that nor TS can do it at all :)
>
> -Lawrence
> Lawrence Chan http://www.tickquest.com
> Home of trading tools NeoBreadth and NeoTicker series
>
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