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PureBytes Links
Trading Reference Links
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Every now and then someone says MatLab is good for financial programmers.
Look at the prices below from the MathWorks web site. They make
TradeStation at $2500 look cheep. Just the C++ Math Library is $900! Their
"Real-Time Workshop" is $21,870!! The MatLab stuff is for people with more
money than brains.
Select Product Suite Includes Price (US$)
C/C++ Application Development Suite MATLAB, MATLAB Compiler, MATLAB C/C++
Math Library, MATLAB C/C++ Graphics Library $3,772.00
Communication Master Suite MATLAB, Simulink, Signal Processing Tlbx, DSP
Blockset, Communications Tlbx, Communications Blockset, Stateflow, Stateflow
Coder, Real-Time Workshop $18,990.00
Communications System Design Suite MATLAB, Simulink, Signal Processing
Tlbx, DSP Blockset, Communications Tlbx, Communications Blockset, Stateflow
$9,720.00
Control Design Master Suite MATLAB, Simulink, Stateflow, Control System
Tlbx, Nonlinear Control Design Blkst, Signal Processing Tlbx, Optimization
Tlbx, System Identification Tlbx, Real-Time Workshop, Stateflow Coder,
Fixed-Point Blockset $21,870.00
Control Design Suite MATLAB, Simulink, Stateflow, Control System Tlbx
$7,650.00
DSP Design Suite MATLAB, Simulink, Signal Processing Tlbx, DSP Blockset
$5,760.00
DSP Rapid Prototyping Suite MATLAB, Simulink, Signal Processing Tlbx, DSP
Blockset, Real-Time Workshop $12,510.00
Data Analysis Suite MATLAB, Signal Processing Tlbx, Optimization Tlbx,
Statistics Tlbx, Wavelet Tlbx, Neural Network Tlbx $5,310.00
Image Processing Suite MATLAB, Image Processing Tlbx, Signal Processing
Tlbx $3,150.00
Test and Measurement Suite MATLAB, Data Acquisition Tlbx, Instrument
Control, Signal Processing Tlbx $3,690.00
Product Suites requiring MATLAB
Select Product Suite Includes Price (US$)
Advanced Analysis Suite Optimization Tlbx, Statistics Tlbx, Wavelet Tlbx,
Neural Network Tlbx $2,970.00
Advanced Control Design Suite Nonlinear Control Design Blkst, Signal
Processing Tlbx, Optimization Tlbx, System Identification Tlbx $3,150.00
Advanced Financial Add-on Suite Database Toolbox, Financial Time Series,
GARCH Tlbx, Financial Derivatives Tlbx $3,240.00
C/C++ Compiler Suite MATLAB Compiler, MATLAB C/C++ Math Library, MATLAB
C/C++ Graphics Library $1,890.00
Control Design Code Generation Suite Real-Time Workshop, Fixed-Point
Blockset, Stateflow Coder $11,070.00
Financial Suite Optimization Tlbx, Statistics Tlbx, Excel Link, Financial
Tlbx $2,340.00
Test and Measurement Add On Suite Data Acquisition Tlbx, Instrument
Control $1,200.00
Select Product Price (US$)
MATLAB $1,900.00 MATLAB Compiler $900.00
MATLAB C/C++ Math Library $900.00 MATLAB C/C++ Graphics Library
$900.00
MATLAB Report Generator $600.00 Matrix VB $1,000.00
Math and Analysis Toolboxes
Optimization Tlbx $900.00 Statistics Tlbx $600.00
Neural Network Tlbx $900.00 Symbolic Math Tlbx $600.00
Extended Symbolic Math Tlbx $900.00 Partial Differential Equations
$900.00
Mapping Tlbx $900.00 Spline Tlbx $400.00
Data Acquisition and Import Toolboxes
Data Acquisition Tlbx $900.00 Instrument Control $600.00
Database Toolbox $1,000.00 Excel Link $200.00
Signal and Image Processing Toolboxes
Signal Processing Tlbx $700.00 Image Processing Tlbx $900.00
Communications Tlbx $600.00 System Identification Tlbx $900.00
Wavelet Tlbx $900.00 Filter Design Tlbx $1,000.00
Developer's Kit for TI DSP $1,000.00 Motorola DSP Developers Kit
$600.00
Control Design and Analysis Toolboxes
Control System Tlbx $1,000.00 Fuzzy Logic Tlbx $900.00
Robust Control Tlbx $900.00 MU-Analysis and Synthesis Tlbx $900.00
LMI Control Tlbx $900.00 Model Predictive Control Tlbx $900.00
Finance and Economics Toolboxes
Financial Tlbx $900.00 Financial Time Series $600.00
GARCH Tlbx $1,000.00 Datafeed Tlbx $1,000.00
Financial Derivatives Tlbx $1,000.00
Simulink
Simulink $2,800.00 Simulink Performance Tools $500.00
Stateflow $2,800.00 Stateflow Coder $2,800.00
Real-Time Workshop $7,500.00 RTW ADA Coder $5,000.00
RTW Embedded Coder $5,000.00 Real-Time Windows Target $2,000.00
xPC Target $4,000.00 xPC Target Embedded Option $4,000.00
Simulink Report Generator $1,400.00 Requirements Management Tool
$600.00
Simulink Blocksets
DSP Blockset $1,000.00 Fixed-Point Blockset $2,000.00
Power System Blockset $2,000.00 Dials & Gauges Blockset $700.00
Communications Blockset $1,000.00 CDMA Reference Blockset $2,000.00
Nonlinear Control Design Blkst $1,000.00
----- Original Message -----
From: "Brian" <blink64@xxxxxxxx>
To: "List, Omega" <omega-list@xxxxxxxxxx>
Sent: Saturday, March 31, 2001 11:58 PM
Subject: FW: Why futures truth doesn't care about stealing your system
>
> For all the power users out there.
>
> http://www.mathworks.com/products/mathlibrary/
>
>
> -----Original Message-----
> From: Brian [mailto:blink64@xxxxxxxx]
> Sent: Saturday, March 31, 2001 8:52 PM
> To: List, Omega
> Subject: RE: Why futures truth doesn't care about stealing your system
>
>
> " basically you have to differentiate between a
> > - trading platform and
> > - research platform"
>
> Agreed. TS wasn't designed to be pure math research platform. You can't
> criticize TS for being an inadequate research platform because it wasn't
> designed to be Mathlab. I feel that for the price, it does a lot and
offers
> most people an endless amount of flexibilty. You can't backtest in
Mathlab
> can you? You can't auto monitor positions in ML right? TS was designed
to
> be a trading platform that does all the nec things fairly well for a
> reasonable price. Most people wouldn't know what to do with MathLab.
>
> How would you port MatLab and Mathcad to TS? Develop an api interface
> between TS and ML?
>
> > -----Original Message-----
> > From: Bilo Selhi [mailto:citadel@xxxxxxxxxxxx]
> > Sent: Saturday, March 31, 2001 5:41 PM
> > To: orcas@xxxxxxxx; List, Omega
> > Subject: Re: Why futures truth doesn't care about stealing your system
> >
> >
> > Matlab and MathCad are serious math and engineering
> > apps. you can't buy an ocx that can replace those.
> > matlab language is similar to C but specialized.
> > you can't compare C dev tool with math platforms.
> > Matlab or Splus are interactive math platforms. you use it
> > for research. once you are done with your research then
> > you can hard code your code in C for efficiency.
> > basically you have to differentiate between a
> > - trading platform and
> > - research platform
> > tradestation is mix of both but it's no match to number crunching
> > ability of Matlab or Splus. but as same time those are
> > not adapted to trading.
> > if you put both together you get the best of both worlds.
> > and my personal experience is that tradestation is on it's way
> > of becoming a decent trading platform on which you can depend.
> > although it doing it very slow. the drawback there is that
> > tradestation is not yet mission critical application and not yet
> > fast and dependable enough to be used for high end heavy load
> > professional trading. it's getting there but slow.
> > bilo.
> > ps. i Trad was smart enough they port TS both to matlab and mathcad
> > and i am sure they'd start picking up some institutional and
professional
> > clientele
> > FYU, both Matlab and Splus are ported to Bloomberg. this
> > combination is the
> > standard research platform for top large research and trading
> > firms and high
> > tech
> > financial engineering firms. for them tradestation is somewhat an
> > interesting toy...
> >
> > ----- Original Message -----
> > From: "Brian" <blink64@xxxxxxxx>
> > To: "List, Omega" <omega-list@xxxxxxxxxx>
> > Sent: Saturday, March 31, 2001 4:16 PM
> > Subject: RE: Why futures truth doesn't care about stealing your system
> >
> >
> > > "TS is a toy. We need serious programs that are capable
> > > of serious number crunching like what MatLab and MathCad can do."
> > >
> > > Buy a C++ OCX that does everything (or at least most) MatLab and
MathCad
> > can
> > > do, insert it into your DLL that TS calls and what do you have?
> > You have
> > a
> > > trading platform that really can do it all. I think C++ is just as
> > flexible
> > > if not more than MatLab or MathCad and it's better becaue it
> > can work real
> > > time. Aren't MathCad and ML both stand alone apps? Learning C++ (or
> > > powerbasic!) is about as complicated as learning to use MatLab
> > or MathCad
> > > effectively. I like that approach better over something like
> > MathCad and
> > > that's why I'd still choose Tradestation.
> > >
> > > > -----Original Message-----
> > > > From: Mark Cerar [mailto:marQc@xxxxxxxxxxx]
> > > > Sent: Friday, March 30, 2001 8:38 PM
> > > > To: Lawrence Chan; omega-list@xxxxxxxxxx
> > > > 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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