Author Archives: Jerome

Algorithmic Trading in MATLAB : WFAToolbox

Today, I would like to welcome Alex from WFAToolbox who will present their latest trading tool in Matlab.  Let us introduce you WFAToolbox – MATLAB App that allows you to develop algorithmic trading strategies in minutes, not months. WFAToolbox was … Continue reading

Posted in Various | Leave a comment

Rounding errors

I would like today to talk about one very important concept that is often overlooked when you learn to use a computer for data analysis : Rounding errors. In Matlab as in other languages, numbers are represented as a series … Continue reading

Posted in Beginners | Leave a comment

Happy new 2015

It is an established tradition that blogs will look back on new year and discuss past achievements. I also felt it was a good opportunity to share with you some results from this website statistics and suggest what the next … Continue reading

Posted in Various | 1 Comment

Debugging in Matlab

You’ve just finished writing your latest and greatest Matlab program. You’re sure this program will solve all the world’s (or at the very least all of your) problems. Just as you run your program, you see the dreaded red error … Continue reading

Posted in Beginners | 3 Comments

Logical operations and logical indexing in Matlab

In this post, we talk about logical operations but also how to use your Matlab skills to analyze your shopping expenses (Yes, we are all absolute nerds and love it). You will learn how to use logical operations to search … Continue reading

Posted in Beginners | Leave a comment

How and when to convert between data types

In this post, we talk about data types and extend on our previous post on the matter. You will learn how to convert between them but more importantly when and why you should consider such things. As often, we delve … Continue reading

Posted in Beginners | 2 Comments

ICA demystified

This post has been on the back of my mind for quite some time, ever since I wrote about Principal Component Analysis. Independent Component Analysis or ICA is an algorithm to extract underlying structure hidden in multi-dimensional datasets. As for … Continue reading

Posted in Intermediate | 1 Comment