Evaluating Systematic Trading Strategies: Using MATLAB to Accelerate the Pace of Quantitative Research
Ben Steiner, Fischer Francis Trees & Watts
Key to developing successful investment strategies is ongoing research, and this depends on the pace of investigating and understanding new ideas. Two variables can influence this speed of research progress: the organization of the research team and the tools they have available. In this session, Ben demonstrates how FFTW, the global fixed-income investment manager within BNP Paribas, used MATLAB to build such tools. They were built using standard functionality from MATLAB products, user-written toolboxes, community content from MATLAB Central File Exchange, and more advanced integration with native Java™. These tools have both allowed greater team collaboration and increased research bandwidth, together enabling faster research progress.
Recorded: 23 May 2013
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