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Old 11-18-2011, 11:53 AM   #1

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Statistics

Hi everyone,

does any of you experience with programing matrixes, higher statistical and mathematical functions in easyLanguage?

Is this somehow implemented in EasyLanguage?

I am looking for inverse matrix - regresion analysis.

Thank you
David
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Old 11-18-2011, 05:11 PM   #2

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Re: Statistics

this might be of interest to you

MultiCharts: Trading Software for Automated Trading and Backtesting • View topic - STATISTICAL Analysis
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Old 11-18-2011, 05:37 PM   #3

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Re: Statistics

I'm planning to take CQF course.

ALL quants I've met would go with R or MATLAB rather than any retail applications. There are great packages and active web groups which could help you getting started in R w.r.t. trading models.
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Old 11-19-2011, 03:47 AM   #4

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Re: Statistics

Thanks. Very interesting. Do you have any experience with using EL code in this program. Is it 100% compatible? I use Price Action Lab to search for patterns and it generates EL code. If it is 100% compatible the code can be easily transferred to this program.
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Old 11-19-2011, 08:50 AM   #5

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Re: Statistics

Exactly, I know software like R and simillar.. but I need it in easyLanguage for tradestation.
So if you have any ideas or experiences, please share.
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Old 11-20-2011, 02:10 AM   #6

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Re: Statistics

Maybe I will code it. Do you know exactly what you want? Can you describe it clearly, without leaving out any details?

Quote:
Originally Posted by dasty »
Exactly, I know software like R and simillar.. but I need it in easyLanguage for tradestation.
So if you have any ideas or experiences, please share.
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