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2
votes
3answers
653 views
Is MATLAB-generated code good enough for use in live trading?
I know that MATLAB has mechanisms for generating code, but I've never used them. Have you? If you have - is it good enough (=fast enough, I guess) to be used in live trading systems? Anything one ...
2
votes
1answer
119 views
Implementing nonlinear optimization to find model free implied volatility using Matlab
I am trying to calculate model free implied volatility $\sigma_{MF}$ for a relative performance index using the following method:
$\sigma_{MF}^2=2\sum_{i} [\frac{C(T,K_{i})}{K_{i}^2} - ...
0
votes
1answer
80 views
Matlab - Differences between rng and rand
I was trying to run some Monte-Carlo simulations and if I used:
rng(seed, 'Twister');
For some reason I would get "Option Values Can not be Negative" errors in the blsimpv function, but if I just ...
