Which language is a good choice to develop a model & analyze stock price?
4 comments
There are a lot of people using F# for financial work.
http://sourceforge.net/projects/quantifa/ http://cs.hubfs.net/forums/thread/45.aspx http://blogs.msdn.com/b/lucabol/archive/2008/12/04/financial...
http://sourceforge.net/projects/quantifa/ http://cs.hubfs.net/forums/thread/45.aspx http://blogs.msdn.com/b/lucabol/archive/2008/12/04/financial...
Matlab and SAS are both considered excellent for financial/statistical modeling. The quants at my old firm used a mix of Matlab, C++ and .NET. However it sounds like you're not integrating with external libraries or realtime data feeds so Matlab should suffice.
I've seen R used for this type of thing. See http://www.milktrader.net/2010/01/programming-custom-backtes...
i read quite enough books and got some ideas to start build something. a friend of mine advise me to use stock analyzing softwares, at the moment i don't have any interest to buy some kind of expensive stock analyzing software.
I have a row data, not quite enough, which i'm gonna use and test the model for the moment.
any good ideas about which language i should use or should i consider to check and try software like matlab? thx