Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Oct 23

MySQL and Matlab

Posted by abiao at 20:40 | Code » Matlab | Comments(0) | Reads(8314)
The MySQL database server is very popular for its openness, robustness, and speed. Matlab is a wonderful commercial product for scientific and technical computing. Using them together is a great tool for quantitative data analysis. You can do this using the Matlab Database Toolbox, but it is more efficient to connect directly using the APIs for both products. This code implements that connection, with a fairly rich framework for handling data conversion, especially dates and times.

http://cims.nyu.edu/~almgren/mysql/


Tags: ,
Add a comment
Emots
Enable HTML
Enable UBB
Enable Emots
Hidden
Remember
Nickname   Password   Optional
Site URI   Email   [Register]