Yair Altman, undocumented MATLAB
MATLAB® is often perceived as good for prototyping and internal organizational use, but not for serious user-facing applications. This talk intends to correct the misconception of two main complaints about performance and user interfaces by showing a professional pairs-trading and analysis application developed for a New York hedge fund. The MATLAB application analyzes huge amounts of data relatively quickly, and presents the results in a professional-grade GUI. Yair discusses the technical challenges and explains how to overcome them, showing some simple techniques that can be very effective for improving run-time performance and visualization quality.
Recorded: 10 May 2016