Munich Germany visit, 9-11 May 2016

Munich Germany visit, 9-11 May, 2016
Munich Germany Expo video, 10 May, 2016
I will be visiting clients in Munich, Germany between 9-11 May 2016, for advanced Matlab training and consulting. During this visit I will also present at the annual MATLAB Expo on May 10: MathWorks were very kind to invite me to speak as one of the keynote addresses in the plenary session, and I will do my best not to disappoint them or the audience.

In the Expo, my presentation will discuss a professional pairs-trading and analysis application developed for a New York hedge fund. This application analyzes large amounts of data relatively quickly, and presents the results in a professional-grade GUI. My aim is to use this example to show that contrary to a widespread mis-conception, Matlab programs can be made professional-looking without sacrificing performance (speed), and that coupled with Matlab’s recognized benefits (rapid app development and off-the-shelf functionality) Matlab is certainly relevant for serious user-facing applications, not just for prototyping and internal organizational use. I will discuss some of the technical challenges encountered during the development, and show some simple techniques that can be very effective for improving run-time performance and visualization quality.

If you are in the München area between May 9-11 and wish to meet me to discuss how I could bring value to your work, then please email me (altmany at gmail). We could meet either at the Expo, or in a dedicated (private) meeting.

Update May 6, 2016: Here are the presentation slides.
Update June 30, 2016: The presentation video (32:45) is now available on the MathWorks website.

Matlab-based pairs-trading and analysis application

Matlab-based pairs-trading and analysis application

Munich Germany Expo video, 10 May, 2016
Presentation video (32:45)

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