This category contains 4 posts

Slides from my talk @YOW!West

It's been a busy couple of weeks with two excellent conferences. A few days ago I gave my talk at YOW!West. The week before that was YOW! Lambda Jam - a conference dedicated to Functional Programming. There was a lot of preparation required - I had to write a lot of Scala code to accompany … Continue reading »

Upcoming Talk - Scala For Business Automation @YOW!West

I've been asked to speak next month at the YOW!West conference in Perth. The talk is all about solving real world business problems with Scala. YOW!West is a conference for developers focussed on providing the latest information on new technologies, practices and methods from a wide range of current topics, given by international, national, and … Continue reading »

Automatic Validation of Trading Models

One of the significant challenges faced with creating your own trading models is validation of their correctness. Usually you find a model, implement it in your favourite language, then run some numbers through it to verify it. The verification is often the tricky part, as you simply cannot afford to make mistakes in your calculations. … Continue reading »

Processing Excel dates in MATLAB on OS X

MATLAB's xlsread function tends to struggle with processing dates in Excel spreadsheets on OS X. For instance, given the following ASX50 price data in Excel: If we attempt to read this into a data matrix and column name vector, xlsread will interpret the dates as numeric values. The type of the column in Excel (General … Continue reading »