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Quantitative Research Question: Which platform to use instead of EXCEL with VBA?


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  #1 (permalink)
 
Cogito ergo sum's Avatar
 Cogito ergo sum 
Amsterdam
 
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Hello,

I intend to conduct some vol related research on several ETFs and their options in order to further develop a gamma scalping strategy.

Which tool(s) would be the most useful/ robust to pick up and learn for this purpose? Please note that I am not a talented programmer, however I do have some basic knowledge of VBA. Would you recommend: Rstudio, Matlab, Mathematica, others?
If so, where would you recommend me to start learning about your selected platform?

Thank you for your input.


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  #3 (permalink)
 
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 Big Mike 
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Cogito ergo sum View Post
Hello,

I intend to conduct some vol related research on several ETFs and their options in order to further develop a gamma scalping strategy.

Which tool(s) would be the most useful/ robust to pick up and learn for this purpose? Please note that I am not a talented programmer, however I do have some basic knowledge of VBA. Would you recommend: Rstudio, Matlab, Mathematica, others?
If so, where would you recommend me to start learning about your selected platform?

Thank you for your input.

I would say R, it has everything you need as available package to download daily data for ETF's from Yahoo and then crunch it.

Do a search for R quantmod and R TTR.

Mike




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  #4 (permalink)
 
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 ericbrown 
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Similar to R, you can use Python. Take a look at pandas for python...you'll get all sorts of goodies including ability to pull down data from Google or Yahoo.

If starting from scratch, either R or Python will work well fro what you need.


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