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Octave - Open Source Analysis Package
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Octave - Open Source Analysis Package

  #1 (permalink)
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Octave - Open Source Analysis Package

I am opening this thread to discuss the use of Octave for data analysis. I have recently started taking a Machine Learning class where this tool is used to prototype and analysis data. Here is a good description of the tool. The best part is it is open source and free vs other packages.

"GNU Octave is a high-level interpreted language, primarily intended for numerical computations. It provides capabilities for the numerical solution of linear and nonlinear problems, and for performing other numerical experiments. It also provides extensive graphics capabilities for data visualization and manipulation. Octave is normally used through its interactive command line interface, but it can also be used to write non-interactive programs. The Octave language is quite similar to Matlab so that most programs are easily portable. "

Here are a few links:
Main Website
Source Forge Download Page
Octave 3.6.2 Windows

Hopefully we can share scripts and techniques.

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Quick Summary
Quick Summary Post

Tutorials:

http://www-mdp.eng.cam.ac.uk/web/CD/engapps/octave/octavetut.pdf
http://en.wikibooks.org/wiki/Octave_Programming_Tutorial


Last edited by NJAMC; September 10th, 2012 at 02:22 PM.
 
  #3 (permalink)
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Octave packages (they are called toolboxes in Matlab):
Packages


@Big Mike , @NJAMC There is already a section for Matlab/R so I suggest this thread to be moved there:
Matlab and R-type - Big Mike's Trading Forum

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Thanks for moving this one. Didn't know there was a Platform/Indicator for Matlab. I guess that kinda implies to me it is a trading platform and I don't really think of these tools as a trading platform.

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NJAMC View Post
Thanks for moving this one. Didn't know there was a Platform/Indicator for Matlab. I guess that kinda implies to me it is a trading platform and I don't really think of these tools as a trading platform.

Well, they are tools traders use and they are their own Platform, so close enough.

Mike

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Has anyone used Octave as of yet?

I am using it for prototyping and visualization of trading strategies. I particularly like the "imagesc()" function for graphically representation of large data arrays.

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I am using Matlab, so I don't have much need for Octave at the moment.

Anyway I got curious about NinjaTrader + Octave integration (similar to LabSharp or MatlabBridge for Matlab).

I found the following wrapper:
OctaveSharp - Running GNU Octave with C# - CodeProject

plus some additional discussion on StackOverflow:
math - Interfacing octave with C# - Stack Overflow

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@NJAMC

One link from StackOverflow above may interest you especially right now while doing the Machine Learning course - it is the implementation for Logistic Regression in C#:
OctaveLogisticRegression.cs - adastra - Adastra is a BCI application which runs on top of OpenVibe - Google Project Hosting

using another custom wrapper to Octave:
OctaveController.cs - adastra - Adastra is a BCI application which runs on top of OpenVibe - Google Project Hosting

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NJAMC View Post
Has anyone used Octave as of yet?

I am using it for prototyping and visualization of trading strategies. I particularly like the "imagesc()" function for graphically representation of large data arrays.

Have you been able to integrate Octave into NT? I would like to feed it real-time linear systems of equations. I just downloaded it and am going to start learning how to use it.

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Xav1029 View Post
Have you been able to integrate Octave into NT? I would like to feed it real-time linear systems of equations. I just downloaded it and am going to start learning how to use it.

@Xav1029
Using the OctaveSharp I linked it should be as simple as:
 
Code
                            
   octave = new Octave(@"D:\Download\Soft\Octave3.6.0_gcc4.6.2\bin"false); 

   
octave.ExecuteCommand("a=[1,2;3,4];");
   
octave.ExecuteCommand("result=a';");
   
double[][] octave.GetMatrix("result"); 

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