Octave analysis of Deutsche Bank

In this blog the basics of generating and saving plots to file using Octave will be demonstrated. We are going to make plots and do some basic data analysis on the Deutsche Bank stock prices. Deutsche has been under pressure these last days, which rose our curiosity.

Deutsche Bank shares collapsed by nearly 7% taking it close to a 30-year low on Thursday evening following reports that hedge funds were pulling assets from it amid suggestions the German government may be forced to bail it out.

Deutsche Bank's share price approaches 30-year low -The Guardian


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We are looking at Octave as an alternative or extension to Matlab. Octave has the major advantage of being open source allowing you to share your code with ease and no additional cost. Anybody interested in your code can simply download and install Octave and start executing and editing the code. Matlab code can also be shared, but a license fee is charged for each Matlab installation. Depending on your target audience this might significantly reduce your reach.

For those of you unfamiliar with Octave:

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.

GNU Octave

We will be blogging about experiences to help others in their considerations of Octave and in the hope to gather feedback from the financial engineering community.