Matlab 2011 Coder 2 is the best for quant and coders with auto generation of C++ or C source code
Imagine the ability to auto generate code in C++ of your model or strategy from within Matlab. Now you can with the newer 2011 edition. This is a very expensive tool box but will pay for itself as you no longer need to rely on software engineers to manually code up your model or prototype. I am going give this a spin once I can get it working. Looks really good.
I just need to figure out to get a C# trading system to be able to talk to a C++ library. It should not be that hard in .Net (well I hope at least)