This a big deal. I am find it is important to use Matlab Coder to generate C++ code for my HFT platform. Reasons below but I am already posting highly valuable info to my QuantLabs.net Premium Membership on this.
Big announcement for those watching me as I develop this high frequency trading platform.
1. I am also finding constant bottlenecks with R, here is my alternative backup I plan to use. I am quickly moving towards a proprietary mode with this platform, as a result you should strongly consider joining my QuantLabs.net Premuim Membership as I intend to release the C++ strategies which will be dropped into the future framework of this HFT platform.
3. What does this Streambase open source library has impact on my HFT platform? The return of Matlab for quant analytics?
More and more reasons are building to join the QuantLabs.net Premium Memberships / I do think my Matlab strategies will be available to members will full C++ code. Of course, I will only focus on those that are profitable. Membership benefits listed here.
Have a nice weekend,
BryanNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!