Big announcement as I move back to Matlab for my quant model and trading strategies instead of R for my custom HFT platform

Hi there

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.

2. Youtube video on why I use Matlab Coder over R for my trading strategy for my CentOS Linux

3. What does this Streambase open source library has impact on my HFT platform? The return of Matlab for quant analytics?

 4.Will R become bottleneck in my C++ HFT application? Hello Matlab Coder toolbox? 

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,

Bryan