HFT platform components identified for close finalization! Stephen Colbert comedy of high frequency trading

(Last Updated On: November 19, 2012)

Hi there

This past weekend was kind of quiet on the developer and research front. This morning was a totally different story but I will post some news on that in coming days so keep your eyes peeled. I am very close to finalizing the complete workflow capturing live market data, running some sort of quant, fundamental or technical analysis, which generates signals or some sort of market prediction. This is all done thanks to R and the power of some identified R packages. I now need to focus on trading execution which will include a FIX and trading rule engine  all in C++. All is very close to seeing a hopeful completion of this primitive but lightweight HFT platform. Clustering could be dead while hope is put on GPU or CUDA.  Some further details:
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