HFT coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready
This will entail a complete end to end automated / algorithmic trading system . It will entail real time market data capture from IQFeed, FIX trading execution using QuickFix/J, with various trading algoirhtm or strategies using genetic programming for rule based to generate from a combination of trading signals or indicators. These can be derived from statistical, news, technical, or any other type I want. All algos will be part of a Simulink model where C++, C, or HDL code can be generated for FPGA. This includes my choice of HDL or Verilog depending which FPGA hardware manufacturer I go with. This will eliminate concerns of latency when I take this into a production environment. I would be able to drop th C/C++ generated code into a API client using IQFeed. Also, the QuickFIX component is already complete as I just execute orders through it by configuring a file for Interactive Brokers need.
In my notes availabe for my QuantLabs.net Premium Members, I list the complete architecture details.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!