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Next steps include Matlab to C++ with Moving Average and Pair Trading logic into my upcoming HFT system

(Last Updated On: January 14, 2013)

Next steps include Matlab to C++ with Moving Average and Pair Trading logic into my upcoming HFT system

I am workingo n the implementing logic for both moving average and Pair Trading strategy coding logic. All of this is being converted from Matlab to C++ which is very time consuming. I already hinted at an API coming out of this for my members.

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