Now creating super C++ API for HFT. Adding moving average, parameter sweeping, lead lag, grid optimization, Sharpe, and more!

(Last Updated On: January 9, 2013)

Now creating super C++ API for HFT. Adding moving average, parameter sweeping, lead lag, grid optimization, Sharpe, and more!

Now that I have code generated the moving average algorithm from Matlab to C++, I will be testing to code generate the implementing and supporting code. This includes source code that does:

parameter sweeping

lead lag functionality

grid optimization

and Sharpe Ratio calculation

These are some of the functionality I will be adding to this NEW super C++ API being built for my HFT system. This will be added to the membership download C++ source code files once complete.

Wish me luck!

Join my FREE newsletter to see what I am aadding to this new super API I am generating for this potential HFT system

 

 

NOTE 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!
This entry was posted in Featured, HFT High Frequency Trading, Matlab, Premium Membership, Quant Development and tagged , , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs