(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!

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