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!
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!
