Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

(Last Updated On: August 7, 2014)
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Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

Watch this video to see my thoughts on this interesting topic with Simulink

My links

Is embedding the Python interpreter into a C program as great way for quant trading models with HFT potential?

I am still trying to figure out this Python speedup thing with C++ or C integration using Cython

Matlab Simulink URLS:

http://www.mathworks.com/help/simulink/slref/sfunctionbuilder.html

http://blogs.abo.fi/alexeevpetr/2012/08/17/basic-invocation-of-cc-functions-in-simulink/

http://www.mathworks.com/help/simulink/ug/types-of-custom-blocks.html

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This entry was posted in HFT High Frequency Trading, Matlab, 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