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
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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