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1st step workflow to HFT with Matlab Mupad

(Last Updated On: July 22, 2015)

1st step workflow to HFT with Matlab Mupad

As hinted at here

https://quantlabs.net/blog/2015/07/workflow-quant-algo-from-research-paper-to-matlab-to-c-c-or-fpga-hdl-for-ultra-lowest-latency-hft/

NOTE: There is a second half with Simulink demos here:

https://quantlabs.net/blog/2015/07/download-workflow-from-simulink-visual-to-c-cpp-hft-potential-pt2/

Video description below

The first step is up on for Mupad with the following steps:

(I can verify the second options work as demoed in the video below)

http://www.mathworks.com/help/symbolic/create-matlab-functions-from-mupad-expressions.html

http://www.mathworks.com/videos/using-symbolic-computations-to-develop-efficient-algorithms-and-system-models-81703.html?s_iid=disc_rw_sym_cta1

These are the first set of important steps.

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Overall workflow:

Demo of Mupad to custom Matlab M function

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