Remember, I am planning to do more exclusive live webinars with Q&A for my QuantLabs.net Premium membership. This includes simple moving average, pairs trading, and other advanced math forecasting techniques. This is what the professional institutional professionals.
2. For Members: Trading platform with Matlab, C++, C#, Interactive Brokers. and IQFeed update video posted for Jan 9 2013
This has been uploaded for my members only. It was a live webinar from a few days ago to showcase the power of all the software I use it to rapidly my custom HFT potential platform. Not only that, you will easily see the power of Matlab in itself.
3. Now creating super C++ API for HFT. Adding moving average, parameter sweeping, lead lag, grid optimization, Sharpe, and more!
This could be the ultimate benefit of my membership once complete with my 15 strategies I plan to implement. It might take a while but when you look at the expensive option of an API like FAME,it makes me wonder why I am adding all this value. I think I need to see a doctor about this.
this is very interesting, I am trying to get Matlab m files converted to C/C++ in order to call them from QT creator. Can you tell about excution speed (not compilation). Is it the same as in Matab? or faster may be as the code gets converted into c++?
my second question is about the converted cpp functions (from m files). Can you access the functions and modify them from Visual C++? Or do you have to go back into Matlab to do it? thanks in advance man. Mohamed
I cannot really comment on QT but played with it. I was not a fan but in terms of speed, I would THINK it would be a little slower as there is one more layer to deal with. Your compiled C++ should be much faster as compared to running in Matlab. It depends on how much code you minimize when generated from the Matlab Coder Toolbox Settings.
As for the second question, if the generated C++ code is small to maintain go for it otherwise you will need to modify the M script file and have Matlab Coder regenerate your C++. The nice thing is you have complete 100% control on your source code at both ends.