For HFT trading strategy: Options to have C or C++ call Matlab generated M scripts without Matlab Coder Toolbox
For HFT trading strategy: Options to have C or C++ call Matlab generated M scripts without Matlab Coder Toolbox http://www.mathworks.com/products/compiler/ http://www.mathworks.com/matlabcentral/answers/53078 Use deploytool to generate a C or C++ shared library. You could watch: http://www.mathworks.com/company/events/webinars/wbnr30835.html?id=30835&p1=65025&p2=65027 Not a good option with MEX: http://stackoverflow.com/questions/3165080/how-to-call-matlab-form-c-code http://www.mathworks.com/company/events/webinars/wbnr30835.html?id=30835&p1=65025&p2=65027 Note that Matlab 2011b Builder NE support calls …