Yes this is true. I have now have a really solid code base of Matlab M scripts to start working to build a simulated trading environment. I will also be using the potential code generation capaibilities to generate C++ for my trading app for market data capture and strategy trading decision engine. Also, the QuickFIX peice is already done! I will be using IQFeed as my data provider and both Interactive Brokers and LMAX as my broker/exchange provider. More details:
1. HFT (high frequency trading) coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready
All of these steps will generate my capabilities to deliver the components of a simulated high frequency trading (HFT) environment in Matlab or Simulink as well as live trading. As said, it will even have FPGA capabilities somewhat.
HFT coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready
This will entail a complete end to end automated / algorithmic trading system . It will entail real time market data capture from IQFeed, FIX trading execution using QuickFix/J, with various trading algoirhtm or strategies using genetic programming for rule based to generate from a combination of trading signals or indicators. These can be derived from statistical, news, technical, or any other type I want. All algos will be part of a Simulink model where C++, C, or HDL code can be generated for FPGA. This includes my choice of HDL or Verilog depending which FPGA hardware manufacturer I go with. This will eliminate concerns of latency when I take this into a production environment. I would be able to drop th C/C++ generated code into a API client using IQFeed. Also, the QuickFIX component is already complete as I just execute orders through it by configuring a file for Interactive Brokers need.
In my notes availabe for my QuantLabs.net Premium Members, I list the complete architecture details.