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by Bryan Downing
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1. Online business which focuses on building trading models for the finance industry. Revenue model is subscription based with additional potential auxiliary revenue. 2. Financial models are used to generate dozens of daily reports of high performing equities and other market securities to help traders, researchers, and analysts to optimize their trading decisions.
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1. MATLAB is the investment communitys #1 commerical statistical tool for financial research, prototyping, etc.. 2. Has excellent resources including online demos, documentation, and community support. 3. Enables you to quickly get experienced as compared to R or other similar tools. 4. Free MATLAB open source clones include Octave or SciLab but not extensible.
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1. C++ is the primary development programming language used for implementing re-coded models and strategies. It is commonly used to develop trading platforms as well. 2. C++ is fastest possible programming language as it gets applications closest to the target operating system. For example, there is no garbage collector as in Java. 3. C++ is very portable.
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Highlights :
1. MATLAB Coder Toolbox demo of HelloWorld.m script to C++ 2. Import MATLAB HelloWorld Converted project into Visual Studio C++ Express and use it in a C# client application. Quick high light of use in Visual C++. 3. Discussion of a popular Open Source Trading platform in C# 4. List components of a C++ primitive trading platform. 5. MATLAB import of Yahoo Finance data 6. Export MATLAB data into MYSQL database.
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Helpful URLS :
1. YouTube Channel Video tutorials at www.Youtube.com/quantlabs 2. Online code samples and 600+ research white papers: www.quantlabs.net/labs 3. Daily blog updates: www.quantlabs.net/blog 4. PRIVATE Email 1000+ opt-in list. Register at www.quantlabs.net 5. Tech quant LinkedIn group: 6. Toronto based Meetup www.Meetup.com/quant-finance
http://www.linkedin.com/groups/Quant-Matlab-C-C-Java3427378?goback=%2Egna_3427378
group:
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Demo Matlab Coder Toolbox to generate C++ from HelloWorld.m Coder GUI to open C:\matlab_m_scripts\coder_test Untitled1.prj
Build conversion results in C:\matlab_m_scripts\coder_test\codegen\lib\hell o_world
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DEMO C:\Users\ratman\Documents\Visual Studio 2010\Projects HelloWorldMatlab C++ sln HelloWorldMgdDLLC++ sln HelloWorldClientCS C# sln
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1. LMAX is established in 2010 out of London UK. 2. Legitimate with British Financial Services Authority regulation and Goldman Sachs ownership of 12.5% 3. Supports API trading through FIX with .NET, and Java support. 4. No minumum deposit or access fees to market multi second tick data. 5. Trade CFD and Forex. 6. Canadians can use LMAX.
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Trading Platforms:
1. Suggested Open source trading platform is TRADELINK. http://code.google.com/p/tradelink/ 2. Developed in C# and completely free with source code. Used by established hedge funds and prop shops. Over 18000 downloads. 3. Connects to multiple brokers but does include Interactive Brokers. 4. Has decent documentation and community support. There are frequent updates after bugs are reported. 5. Various components for tick capture, easily converted DLL implementation, & other supporting various applications. 6. Various affordable support at http://www.pracplay.com/buy
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DEMO C:\matlab_m_scripts\db\mysqltest.m
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