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    This is a recursive C++ source code of the Fast Fourier Transform algorithm allowing parallelization. Also a performance test and its results on my computer are provided. The Performance test suggest to use 4 threads for parallelization. With this one can beat the implementation in "Numerical Recipes in C++" for large signals with more than 2^16 / 2^17 / 2^18 samples depending on the hardware and software.
    Downloads: 0 This Week
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  • 2

    MatlabSimulink2CPP

    Demo of Simulink to C++ C or HDL FGA for HFT potential

    Video and files download for Visual trading idea to C++ or FPGA HFT Meetup File download sample: test model (Matlab 2014b with Visual Studio 2013 C++ project generated) Powerpoint MATLAB SIMULINK http://quantlabs.net/blog/2015/04/video-and-files-download-for-visual-trading-idea-to-c-or-fpga-hft-meetup/
    Downloads: 1 This Week
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