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/
OpenOpt is FREE (GNU GPL v.2) MATLAB/Octave toolbox, powered by user-contributed solvers & ideas. Scaling, updating counters etc is performed by OpenOpt BaseModule.
Local & global solvers, easy interface, possibility of graphical output, etc, etc.
Enjoy