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...The aim of CoRoPa is to provide a software framework for various ideas related to Rough Path Theory, including rough differential equations and the digital description of serial data streams.
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/