[kepler-dev] Best practice for custom actor development

[ian.brown@hsbcib.com]

Hi,
      I'm currently evaluating a number of systems to use within our real
time trading system. We have a number of models and statistics developed in
both MATLAB and R which we run over market data to generate trading
decisions. Rather than have an analyst work on the algorithm and then give
it to IT to implement (possibly incorrectly), I'm looking into various
options to smooth the workflow.
I've looked at Simulink and Stateflow and am now looking into Kepler and
Ptolemy. Given the built in support for R, MATLAB and Web Services, it
would seem to be quite a strong runner.
In order to evaluate the system properly, I need to create a couple of
custom actors. At the least, I need to write an actor that is a data-source
for the market data. I have a JAR file already which exposes some methods
to get this data, I just need to write a thin wrapper around it to make the
Actor. I then need to distribute this Actor to a couple of our analysis so
that they can evaluate the system.
What is the best practice to go about this? At the end I would ideally like
a zip or something that the Analysts can drop into their beta3 installation
directories.

Thanks,

Ian

Ian Brown
Director, Integrated Model Trading
HSBC

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