Hi folks, Anybody please point me to some good software that can facilitate HFT backtest on tick data? If such software doesn't exist, I guess we have to build one. I am thinking of using Matlab. Matlab's vectorized operations are no slower than C/Java/C#. However, the key is to setup Matlab with a good fast solid database. I don't have good idea on this part yet. Anybody had done similar work in HFT? Thank you!