Anybody knows some good Matlab utilities for processing gigantic tick data set? I like the vectorized operations in Matlab and speed shouldn't be an issue; but the Matlab memory limitation is a problem... Any thoughts?
Assuming you're a real Matlab user, and not an id!ot, why not take a look at their own webinars, for instance http://www.mathworks.com/company/events/webinars/wbnr33434.html?id=33434&s_cid=sp_e_rw
Thanks but that's different than what I am looking for. I am looking for Matlab utilities that facilitates tick level data processing...