Tag Archives: low latency

What I’ve learned after coding HFT Low Latency Systems

As you know, I have been studying high-frequency trading for a very long time. I even read one article where one person invested $10,000 into thousand five and got a return of over $1 billion in the last year. This is all due to HFT. I will not lie to you that this is complicated programming but is very beneficial for anyone interested. Just always think of Renaissance Technology as the lead influence. I posted a variety of CppCon videos that are beneficial for those interested within my Facebook programming group.

 

There is one article found on LinkedIn

 

There’s another article with those helpful videos

 

As I reported earlier, I found ways to get the most volatile currency pairs for Algo/Automated trading. Could you imagine if you were able to weight all the potential positions for optimal return? Would it not be great if you could measure expected average return or even expected trading ratios? This would be great to set up your next trading session. With the magic of quant, I found a Python script that enables you to do this on a very frequent intraday level. If you ask me, you could set up all your trading positions with weighting and potential sizing all trading sessions in an automated way.

 

Let me show you the benefits of this through this video

 

Imagine if I was to able to walk you through the source code, it would be a huge benefit as part of your automated trading tools. Very few retail traders ever think of these important steps which keep you not only in the game but also optimizes your trading potential.

 

As another benefit for all my Quant Analytics members, I will be providing this exclusive ‘sneak peek’ of the source code in Python. It will only be up for 24 hours in the next few days. Keep your eyes peeled for that as this will be the only time I’ll ever show this. Again, this will be part of my secret sauce tools that I plan to use when I launch my live automated trading. Once again, I will never ever show this ever again to nobody.

 

If you’re serious about your automated trading, you will not want to miss out on this exclusive video preview.

 

I will be also offering a one time live ‘question and answer’ session live this Monday Oct 23 at 7pm. This will not be recorded either and again will only be available for all my Quant Analytics members. As a result, there will be no playback for this as it is purely for questions you may have after this video shows up early in the week.

 

These are two private events that I plan to hold for my members who take their trading very seriously. If this all works out, I would even say could change your life as it could with mine.

 

How many more times do I have to tell you you may want to join this exclusive Quant Analytic membership.

 

Here are all the benefits

 

Join now for immediate benefit

 

From my Quant Analytic Lite members, here is the latest news that I posted.

 

You can also register here for my daily analysis for free

 

Thanks for reading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

What I’ve learned after coding HFT and Low Latency Systems

What I’ve learned after coding HFT and Low Latency Systems

This is an older article I posted but I find it critical for success in this area

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

FREE low latency programming university

FREE low latency programming university

How to be low-level programmeron GitHub

This seems to be a goldmine for those who want to go low latency (all free as well)

https://github.com/0xAX/linux-insides/blob/master/Booting/linux-bootstrap-1.md

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Low latency electronic trading platform video

 

Technology driver: Low latency electronic trading platform


Watch this ex Goldman Sachs employee talk about his experience with low latency trading platform. It is about a one hour long video.

Watch this video here

FPGA software HFT resources and video demos

In this posting some FPGA and other High Frequency Trading resources that may help you understand low latency. I have also included a video on demonstrating a FPGA algo trading solution for HFT.

Check this video out

I have also got the GotoMeeting ID for our event on Monday nite.

Machine learning to trading Strategies
Mon, Jan 9, 2017 5:00 PM – 6:00 PM EST

Please join my meeting from your computer, tablet or smartphone.
https://global.gotomeeting.com/join/376503053

You can also dial in using your phone.
Canada +1 (647) 497-9372

Access Code: 376-503-053

First GoToMeeting? Try a test session:   http://help.citrix.com/getready

http://quantlabs.net/blog/events/machine-learning-to-trading-strategies/

IMPORTANT

Which days work better for our make up workshop for our option futures trading course ?

Here is the survey to poll for which days work for you

Go here https://www.surveymonkey.com/r/X85X2BF

I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Optimal Hedging
Options on futures    
Options examples continue
Additional Options concepts with comparison to Futures    
Option pricing more examples    
Call put parity
Options trades

Coding samples will be offered in a combination of Python and C++.

I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT.  Let me know what works for you.

This will be available to all my Quant ELITE members.

Not a member, join now!

Thanks Bryan

P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Technology driver: Low latency electronic trading platform

Technology driver: Low latency electronic trading platform

A video talk from someone at Goldman Sachs

Join my FREE newsletter to learn more about from this trader from Goldman Sachs

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Let’s revisit FIX 8 again for low latency C++

Let’s revisit FIX 8 again for low latency C++

I have done a few meetups the founder which you can find below

Join my FREE newsletter to learn more about the future of FIX with HFT automated trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Best practices for low latency HFT

Best practices for low latency HFT

Excellent article where you learn new stuff

Best Practices on HFT low-latency software

Big thanks to Nuno from Facebook

Join my FREE newsletter to see what practices I implement in my automated trading software

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Use case for Python Cpp vs other language in HFT low latency trading

Use case for Python C Cpp vs other language in HFT low latency trading environment

I just created a new 50-minute video explaining how I plan to differentiate my uses of both Python and C++ programming. In this same video, I do a highlight of the backstory of all the different programming languages I have looked at for automated trading over the years.

 

Visit here for that video

Trading with Interactive Broker and limitation of Metatrader with forex brokers

 

Not only did this video get created, another video was made to explain the use of Interactive Brokers TWS. I also try to highlight the limitations of using Forex trading brokers with software like Metatrader.

 

Check out this video here. 

 

As you can see, I’m hoping to present an optimized stack for low frequency automated trading systems. At the same time though, I could easily transition this code base to accommodate high speed trading as well. The only question is how will it perform against high-end boards like FPGA or GPU? From my point of view, it does not matter since C++ can easily integrate into either of these APIs provided by leading hardware manufacturers.

 

Thanks for reading Bryan

 

CRUCIAL PS. I am putting a hard set date together of July 12 for removing all source code demos and references to my Phase 1 equity trading/arbitrage. I am currently teaching this up until July 5. For Tuesday night, I will be hosting my technical analysis step. As said, this is a one-time deal only and will be only available to my current and new Quant Elite members.

Details of my algo trading in Python series here (remember that the Phase 1 Arbitrage will be removed permanantly after Jul 12)

Here are the pricing options:

If you are interested in joining, here are all the pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

As said, it now comes down to NOW or NEVER!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Use case for Python C Cpp vs other language in HFT low latency trading environment

Use case for Python C Cpp vs other language in HFT low latency trading environment

I have found when to use these popular programming languages under what cases

Join my FREE newsletter to learn more about which programming languages I use for automated trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of dynamic class loading with C++ for low latency HFT purpose

Demo of dynamic class loading with C++ for low latency HFT purpose

Yes as this work no issue

https://github.com/knusbaum/CPP-Dynamic-Class-Loading

Join my FREE newsletter to learn more how I will implement this into my automated trading

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!