Tag Archives: Perl

Is Perl 6 like the Game of Thrones ?

Is Perl 6 like the Game of Thrones ?

I never watched the movie so I don’t know what that means but the language has interesting features. Many institutional firms still use it

http://techbeacon.com/why-perl-6-game-thrones-programming-languages

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Is Perl 6 really that fun?

Is Perl 6 really that fun?
I heard watching paint dry is more entertaining

Perl 6 Is Fun

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My PERL demo on trading strategy rules including popular but VWAP execution trading strategy

My PERL demo on trading strategy rules including popular but VWAP execution trading strategy

This is a huge stride in my rule based open source Streambase solution I found. I have prepared a video on a critical demo of a rule based set trading strategies. There are simple ones but also include an example of well neglected execution strategy including done in PERL. I am hoping to have another done in 100% C++ but was not advised as explained in the developer’s guide but will develop code to handle those exceptions.  I have posted a few items on this on the blog.

See this video in action here.

http://quantlabs.net/blog/2012/11/youtube-video-on-my-perl-demo-of-using-this-streambase-open-source-c-framework-for-a-trading-strategy-or-cep-model-perl-linux/

For those that follow me or are interested in developing an HFT platform, be advised it is these are the sort of things you cannot find anywhere else on the web. As a result, If proven it can be done, I will be raising the rates 25% in coming weeks. All current paying members are never effected with these rate increases.

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Bryan

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Youtube video on my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model #perl #linux

Youtube video on my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model

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Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT

Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT

Today is the day I learn the basics of Perl to get my trading engine framework tested with the rest of the components of this high frequency trading platform. I know most people ask why I am not choosing another language like Python or Ruby? It is simple. When you look at this Triceps open source package, the author (Sergey Babkin) has used Perl as the scripting language so that is what I use. It seems he has worked in the space of Sybase CEP and Streambase enough to know how to do it smartly. Also, he was a VP at Deutsche Bank so whom I am to argue how they would do it. He even gave an neat strategy idea for currency trading with this thing as an example in his development guide. For those that don’t know, this is a very solid solution to handle my REAL TIME data analytics where there really is no other C++ option.

Although Perl may be nice, I do see some challenges working with the other C++ HFT components like the FIX engine and acquiring the data. So it would might be necessary to implement these  within C++. The author of  Triceps did hint at caveats with this option so I am fully aware of it. Also, thanks to Matlab Code and  now that R the bottleneck has been removed, I will investigate the Fastflow library as well for clustering or CUDA GPU options. It may get exciting!!

 

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http://triceps.sourceforge.net/

http://babkin-cep.blogspot.com/

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Craigslist.org uses Redis Sharding and PERL to get fast NOSQL cluster database with 1 ms low latency. Note for HFT platforms!

Craigslist.org uses Redis Sharding and PERL to get fast NOSQL cluster database with 1 ms low latency. Note for HFT platforms!

Here are some highlights why I think Redis is the way to go for any ultra low latency HFT platform:

we prefer to have predictibly low latency. It is common to see calls complete in 1ms or less. Many of our calls have timeouts of 100ms to handle exceptional cases. Insetad of frequent disk writes, we replicate every node to a slave node on a different physical host and give it an otherwise identical configuration.

They also code in PERL with examples:

The bulk of our code is Perl, so the configuration is expressed in Perl for easy consumption. Here’s a minimal example that uses 2 hosts, assumed to have 2 cores each. This provides 4 total redis nodes, two primaries (masters) and two secondaries (slaves). Losing a single host will result in virtually zero data loss.

Unique hashing capabilities:

By mapping keys to node names instead of directly to nodes (host:port pairs), we have the freedom to relocate a node to a different server without disturbing the consistent hashing ring.

By mapping keys to node names instead of directly to nodes (host:port pairs), we have the freedom to relocate a node to a different server without disturbing the consistent hashing ring.

Interesting indeed for any one looking at doing a highly fast HFT platform. Keep this in mind regardless of what those trendy hipsters may say.

From: http://blog.zawodny.com/2011/02/26/redis-sharding-at-craigslist/

Another interesting article:

http://antirez.com/post/redis-presharding.html

I always have been told, if you want ultra fast, do sharding.

 

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Youtube video on quant development on how quantlib extends to java c# python r perl and other programming languages

Youtube video on quant development on how quantlib extends to java c# python r perl and other programming languages

Get access to this video online course here.

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Why does Microsoft .NET project always trump over R, Perl, Java, and even Python?

Why does Microsoft .NET projects always trump over R, Perl, Java, and even Python?

I don’t get it, it seems I waste more time trying to figure out all this open source stuff with the lack of documentation or forums to comment about queries on something I need to do. I have scoured the net for what I need but I have been pointed to various languages like R, Perl, Java, and even Python. It seems I either go down the wrong path, tear my hair out trying to figure out the environment, etc.

I just found the equivalent in a .NET project. With sites like Codeproject.com, it makes .NET project a joy to work with well documented descriptions and comments from people. I just seem to get it working much faster than the others. I don’t get it, please someone explain.

I just wish the other languages had a great web site each like Codeproject.com or Codeplex.com. It would make life much easier but they don’t. Go figure.

For instance, R’s quantmod package was pretty sad with lacking examples. Screw it. Back to .NET I go.

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