Tag Archives: Quant Development

Is this the real reason we should switch all our quant development to C++?

Is this the real reason we should switch all our quant development to C++?

This came in from a newsletter subscribers after this link:

http://quantlabs.net/blog/2014/07/is-c-still-the-perfect-choice-for-modern-app-development-or-is-dotnet-csharp-or-fsharp-better

 

This person’s response was:

I like c++ because the “Namespace” thing 😉

 

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Video interview with Quant Start Michael Halls-Moore on quant development vs retail trading

Video interview with Quant Start Michael Halls-Moore on quant development vs retail trading

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ARMA forecasting model within Excel? More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

ARMA forecasting model within Excel?  More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

From a visitor query:
Responses below followed by –>
> Hey Bryan,
>
> How’s it going? I’m really interested in joining quantlabs; however,
> I wanted to ask you a couple of questions… In regards to my
> programming skills, they are pretty limited and extend to excel/vba
> right now, is this adequate for someone who is looking to learn stat
> arb/pairs trading (specifically intraday)? I know you focus a lot on
> C++,R and Matlab; however, i was wondering i could make some quant
> systems work with excel/vba if not which of those 3 progamming
> languages which you suggest is easiest for a retailer to learn?

–> Excel/VBA is very limiting and slow. R/Matlab with C++ or Java opens up your choices. Also, I don’t believe in black box technology as I like having source code for end to end control In terms of priority, I would focus on R as that can advance very quickly with the ability to call C++ inline from R if needed.
Do realize professional quants spent 90% of their time in coding in these technologies.
I saw
> in one of your youtube blogs that you touched on ARMA, I was wondering
> if being a member of quantlabs, you could help members build ARMA
> models in excel..?

–> MY priority is always for C++ and R. You may find some Excel files under http://www.quantcode.com/modules/mydownloads/viewcat.php?cid=9 but I cannot guarantee the quality of the code.

Do you currently trade intraday as a quantitative
> retailer?

I am right now focusing on technology and strategies. I do have a connection test into Interactive Brokers with my C++ HFT platform which I am building. http://www.youtube.com/watch?v=mwpXw08X2fE
So I am not actively trading right now until these are built and profitbly working.

I have always wondered what it would be like going down this
> route and I would love to hear from your end.
>
> I couln’t make it out to the last meeting you had at milestones;
> however, I would love to come out to the next one, I was wondering once I start paper trading
> when it is…?

–> My next Meetup in Toronto is Nov119.

Nov Meetup Social in North York-R and C++ HFT platform blabbing session?

Monday, Nov 19, 2012, 7:00 PM

13 Members Went

Check out this Meetup →

I hope these answer your questions.

>
> Kind Regards,
>

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Do we record our webinars for quant analytics, quant development, and R learning? Yes we do

Hi Miguel
We do record them but they get posted mostly or members but I may put the odd one up on Youtube depending on the value of it.

Do we record our webinars for quant analytics, quant development, and R learning? Yes we do

> Hello Bryan,
>
> The local time here in Spain is late night.
>
> Are these webminars recorded in order to be able to access them at
> any other time?
>
> Best regards,
>
xxx

 

Hi
We do record them but they get posted mostly for members but I may put the odd one up on Youtube depending on the value of it.

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Quantitative analysis is about to move ahead in Singapore and Asia as a whole

Unlike in the West, Asian banks haven’t hired a whole lot of quants (yet). That seems to be about to change.

Because industry watchers are claiming that Asia needs to develop its quantitative finance field or risk being left behind. Left behind in what, exactly?

Well, Asian banks need quant help to roll out new products and move them up the value chain. More sophisticated derivatives, for starters.

And it seems the local schools are stepping up to the challenge:

“Professor Lim Kian Guan, professor of finance at the Singapore Management University, said: “SMU is starting a masters programme (in quantitative finance). We try to include a curriculum that addresses issues like trading, algorithm trading, low latency, high frequency trading …’”

In other words, North American and European style quant practises look to be taking root in Asia. It looks like Asia is the next great quant frontier, but with such a multitude of countries that have different regulatory authorities, it will be quite a challenge to get everything running smoothly.

To read the original article, go here now:

Asian banks need to hire more quantitative analysts: experts

 

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Youtube video on how to look for high paying matlab r c# java c++ quant development jobs in NYC and London

Youtube video on how to look for high paying matlab r c# java c++ quant development jobs in NYC and London

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Why I don’t do consulting gigs or programming stints for custom quant development? You probably could not afford my outrageous rates

Why I don’t do consulting gigs or programming stints for custom quant development? You probably could not afford my outrageous rates
I was appreciate these kind of requests but I need to put out a general response to this.Another comment about programming:

> Bryan, > > First, massive improvement on the website! Looks great. Good content.> Second, I was wondering if you would be interested in some part-time> programming work? > > I am going to be testing some strategies in Java and C++ on stale and> live market data via Cactus Trader?


As I am pretty busy these days, I usually do not get involved in small temporary consulting arrangements. My rates are way too expensive for most people. It also takes time out of my own endeveours  for the site and the membership. I do show lots of coding solutions for what I am involved with but again, that is usually only privy to the membership.

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How to get started in quant development and HFT?

How to get started in quant development and HFT?

Hello, I am a fresh graduate from the engineering field and have discovered that I have a huge interest in the algorithmic trading field. I guess I just wanted to ask some advice from people in the industry on what my next stepts should be. My interest mainly lays with software development. I have experience using C and Matlab.

Also if anyone happens to know of any entry level or internship positions, please let me know. That would be awesome 🙂

Thanks!

==

 

May I have try this and to see if it is really like what you say.

 

==

nice..just what I was looking for..don´t think any guide would have given me such great tips on how to start walkin this road…Thx

 

==

• I can suggest the book “The Evaluation and Optimization of Trading Strategies”. It’s a very good starting point.

 

==

Guys, how do you download the source of tradelink, do you have to download each file individually? coz i dont see any link to get all the source in one click.
Or any body has any script to do it?

 

==

In my opinion you should do very little step,and decide what you really want.
All great people before me give great advice.
If you want built automatic strategy you should start by a platform that cut the lag time to learn how built trading system. You should start to use a simple but robust platform and easy to code, I suggest to you multichart.
If you want to be a software development you can start to follow two different way of thinking.
1)Opensource platform
2)Proprietary platform
When you fell what is better for focus only to one goal.

 

=

don’t read book about trading. They are totally unusefull! If you follow the same way of all the others… you’ll get the same results.
Use your virgin brain and you culture to observe and study what’s happen on the market exactly like a researcher. Make your hipotesys and test them.
If one day you’ll be tired of trading… you could write and sell a book about trading 🙂

 

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Question and answers on programming to make your millions in the world of quant development or HFT

Question and answers on programming to make your millions in the world of quant development or HFT
I’m not sure how to go about phrasing this, So I will just put it out there. I have never coded before, but I’m quite sure I have the time and intelligence to become very good at it. My question to you is, can I learn to code and then design a trading bot or algo that actually works, before the entire world falls apart? Assuming the debt games can only continue for another 3-5 years maximum.

è It would take years to get to a level of mastery in coding especially in tricky languages like R, Java, or C++
What advice can you give to me? What jobs would be useful in this collapse world? How can I create great sums of wealth when the only options left seem to be in coding and trading? Surely you must have some ideas?
à I do but I feel you need to work it instead of just potentially following green arrows. You want that? Use Vector Vest or go to Vegas. Search throughout my site or Google for your answers. There is definitely no Easy answer on this
& please don’t worry about your response, the first is often the best. & I am a good judge of options.

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The battle between open source tools for quant development: R, Matlab clone Octave, and Python

The battle between open source tools for quant development: R, Matlab clone Octave, and Python

This  is quite surprising as R appears to be difficult to learn compared to the others. I kind of don’t agree with that but I will admit the language syntax is wonky. It is claimed that R was created by non programmers. Nice. I see no reason for Octave as I got Matlab. Here is the link anyhow:

http://slashdot.org/topic/bi/r-octave-python-suits-your-analysis-needs/

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