Demo IQFeed ZeroMQ subscriber- real-time charting from DevExpress
30 minute video playback DOTNET front end high speed charting vs open source R Java Python OpenGL debate
This was for our Meetup of
If you have known me and my blog (quantlabs.net/blog), it appears there was lots to talk about regarding those tricky front end applications you use for a potential system with high speed charts. Many options have been presented but it seems that .NET is still the best here with WPF. So, let’s clarify that with particular options ranging from open source R/Python packages to which .NET one. Is that DevExpress, Infragistics, Telerik, Lightnng Charts, or SciCharts. Let’s do ‘er up to learn here. I want to know what you work with.
Questions and other libraries reviews here
New .NET 4.5 latency modes for garbage collection to reduce performance and best charting package .NET
From the best trading and developer I know
This came in from the NYC Contact which could be very very useful for y’all. More to come!
R Code for for charting Daily Crude Oil Futures spread (calendar spread of first two months) .
The chart shows mean reversion and volatility. Extreme contango has happened several times.
Here is the R code:
CL1 = read.csv('http://www.quandl.com/api/v1/datasets/CHRIS/CME_CL1.csv?&trim_start=1983-03-31&trim_end=2014-03-24&sort_order=desc', colClasses=c('Date'='Date'))
CL2 = read.csv('http://www.quandl.com/api/v1/datasets/CHRIS/CME_CL2.csv?&trim_start=1983-03-30&trim_end=2014-03-24&sort_order=desc', colClasses=c('Date'='Date'))
CL_Spread["Date"] = CL1["Date"]
CL_Spread["Settle"] = CL1["Settle"] - CL2["Settle"]
Interesting uses for Quantmod R package
R Code demoed FinancialChartQuantmod