Tag Archives: HFT

The secret conversation topics and tips from the man who funded James Simmons of Renaissance Technologies the first HFT shop ever

The secret conversation topics and tips from the man who funded James Simmons of Renaissance Technologies the first HFT shop ever

As I am going through my old backup drives, I found this gem!

This happened nearly 5 years ago as in the fall of 2009. This was a person who believed in my passion when I ran an early version of QuantLabs.net called CashForLife.tv These topis was what was covered including technologies and other tips I never heard of at the time. These are still unknown which are most valid today. At the time, I had no idea what they meant but I do now after 5 years looking back.

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Source code to my simple funny demo of how market makers are skimming those poor forex trader fish suckers with HFT machine guns

Source code to my simple funny demo of how market makers are skimming those poor forex trader fish suckers with HFT machine guns – See more at: http://quantlabs.net/blog/2014/04/my-simple-funny-demo-of-how-market-makers-are-skimming-those-poor-forex-trader-fish-suckers-with-hft-machine-guns/#sthash.ufgaewav.dpuf

This is definitely a HUGE MONEY MAKER if you could ever be a market maker. Ssssshhhh….don’t tell anyone. For us little traders, I don;t think we can use it. Yah, you sort of need a ticket to get in.

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Source code for NEW Workflow Qaunt Algo from Research Paper to Simulink to C CPP or FPHA HDL for HFT

Source code for NEW Workflow Qaunt Algo from Research Paper to Simulink to C CPP or FPHA HDL for HFT

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How to install R with RCpp RInside for C++ HFT with multithreading capabilities for parallelizing with Open MPI in Ubuntu Linux

How to install R with RCpp RInside for  C++ HFT with multithreading capabilities for parallelizing with Open MPI in Ubuntu Linux

To get RCpp and RInside running in your Ubuntu Linux environment

Install RStudio to manage the installation of your R packages which is the lazy person’s way of doing it.  Also, ensure you have the latest R version by doing:

http://quantlabs.net/r-blog/2012/10/how-to-upgrade-to-the-latest-r-package-in-your-ubuntu-linux-environment/

In RStudio, install RCpp and RInside. Download the latest version of RInside for C++ from (under Download section)

http://dirk.eddelbuettel.com/code/rinside.html

Once the tarball is expanded in your Linux environment, navigate to the examples standard to make all the examples. Again, you will need the RCpp and RInside R packages available for the build process. Other R packages may be needed as your run the many examples.

To run the RInside examples with the OPen MPI for parallelizing examples, install Open MPI following apt-get instructions at:

http://cs.ucsb.edu/~hnielsen/cs140/openmpi-install.html

The navigate to the RInside example mpi and do a make. Run the samples and watch your jaw drop on the potential of R and C++ for HFT in a multithreaded environment.

 

 

 

Best high frequency trading HFT performance: Linux open source with C++ v Java with R, RJava,RCaller, RCPP,RInside

Best high frequency trading HFT performance: Linux open source  with C++ v Java with R, RJava,RCaller, RCPP,RInside

This has been a struggle for me for a while. It seems that I always struggle between Java and C++ regarding HFT. As I want to implement R into it vs my usual struggle between R and Matlab, this is easily the best development stack to go with. Watch this video at

http://quantlabs.net/r-blog/2012/09/fantastic-youtube-video-from-google-tech-with-demo-of-r-c-rcpp-rinside-and-rprotofbuf/

I also did some metric research of calling R from both Java and C++. It seems without a doubt, calling R from C++ is definitely the way as it is half the time vs Java.I need to thank any person developing these highly important R packages. They know who they are.

http://workshop.mkobos.com/2011/comparison-of-application-of-rcpp-and-rjava-in-r/

http://stackoverflow.com/questions/10937374/benchmarking-of-rcpp-or-rcaller-of-c-or-java-calling-r-script

Please do not engage me on this debate but I don’t have the time for it. I also will be moving on with a very primitive C++ open source trading platform for Linux. It is a rather complicated library stack but when you research the above links, it should be no reason not to. I don’t want to face a rewrite down the line. Also, I can confirm that is the best way forward on development on some kind of trading platform using R with RCPP. You can only do this in Linux as RCPP only support GCC. There is no option in using Visual C++ with Visual Studio so sorry there.

I will present my next set of steps on how I proceed with this. I do think this will be the most time consuming step I have been involved especially the amount of debugging time on this platform. Let me be as straight as possible, I will not be releasing the code to no one on my hacked version of this platform. You will need to note that this stage is becoming a very proprietary stage of QuantLabs.net development. As a result, only my Premium member will get this access through my unrecorded live webinar and  live demos. There be no track record of these steps as I am not redistributing this code to no one other than demoing it to certain people. This platform will be worth a lot of money to people so  this will really only include those who can afford it, Institutional or high  net worth. Problem with it? Move on to Google for a new search.

My time is getting highly crunched and I do not have the time to hand hold people any more. This will only be given to those who pay for my time. That is all.

I will continue to provide pointers for you but don’t expect this operation to give you an out of box overnight kit to being a millionaire by following green arrows. It does not work like that. Use the scammers known as Vector Vest for that.

QuantLabs.net now is following the footsteps of the most secretive institutional trading operations in the world. This is an expensive endeavour and I would expect only those that can afford to enter it, otherwise go to a casino to spend your money. You have better chances that way or continue losing money with your favourite corrupt trading broker. Have fun.

Get access to this membership now before these rate skyrocket. 

Learn how to do trading with R to build financial models, strategies, models, HFT, forex in our Google Android App

Learn how to do trading with R to build financial models, strategies, models, HFT, forex in our Google Android App

This should be on the Google Android Play app store soon.

Find out when this app is ready to go via our newsletter.

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