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
Source code for How to get great open source dlib C++ Bayesian Network library working on Visual Studio
The source code is included for this demo:
See more at: http://quantlabs.net/blog/2014/04/how-to-get-great-open-source-dlib-c-bayesian-network-library-working-on-visual-studio/#sthash.IFV7M5FZ.dpuf
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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
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.
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.
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