Considering free open source R, Java, Hadoop, with direct LMAX connection for HFT with helpful links

(Last Updated On: May 8, 2012)
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Considering free open source R, Java, Hadoop, with direct LMAX connection for HFT with helpful links
I have been exploring various options versus my open source HFT platform with Matlab. It seems there might be some complication from a clustering point of view with expensive licensing on Matlab and Windows products. As a result, I have looked around for new options and Hadoops always popped up. Also, Matlab does not integrate too well with Hadoop so my next option was for R for analytics and prototyping. I have lots to learn with R if I go this option. I know Java so I am ok there. Java RTS could be a good option here but can always involve a C++ platform if need be but this is still undecided.
Another challenge was the broker but after seeing LMAX in UK , I was convinced that this might be the broker since they are market neutral. This might be the way to go in terms of a a high frequency trading stack. Remember this is all true open source as well which mean it is free!
Here are some links to help get you  started:
Linux but will use CentOS for the distribution with Hadoop:
http://vimeo.com/8615628 <– he uses Arch but makes valid points on it
Hadoop:
http://stackoverflow.com/questions/7053837/video-tutorial-for-hadoop
There are quite a few Youtube demos to show the power and quickness of this.
R with Hadoop (RHadoop):
http://www.r-bloggers.com/big-data-analytics-with-r-and-hadoop/

ActiveQuant could be a good option for an API as well.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in HFT High Frequency Trading, Quant Development and tagged , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs