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Another HFT Secret – how to use Linux with C++ vs. Java with R, RJava, RCaller, RCPP, RInsid

(Last Updated On: October 9, 2012)

Hi there,

I’ve discovered what I believe to be easily the best development stack for high frequency trading (HFT):

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

Calling R from C++ is definitely the best tactic as it takes just half the time as using Java for the same thing. (And as an aside, I’d like to thank everyone 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

Also, I can confirm that using R with RCPP is the best way forward on trading platform development. You can only do this in Linux as RCPP only supports GCC. There’s no option to use Visual C++ with Visual Studio, unfortunately.

The next step (debugging) promises to be very time-consuming, though. And let me be as straight as possible, I will NOT be releasing the code to the public. This is rapidly becoming a very proprietary stage of QuantLabs.net development.

This means that only my Premium members will get access through my unrecorded live webinar and live demos. Unrecorded, yes! There will be no electronic track record as I’m not redistributing this code. I’m only demo-ing it to certain people including my membership.

This particular platform will be worth a lot of money soon, so “the list” need only include those who can afford it.

If this sounds like you, I suggest becoming a member now before you’re priced out.

–> Sign up link here <–

The rate will be rising soon, so lock in the current low rate before it rises.

Good trading,

Bryan Downing

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!
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