So today is that milestone where I decided to roll my own high frequency trading platform? Why? Bug ridden open source options are not my priority? Also, substandard documentation does not help. Luckily I was a strong C developer 20+ years ago, but things have majorly changed since then. I have posted my first link on my development tools on how to set up your environment. Here it is.
I also got a list of amazing C++ / R coding examples of a great stack for those interested in high frequency trading development. Go here.
This leaves a bunch of models and strategies to the end before I implement those. This includes PCA, Bayesian, and Markov Chain Monte Carlo. These are quite advanced in terms of math and what I call ‘quanty.’ Stupid name I know.
This is why I do my Premium Membership as they get an inside scoop for what I do? I plan to post some private webinars on the development on my soon to be my proprietary HFT platform? Interested?
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BryanFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!