Getting close to finalizing the end to end completion of this lightweight high frequency trading platform. Some coding demos are posted on the QUANTLABS.NET PREMIUM MEMBERSHIP so join now.
This past weekend was kind of quiet on the developer and research front. This morning was a totally different story but I will post some news on that in coming days so keep your eyes peeled. I am very close to finalizing the complete workflow capturing live market data, running some sort of quant, fundamental or technical analysis, which generates signals or some sort of market prediction. This is all done thanks to R and the power of some identified R packages. I now need to focus on trading execution which will include a FIX and trading rule engine all in C++. All is very close to seeing a hopeful completion of this primitive but lightweight HFT platform. Clustering could be dead while hope is put on GPU or CUDA. Some further details:
1. Youtube video on Demo of my C++ calling R and PerformanceAnalytics with returning signals for trading rules #rstats
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BryanNOTE 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!