So what makes a HFT blitzkrieg lightning fast? I just posted this for my QuantLabs.net Premium Members:
“More secret sauce tricks for the ultra fast HFT system I saw in Microsoft .NET C# and Visual C++”
I am not a fan of supervision but I am very ok with this situation. I guess you could say I am be directed by a very technical REAL WORLD quant who has developed an amazingly fast HFT system. You could say I am replicating it at a very low level. Listed below are the latest technologies with video which makes this thing scream in terms of speed:
1. Youtube video Demo overview of MongoDB NOSQL with Microsoft .NET C# and MonguVue GUI Client
2. How to install ZeroMQ with C# and .NET binding and example on Microsoft Visual Studio 2012 or 2010
3. Youtube video Demo ZeroMQ with Microsoft .NET C# with Pipeline communication pattern
I hope you recognize the value of this. I just need to integrate all of these with my Matlab Simulink mode that can be code generated. If successful, I am off to the races with a potentially fast system.
The real secrets to these systems is in memory management and the data types chosen. It is not so easy as you think but I am learning it from a world class quant. Want to learn more about the secret sauce of these system?
P.S. I may post the source code once complete but this system will be worth a LOT of money once completed. As a result, there will be a hefty amount to value in my membership.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!