Detailed description of this Full Demo of an HFT trading system Online Meetup Feb 10
Planned demo is an introduction of low-cost high-performing HFT trading platform developed by a Canadian company specifically for high-frequency high-volume algorithmic trading for stocks, FX and futures. The product is a complete solution that includes all components typically required for HFT trading – like FIX gateways, direct market data feed handlers, trading engine, order entry server, monitoring console. It also has multi-user functionality allowing multiple traders to control their own strategies that can be hosted on different trading engines in different locations. For the sake of performance the entire platform is written in C++ and it runs on Windows.
The demo will include brief overview of typical requirements to HFT platform, brief description of typical algos that require HFT technology, overview of the platform and its API, demonstration of a development cycle using the API.
The indented auditory – professional traders/quants who are in need of HFT technology because of specifics of their algos and who know how to write code (preferably in C++ or C#) or who can provide specification of their algo(s) to a software developer for implementation. C++ API exposed by the platform is quite simple and it does require much proficiency from a developer.
Some preliminary information about the technology can be found here: http://www.low-latency.net/
Supporting documentation with examples can be downloaded from this link using “guest” login/pwd: ftp://126.96.36.199/
Remember that this even takes place Feb 10 at 7PM EST!FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!