Video and files download for Visual trading idea to C++ or FPGA HFT Meetup

(Last Updated On: April 7, 2015)

Video and files download for Visual trading idea to C++ or FPGA HFT Meetup

File download sample: test model (Matlab 2014b with Visual Studio 2013 C++ project generated)

Powerpoint MATLAB SIMULINK

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Here is the chat log:

 

Chat Log   C:\Users\Bryan\Documents\ChatLog From visual trading idea to C__ or FPGA HFT 2015_04_07 20_52.rtf

 

PatrickT (to Everyone): 6:47 PM: im good thanks, you?

PatrickT (to Everyone): 6:47 PM: yup

PatrickT (to Everyone): 6:48 PM: quentlabs

PatrickT (to Everyone): 6:48 PM: simuling

PatrickT (to Everyone): 6:48 PM: link

Bryan Downing (to Everyone): 6:49 PM: brb

Bryan Downing (to Everyone): 6:51 PM: hello to all

James Hirschorn (to Everyone): 6:52 PM: Yes. I’m not saying much because I’m eating dinner.

James Hirschorn (to Everyone): 6:53 PM: Yes, I think it went well. Thanks!

PatrickT (to Everyone): 6:56 PM: quality of code after matlab generation?

PatrickT (to Everyone): 6:56 PM: in terms of optimization of c

PatrickT (to Everyone): 7:00 PM: ha ha ha

PatrickT (to Everyone): 7:00 PM: O’rly

PatrickT (to Everyone): 7:00 PM: 🙂

Steve Perrott (to Everyone): 7:01 PM: lonely

Steve Perrott (to Everyone): 7:02 PM: Hello to all.

j bates (to Everyone): 7:02 PM: hello

Steve Perrott (to Everyone): 7:02 PM: let her rip

Bryan Downing (to Everyone): 7:09 PM: https://www.youtube.com/watch?v=jRTT2N7E9R8

James Hirschorn (to Everyone): 7:12 PM: I’m hearing loud music in the background.

James Hirschorn (to Everyone): 7:13 PM: Thx.

Steve Perrott (to Everyone): 7:15 PM: Can you get code to export into Metatrader?

Steve Perrott (to Everyone): 7:15 PM: Funny ha ha?

Bryan Downing (to Everyone): 7:16 PM: http://forum.mql4.com/37040

Bryan Downing (to Everyone): 7:16 PM: https://www.mql5.com/en/articles/155

Steve Perrott (to Everyone): 7:17 PM: Yes, Expert Advisor.

Steve Perrott (to Everyone): 7:18 PM: can you pull Metatrader code into Simulink and then back to Metatrader?

PatrickT (to Everyone): 7:19 PM: mql is on c++ i think, so u can make simuling c functions dll and call from mql5

Steve Perrott (to Everyone): 7:20 PM: Yes, once in a DLL it can be called cleanly.

PatrickT (to Everyone): 7:25 PM: 😉 standard warnings

Steve Perrott (to Everyone): 7:26 PM: cost?

Steve Perrott (to Everyone): 7:27 PM: ouch

PatrickT (to Everyone): 7:28 PM: i seen some monthly subs

PatrickT (to Everyone): 7:28 PM: subscription fees

PatrickT (to Everyone): 7:29 PM: so are u paying 20k to do this?

PatrickT (to Everyone): 7:29 PM: ahh

j bates (to Everyone): 7:32 PM: how long have you been using simulink?

j bates (to Everyone): 7:32 PM: ok

 

Paul Cottrell (Private): 7:38 PM: question

PatrickT (to Everyone): 7:42 PM: one need to know how to code anyways…to understand outcomes

Paul Cottrell (Private): 7:45 PM: question

PatrickT (to Everyone): 7:46 PM: anything about model tseting /backtest

PatrickT (to Everyone): 7:46 PM: and scope is dynamic?

PatrickT (to Everyone): 7:46 PM: when live data feed is hooked to model

James Hirschorn (to Everyone): 7:47 PM: In previous meetups we[‘ve had talks on sophisticated methods like genetic programming. Can simulink be used for those kinds of strategies?

Paul Cottrell (Private): 7:47 PM: comment

PatrickT (to Everyone): 7:49 PM: yes thats nice

PatrickT (to Everyone): 7:49 PM: sockets

Steve Perrott (to Everyone): 7:50 PM: And build up a tool box of functions that you can take to new systems.

PatrickT (to Everyone): 7:50 PM: …copy paste work too

Bryan Downing (to Everyone): 7:57 PM: http://www.mathworks.com/examples/product-family/simulink

Steve Perrott (to Everyone): 7:59 PM: looks like you can pull in dials and other outputs into your code

Steve Perrott (to Everyone): 8:04 PM: And still it can be challenging to manage the programmers.

Steve Perrott (to Everyone): 8:05 PM: This would be cleaner.

Patrick (to Everyone): 8:08 PM: what is the cost again?

Patrick (to Everyone): 8:09 PM: Ok. Thanks.

Steve Perrott (to Everyone): 8:09 PM: Or a windows app that can interface with the Metatrader but give a lot of data on the windows screen with the trades on and off in MT4.

Patrick (to Everyone): 8:11 PM: Interesting, there is a course tomorrow online: http://www.mathworks.com/#training

Patrick (to Everyone): 8:11 PM: Curricullum http://www.mathworks.com/services/training/courses/SLBE-G_3_en_outline.html

j bates (to Everyone): 8:16 PM: Your audio is now muffled here.

j bates (to Everyone): 8:17 PM: not just me?

Steve Perrott (to Everyone): 8:17 PM: I hear it too.

Bryan Downing (to Everyone): 8:17 PM: http://www.mathworks.com/company/events/webinars/index.html?suggestion=&q=algorithmic+trading

Steve Perrott (to Everyone): 8:17 PM: gone

j bates (to Everyone): 8:17 PM: Yes

Bryan Downing (to Everyone): 8:18 PM: http://www.mathworks.com/videos/automated-trading-with-matlab-81911.html

Steve Perrott (to Everyone): 8:19 PM: Are you still thinking about a group project to create a system?

Ken (to Everyone): 8:21 PM: Are you trying to create an algo for Karen Supertrader Strategy?

Daniel Howard (Siesta Key, FL) (to Everyone): 8:26 PM: Hey Bry!

Ken (to Everyone): 8:29 PM: If we have confidential trading strategy ideas that we want to share with you, are you signing other people’s non-disclosure agreements or do you have your own?

Bryan Downing (to Everyone): 8:30 PM: http://forex-strategies-revealed.com/

Bryan Downing (to Everyone): 8:32 PM: http://www.futuresmag.com/

Steve Perrott (to Everyone): 8:32 PM: There are more ideas than time to code them all.

Eddie (to Everyone): 8:32 PM: Do you know how much historical data Karen uses to generate her probability distribution to trade her options strategy?

Bryan Downing (to Everyone): 8:33 PM: https://itunes.apple.com/ca/itunes-u/futures-and-options/id490504839?mt=10

Ken (to Everyone): 8:34 PM: https://itunes.apple.com/us/itunes-u/futures-and-options/id490504839?mt=10

Patrick (to Everyone): 8:36 PM: Thanks this is really useful for a newbie.

j bates (to Everyone): 8:36 PM: What fpga board?

Patrick (to Everyone): 8:38 PM: Oh yeah!

Wei Wu (to Everyone): 8:38 PM: why using fpga?

j bates (to Everyone): 8:38 PM: yeah

Steve Perrott (to Everyone): 8:38 PM: I thought it has a lot of potential.

Ken (to Everyone): 8:38 PM: ^ converted !

Eddie (to Everyone): 8:38 PM: contemplating it.. 🙂

Bryan Downing (to Everyone): 8:38 PM: https://www.youtube.com/watch?v=nXFcM1pGOIE

Wei Wu (to Everyone): 8:38 PM: ok

James Hirschorn (to Everyone): 8:39 PM: I’ll look into it definitely.

Eddie (to Everyone): 8:39 PM: is matlab on a subscription basis?

Steve Perrott (to Everyone): 8:42 PM: yes

Eddie (to Everyone): 8:42 PM: yep

j bates (to Everyone): 8:42 PM: nope

Ken (to Everyone): 8:42 PM: yes

Bryan Downing (to Everyone): 8:42 PM: https://www.facebook.com/quantlabsnet

Bryan Downing (to Everyone): 8:42 PM: https://twitter.com/quantlabs

Daniel Howard (Siesta Key, FL) (to Everyone): 8:43 PM: Thanks Bryan!  Good stuff.

Wei Wu (to Everyone): 8:43 PM: sometimes I found that you are posting at 4am, don’t you sleep?

 

Ken (to Everyone): 8:43 PM: Much Appreciated !

Wei Wu (to Everyone): 8:43 PM: no

Wei Wu (to Everyone): 8:43 PM: I am in New Jersey

j bates (to Everyone): 8:43 PM: Will you tweet when you post this video to youtube

Patrick (to Everyone): 8:43 PM: Its great. Thanks Bryan.

j bates (to Everyone): 8:44 PM: great thanks.

Eddie (to Everyone): 8:44 PM: thanks bryan.

Wei Wu (to Everyone): 8:46 PM: thank you Bryan, see you next time.

Bryan Downing (to Everyone): 8:46 PM: see you wei thanks for coing

Bryan Downing (to Everyone): 8:48 PM: http://the-studio-reykjavik.com/blog/2014/12/7/market-armor-by-paul-cottrell-1

Bryan Downing (to Everyone): 8:51 PM: meetup.com/quant-finance

Steve Perrott (to Everyone): 8:51 PM: Thank you Bryan.

Patrick (to Everyone): 8:52 PM: Thanks Bryan. Good Night everyone.

j bates (to Everyone): 8:52 PM: thanks

Ken (to Everyone): 8:52 PM: Cheers

 

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs