TBB vs Fastflow for C++ parallel multithreading? Next steps

(Last Updated On: May 10, 2015)
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TBB vs Fastflow for C++ parallel multithreading? Next steps

Let’s geek on or nerd out!

Hmmm.. I get this popular for some reason this week:


After some research, I found this for Fastflow:

Windows (Windows 7 64 bit, x86_64) with Visual Studio Express 2013. Other Windows and Visual Studio compiler might works (minor fixes might be required). Window code is not fully optimised for performance.



This project was promising but I decided to stick with TBB despite the torture it may bring. Also, I posted this earlier this week:


Ho hum on an OS which I think is really built for hobbyists. I may one day switch back to a more enterprise Linux distro like RHEL or SUSE but we shall see. Either way, I need to keep my eventual code cross platform portable so this is the most logical choice for now.

I am definitely sticking with this workflow of Matlab/Simulink code generation to C++ or C. Build the plumbing around the systematic models generated by Simulink which can support cross platform compilers. I want to eventually deploy onto a Mac OSX which is my fave but thatt can limit my choices of support on remote server options which brings it back to ugh, Linux.

As my next steps on this automated back testing will revolve around this:


See the video above as well but I will focus a online Meetup Q&A on this. Join this as the links are below. For me, if it works out this will be the absolute best way and OPTIMAL game changing way to deploy new experimental algos into an trading environment. Remember I got 8 ready go when I reach this step! Hail Matlab, this is where it really shines in my own little 2 cent opinion as well!!

Oh don’t forget about all that money management, risk management, and portfolio management I looked at in the Winter 2015. More to deploy within Matlab. Yeh!

Lastly, it looks like I wil be sticking with Oanda for the live trading as the Interactive Brokers goals were not mad. Oh well, might be for the better. Oanda Java API is the choice here as I question this REST approach but I may be surprised once I can wrap my head around it.


Lets talk validity of automated backtesting

Tuesday, May 19, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

13 Researching Traders Went

Let’s talk about backtesting. I plan to have my own automated backtesting enginee implement soon as I work with a Matlab project I know of. I also talk to many 7-8 digit fund players who feel we should not even backtest or at most, put minimum amount of effort into it. I would like to talk to participants on:1. How to do it? How much time is inves…

Check out this Meetup →


Lets talk validity of automated backtesting

Tuesday, May 19, 2015, 7:00 PM

17 Members Went

Check out this Meetup →





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!
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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