Yet another programming talk with HFT C++
Another chit chat with someone about this popular topic on Facebook
im a day trader programmer and i mostly work with tradestation easylanguage; actually i work as a portfolio manager for a starting hedge fund and i manage a portfolio tested in more than 10 futures market but now im getting good knowlegde about c++ and also about high frequency trading; ive been following you through your posts and tutorials and they are so good thanks for that, so what i would like to know is if you can help me out with this; ¿ which software ,broker or program should I use in order to compile c++ trading codes ,backtest them and also could use data in ticks to back test low latency algorithm written in c++? Thanks for your help… and best wishes for you
thanks for the kind words but i have a membership that revolves around this
ive been watching your tutorials and videos and i see that you use R as a main language for hft, so you also work in hft in c++ because is what i know or should i start learning R?
i really focus on matlab but i do have some r courses
if you are wanting to move r scripts for purposes, you will be severely challenged
so my main question is this ? do you offer courses that focus on hft based on c++ codes?
not really but i am looking at matlab scripts to be code generated to c++
matlab scripts are my new trading algos
so about latency is it better to work with matlab for hft?
with simulink it makes a big difference when code generating to c
so why so many hedge funds ask the applicants to have good knowledge about c++ for hft?
sorry bryan for ask you so much but i think you are the one because of your expirience and knowledge
C++ is the standard language to deploy trading ideas into a low latency trading system written in c++
you need to figure out the fastest path to c or C++
r and python from my POV is not it
so about hft what do you recommend me to do in order to succesfully create and backtest the strategies?
play in matlab if you want to deploy at a high frequency, if it is end of day trading only r or python is fine
sorry i didnt get the idea of this “if it is end of day trading only r or python is fine” can you please clarify this?
if you are intradey trading at a high freunecy, you need matlab or C++,
r and python is nott going to cut it
i have this to answer your questiosn
ok got it;
i designed this for questions
let me know if nothing else is unknown
ok i would
hi bryan i would like to ask u what do you think about this; this is what i found about a software that i can use to test my hft ideas.
i know low-latency so that would be best maybe
so do you know maybe if in this software can i backtest and prove my c++ strategy code?
maybe but you would need to talk to alex
if you use matlab, you can prove that pretty fast if you use the right framework
low latency is not cheap as it is a monthgly fee
yes i know ; im doing this because my main goal is to be hired from a hedge fund for hft so i would like to know how you can help me out?
because of your expirience and good work?
thanks it depends on your knowledge and drive
my courses are to help people like you for career
for my stuff, either this
Order Book Analytics. | QuantLabs.net Academy
Order Book Analytics. August 11, 2014 Bryan D Order Book Analytics. Tuesday, September 16, 2014 6:00 PM Bloomberg European HQ 39-45 Finsbury Square, City Gate House, EC2A 1PQ (map) Order Book Analytics Dear LST members, our next talk will be looking at Order Book Analytics and how these trading anal…
or my youtube channel
ok bryan thank you so much for your help
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