How to do spread trading for HFT

(Last Updated On: November 25, 2015)

What is spread trading for HFT

Someone sent me a master class high-frequency trading blog which is part of a series on the topic of spread trading. You’ll find that it focuses on options trading with Greek analysis.

 

Go here to see the article

OPTION STRATEGIES FOR COMMODITY BUYERS

As I’ve hinted over the last few weeks, I have done exactly what is mentioned above. This includes various simple options trading strategies that can be used in a HFT environment. The important take away is that this is done in C++ which is the fastest possible language for these type of trading systems.

 

Here are my two most recent videos on:

 

Long call option demo establishing a max purchase price

 

Long call short put options combination demo to purchase price range calculation

 

I have included both source code packages for my Quant Elite members.

 

Get this C++ code immediately here

 

I have many more other coding projects in my membership with other many benefits included here

 

To be honest I am covering many angles of options and features trading which I don’t think you can get anywhere else. This is especially true if it’s done with C++ in a Linux environment.

 

Thanks for reading

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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