HFT drives the future of finance You know what I mean? The video awaits Join my FREE newsletter to see how HFT impacts your trading 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!
Trump rally driven by quant and macro event funds Booya…You know all that stuff I was going on about usually proven in the latest rally since the Trump victory I am sorry …what was that? Macro events http://www.valuewalk.com/2016/12/quant-trap-funds/ Join my FREE newsletter to learn how what I ramble on about will help your automated trading …
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2016 year end detailed answered on Quant Trading Analysis I spent nearly two hours answering question explaining concerns on the future of these services I run. Note nearly half of my audience makes over $150k. I also explain how you can accomplish this same game goal for 2017. https://www.quantcast.com/quantlabs.net?qcLocale=en_US#trafficCard Your time is running out to …
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Overview of CMake and C++ HFT like algo trading software project A long lost project was found a few days ago. Merry Christmas to me. This thing will actually save me many days of painful maintenance and learning. It involves Intel TBB with good old Redis no SQL done with C++ just right. How could …
Overview of CMake and Cpp HFT like algo trading software project Read More »
Intel TBB Flow Graph dfor rapid multithreading development of High Speed Trading This could be useful GUI utility for some to generate Stub C++ code Note that this runs on WIndows UGH Join my FREE newsletter to learn more about how this utility could help in automated trading https://www.youtube.com/watch?v=m8V9weR7Uwc NOTE I now post my TRADING …
Intel TBB Flow Graph dfor rapid multithreading development of High Speed Trading Read More »
Architecture ideas for high speed pair trading Over the last 24 hours I have posted three videos that take us into the modern way of developing low-level low latency trading systems. I recorded three videos that will hopefully open your eyes. The main takeaways are: Intel multicore threading libraries are critical to how you’re treating …
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Intel TBB C++ with MIC available for massive multicore HFT C++ library built for massively-parallel multicore processors https://en.wikipedia.org/wiki/Xeon_Phi http://www.intel.com/content/www/us/en/architecture-and-technology/many-integrated-core/intel-many-integrated-core-architecture.html https://www.threadingbuildingblocks.org NOTE that most offloading libraries use OpenMP but it is commercial. I will stick with TBB for now. http://stackoverflow.com/questions/615264/c-parallelization-libraries-openmp-vs-thread-building-blocks http://www.drdobbs.com/parallel/cuda-vs-phi-phi-programming-for-cuda-dev/240144545 CUDA programmers need to remember that the Phi is designed as a coprocessor …
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How UDP is faster then TCP for ultra fast High Frequency Trading HFT NOSQL Redis is built on TCPIP protocol http://cs.ecs.baylor.edu/~donahoo/practical/CSockets/c++.html http://stackoverflow.com/questions/603852/multicast-in-python Join my FREE newsletter to learn about these tricks to help in your automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as …
How UDP is faster then TCP for ultra fast High Frequency Trading HFT Read More »
Architecture ideas for high speed pair trading Detail notes and video references below Pair (python) -> C++ <— market data (from java ib feed/c++ from IB/java oanda) (positions mgr) C++ position manager —> maintain array of pair —> add to new thread each thread will —> check market pair every minute —> maintain look back …
Working demo of basic Cpp and Python socket programming I just made a video to showcase low-level socket programming. After going through various complicated libraries including Kafka with other ones which were written in stranger languages like Scala or Erlang. I really don’t want to go down that path because of complexities versus simple ways. …
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