High speed trading software architecture presentation with video
Here are my notes from tonight LIVE Meetup presentation
The final dance High speed trading software architecture as part of my Meetup group below
The kickass DELL server
Ebay: Tesla C1060-C
Deploy on FREE BSD
Not Linux, it is UNIX like with minimal base install. All source code project built local.
OPEN SOURCE in memory
Sentinel feature in Redis v3 support slave/master replication, failover, redunancy, cluster, etc
Could be used as a reliable message queue
Youtube Redis Playlist
Fastflow Multicore Framework
Open source framework
Fairly fast compared to other libraries including OpenMP or TBB
Pg 19 Different patterns you can use
Pg 20 Support for GPUs
Pg 26 Multi speedcore with GPU support
Comparable or better with OpenMP and TBB on fine grain
Comparable with OpenMP on data-parallel – really fast on streaming (especially very high-frequency)
Lock free etc.
Interactive Brokers support
Via Java Test Client and demos of POSIX C++ API support (part of Indie Algo Trading in Python) course
part of Indie Algo Trading in Python
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!