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High speed trading software architecture presentation with video

(Last Updated On: April 25, 2016)

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

Kickass trading DELL server Tesla GPU on Linux ?

 

$1000 CDN

 

http://canadaserver.wix.com/canadaserver#!product/prd1/3673522191/dell-t5500-%2C-2-x-quad-2.93-%2C-72gb

 

Support 2:

Ebay: Tesla C1060-C

 

Deploy on FREE BSD

 

Not Linux, it is UNIX like with minimal base install. All source code project built local.

 

Redis NOSQL 

 

OPEN SOURCE  in memory

 

http://redis.io/

 

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

 

https://sourceforge.net/projects/mc-fastflow/

 

Fairly fast compared to other libraries including OpenMP or TBB

 

From: http://on-demand.gputechconf.com/gtc/2014/presentations/S4729-fastflow-pattern-level-abstraction-gpgpus.pdf
Highlights:

Pg 19 Different patterns you can use

Pg 20 Support for GPUs

Pg 26 Multi speedcore with GPU support

Pg 28

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

 

Visualization

part of Indie Algo Trading in Python

 

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The final dance? High speed trading software architecture

Monday, Apr 25, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

10 Researching Traders Went

I have (hopefully) figured out my final libraries and programming languages I want to use in this architecture of a high speed trading system. All of this includes:Fastflow multicore framework in C++ (algo indicator with overall strategy with supplied design patterns ) Redis in memory database clustering for back end Python components on desktop o…

Check out this Meetup →

The final dance? High speed trading software architecture

Monday, Apr 25, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

10 Researching Traders Went

I have (hopefully) figured out my final libraries and programming languages I want to use in this architecture of a high speed trading system. All of this includes:Fastflow multicore framework in C++ (algo indicator with overall strategy with supplied design patterns ) Redis in memory database clustering for back end Python components on desktop o…

Check out this Meetup →

Toronto .NET Developer Meetup

Toronto, ON
678 Members

This group was created to give Toronto .NET Developers an opportunity to meet and network. It will allow developers an opportunity to meet face-to-face and share best practice…

Check out this Meetup Group →

 

 

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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