Boy oh boy is this email jam-packed with some coolio information in the last 12 hours.
First, let’s talk about dark pools. An alert on my Facebook feed showcased a posting I put up exactly one year ago. This talked about the need of a commodity dark pool being pushed by big hedge funds Citadel and DE Shaw. I wonder if this ever was implemented.
Well it looks like the word ‘Quant’ is now a dirty word. Some of you may have seen this article from Financial Times about the returns for Quantopian. It was a BIG net return of 1.3% for quarter one. Is that good?
As we all know I have pushed for everyone to own and control their own source code!! This seems to be a perfect example of that.
Anyhow, as you know I’ve been studying more low level technology choices for potential high-frequency trading. Another hint came out of using RDMA. For those that don’t know, it is a fancy way to copy large amounts of memory from one process to another with nearly zero latency. The surprising thing is: is there a Python package for this? Oh yes!
Lastly, I posted a 20-minute summary of all the latest high-frequency trading thoughts and direction I may use.
With concerns of my Quant Elite membership, I am proud to say I have posted two big things. These include:
My latest video playback on Redis NOSQL option for high-speed trading. Check it out here.
As I like my fundamentals, I posted various examples on hedging which will protect your trading to reduce risk. Check out my:
Hopefully I can give you immediate access, all you gotta do is:
Next week live on Tuesday (April 11), we will be covering all that is your BEST programmatic broker, Interactive Brokers with Trader Workstation (TWS) for demos. It shall be a dandy so you don’t want to miss it!
Thanks for reading
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!