Category Archives: HFT High Frequency Trading

high frequency trading

Create good high frequency trading for Metatrader with .NET or Java

A question came in via email about this topic of Create good high frequency trading. Here are my thoughts

I want some trading tech secret books for free? https://quantlabs.net/

Enhance your trading performance by talking to myself? https://quantlabs.net/questions/

HFT for Metatrader forex platform to .NET or Java

I was writing to ask you about which I.T courses must one have a good grip to create good high frequency trading algorithms and also which programming skills in python , java and other programming languages to enable one create good high frequency trading systems.

I was also wondering in the popular trading platform of metatrader4 and 5 widely used how can low executions speeds  be achieved to the various broker terminals.I have seen folks use application programming interface (API example of this from this site http://mtapi.tech/ and create their algorithms for trading.Other folks say claim a type of a web sockets developed can work and achieve good execution speeds useful for arbitrage trading strategies.What is you take on this.

I was also wondering what program skills in the various language such  as JAVA that one needs to have a grip to develop java API like this that this guy sells on this site offers  http://mtapi.tech/ for MT4 API C++ MT4 API JAVA SOURCES AND BINARIES MT4 API.NET BINARIES and many more

I was also wondering if in your opinion a metatrader4 websocket developed in java or python or C++ could achieve very low execution speed benefiting arbitrage strategies greatly on the broker considering how metatrader4 is managed.

I look forward to your reply.

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!

Bid ask delta trading via market data

You might want to consider trading off of order book data. These links help understand the concept of this depending on your market data source

INterested in learning more about free retail trading tech PDF books ? Join here https://quantlabs.net/

http://www.traderslaboratory.com/forums/topic/6597-please-review-my-bidask-strategy/

There is also the concept of market delta trading

http://www.traderslaboratory.com/forums/topic/6031-delta-volume-in-intraday-trading/page/4/

Here are some highlight quotes from these links

 
Like I said before, delta only tells you something in context. If there is a high delta with high movement, that means market makers and reversion traders have pulled their limit orders for the time being. If you see a high delta with low movement, especially in the context of a level, you can take that to mean that aggressive buyers or sellers have run into a large amount of limit orders

Ninjatrader_Staff
I am not sure I can answer the difference between institutional versus retail since I am not clear on the definition of what institutional is myself. Take for example, TelventDTN, the company that owns the technology behind the IQFeed service, Kinetick service and Prophet X service. IQFeed and Kinetick target the retail active trader where Prophet X is mainly installed in institutions. Different target markets, same technology. CQG targets institutions however; we just announced partnership with them to address our main demographic, the retail trader. Zen-Fire, technology used in institutions and prop shops however, NinjaTrader/Zen-Fire heavily used by the retail trading community. My point is that here are three products that clearly overlap both retail and institutional space using the same technology.
 
Let me clarify some definitions…Market data service only provides data, trading engines provide data and order routing.
 

• Unfiltered data: Some provide it, some provide option to aggregate it, and in the case of the trading engine providers, filtered vs. unfiltered is dependent on the FCM who hosts the technology


• Time stamps: All market data vendors provide time stamps however, only some trading engines do thus, the client application must add a time stamp to incoming ticks


• Historical data: All market data vendors provide it, most trading engines do not


• Historical bid/ask prices per tick: Most vendors do not provide this


• Compression: Some vendors provide compression, some optional compression some do not


My response likely does not make things much clearer. I think the point is simply, what do need as a trader? My comments are based on my direct experience in working with and writing to 15+ market data/brokerage API’s.

Some complicated research papers were mentioned as well

http://www.tradingphysics.com/Resources/Papers/

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!

Who sees a high frequency trading opportunity here?

This is not the standard HFT i am talking about. This is between stable coins found on Binance but there are some trading frequency discrepancies here. Who would pursue this as a mean reverting strategy? Is it worth the time to implement you think?

Free books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

Worried about your future with retirement, get this latest USB product https://quantlabs.net/retire/

Get into this action NOW with this Quant Analytics https://quantlabs.net/quantanalytics/

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!

Aug 24 webinar topic covered and video playback

Here is a 3 hour video playback with all the topics and links talked about

Free books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

Worried about your future with retirement, get this latest USB product https://quantlabs.net/retire/

Learn how to build your custom crypto or forex trading bot here https://quantlabs.net/python/

Jump on this Quant Analytics service https://quantlabs.net/quantanalytics/

https://youtu.be/0pNm2Exqw4U

Topics for Aug 24 #webinar #meeting

Fed Close to Making Its New Inflation Strategy Official

https://www.bloombergquint.com/global-economics/fed-close-to-making-its-new-inflation-strategy-official

The Inside Story Of Robinhood’s Billionaire Founders, Option Kid Cowboys And The Wall Street Sharks That Feed On Them

https://www.forbes.com/sites/jeffkauflin/2020/08/19/the-inside-story-of-robinhoods-billionaire-founders-option-kid-cowboys-and-the-wall-street-sharks-that-feed-on-them/#23f0bd8a268d

High-Frequency Traders Love Business With Robinhood

https://www.bloomberg.com/news/articles/2020-08-14/high-frequency-traders-really-love-doing-business-with-robinhood

First Mover: How a DeFi Trader Made an 89% Profit in Minutes Slinging Stablecoins

https://www.coindesk.com/first-mover-how-a-defi-trader-made-an-89-profit-in-minutes-slinging-stablecoins

Federal Reserve Reveals Research Plans For Digital Dollar

https://www.forbes.com/sites/jasonbrett/2020/08/13/federal-reserve-reveals-research-plans-for-digital-dollar/#1741dbb25946

when the US dollar is worth nothing, will Utah lead the way to a new American currency?

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!

Trading USB key coming soon

I will be making the first initial run of these USB keys within the next few weeks. It will contain both the Trade Like a Boss DVD and Your Future Your Retirement video series on on USB Key. Here is what it will look like:

dvd

If you want one at the price of $24.95 US, please fill out your info here at the quantlabs.net/retire page to get on the early bird list.

Free books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

Worried about your future with retirement, get this latest USB product https://quantlabs.net/retire/

Jump on this Quant Analytics service https://quantlabs.net/quantanalytics/

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!

James Simons’ Renaissance hedge fund loses 20% this year

Even James Simons of Renaissance Technologies has not had a good year being down 20%. Here are some comments from my Facebook group:

Free books https://quantlabs.net/
or learn algo trading https://quantlabs.net/dvd

The casualties are piling up

It’s just about the term you look at it. I would wait a couple of years. I assume he is betting for the downturn and stocks have kept going up due the FED

sort of like soros

This isn’t their medallion fund that is only open to current and former employees and has been making the crazy returns for years.
The funds of theirs that are open to outside investors are not as strong,

20% of their total AUM?????

Bitcoin outperformed him by a large margin

Did the Chinese PHD went back to China ?

https://www.ft.com/content/6bd17811-3205-454e-89e4-953dce6b4dfe

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3564093386939409&notif_id=1591999231839912&notif_t=feedback_reaction_generic&ref=notif

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!

Most POWERFUL high frequency trading aka HFT like metric for a crypto trading bot

This is the ABSOLUTE most critical metric out there when trading crypto. If your exchange does not offer this, move to another that does. Can you rely on any exchange thats offers this? Also, most this 3rd party bot service or platform most likely will NOT offer this metric to you. So be forewarned about this. If you don’t get it, you could get crush and lose money.

Free trading books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

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!

Learning from Jim Simons the Man who Solved to Consistently Predict the Market

Here are some highlight from this book released a few months ago. Note the comment on physics models which ‘consistently predict accurately over and over again’

Free trading books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

So it was interesting that a little more than a decade later, I would see Jim Simons and RenTech popping up in my Twitter feed, with Medallion, their flagship fund’s record on display in the tweet, with a brilliant 66% year-on-year compounded annual return before fees (39% after fees)…
he hedged the fund with oil put options before the first Gulf War in the 90s….

The key here is consistency and reproducibility. Models in physics consistently predict accurately over and over again, and their results can be reproduced. In contrast, models in trading, and typically those that deal with human behavior, are not going to be as consistent. …

https://towardsdatascience.com/learning-from-the-man-who-solved-the-market-536146fefe6c

Also, this product was mentioned to clean data
https://www.getdbt.com/pricing/

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!

Binance’s Order Book Delays a Crypto Trading Bot Headache?

I tested the websocket Python scripts over night. It ran for about 4 hours with occasional captures every 10 seconds. This is also using Binance Futures. It then came back with this crypto trading bot exception:

binance-futures – WARNING – In delay connection

I could not find any details on this message. There was also this article I found.

Should we be concerned?

Free trading books https://quantlabs.net/ or learn algo trading https://quantlabs.net/dvd

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!

Is this the closest to high frequency trading HFT with a crypto trading bot

I demo my latest venture into analyzing bid ad spread on the high volume crypto coins/tokens traded on Binance exchange. These might surprise you. Also, which indicators or strategy types should I use to help measure direction? Send me your feedback.

Free trading books https://quantlabs.net/
or learn algo trading https://quantlabs.net/dvd

I get this error with too many requests

2020-04-27 00:43:40,183 – binance-futures – WARNING – In delay connection: -2054
[Sub] call re_connect

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!