Tag Archives: 2012

How to install ZeroMQ with C# and .NET binding and example on Microsoft Visual Studio 2012

HI there

Here are todays most popular topics:

An oldie but goldie:

How to install ZeroMQ with C# and .NET binding and example on Microsoft Visual Studio 2012 or 2010 – See more at: https://quantlabs.net/blog/2013/01/how-to-install-zeromq-with-c-and-net-binding-and-example-on-microsoft-visual-studio-2012-or-2010/#sthash.rzcLMQKl.dpuf

Interesting but I think the recent book I ready is better with Excel. It has more flexibility than this solution:

For Quant Trader Open Source Research Backtesting Environments in Python with pandas – See more at: https://quantlabs.net/blog/2014/01/for-quant-trader-open-source-research-backtesting-environments-in-python-with-pandas/#sthash.ZDelWVHP.dpuf

A first ever posted on my site:

Here is some Mathematicians Against Fraudulent Financial and Investment Advice – See more at: https://quantlabs.net/blog/2014/01/here-is-some-mathematicians-against-fraudulent-financial-and-investment-advice/#sthash.30Bcaa8q.dpuf

An interesting perspective:

Just like Ernie Chan, should I charge top dollar for my new custom trading platform course
– See more at: https://quantlabs.net/blog/2014/01/just-like-ernie-chan-should-i-charge-top-dollar-for-my-new-custom-trading-platform-course/#sthash.awYzuJjr.dpuf

The latest survey indicates something very interesting:

http://quantlabs.net/surveys/2014/01/14/how-much-for-this-complete-trading-platform-course-with-source-code-with-hft-option/

I am very close to finishing the loading of the content for this new course. I will most likely have a 24 hour sale of $397 with incremental pricing increases to it’s final rate of $997. I will also price with my upcoming Elite membership which is going to be very exciting. It will definitely be a high priced ticket market as it appears there is a market at this rate! In an essence, I have purposedly kept the older Premium access pricing open for now. This is the lowest you will ever get access to so if you want, take full advantage of everything there. It will be open for the next few days but removed once the new Custom Trading Platform course comes online. We are getting really close for sometime next week!

GET IMMEDIATE ACCESS TO OUR OLD QUANTLABS.NET PREMIUM MEMBERSHIP

Many benefits listed here

Thanks for reading

Bryan

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Demo of Matlab 2012 and SQL Server 2012 connection via Java JDBC

Demo of Matlab 2012 and SQL Server 2012 connection via Java JDBC

Note video startsat 0:30 (blame video editing software)

I have finally got this working in the video. Do note it is silent due to a new sever in play.

Note you need to activate the SQL Server services, usage of SQL Server Management Studio, and connect in Matlab via JDBC.

Matlab code came from

http://stackoverflow.com/questions/6593485/how-to-connect-to-microsoft-sql-server-2008-mssql-from-matlab

I used the Database Toolbox option with code of:

conn = database('', '','', ...
    'com.microsoft.sqlserver.jdbc.SQLServerDriver', ...
    'jdbc:sqlserver://:;database=');
curs = exec(conn, 'select * from ');
curs = fetch(curs);
curs.Data
close(curs)
close(conn)

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Current update with Matlab 2013a connecting to Microsoft SQL Server 2012 Oracle MYSQL and Postgres

Current update with Matlab 2013a connecting to Microsoft SQL Server 2012 Oracle MYSQL and Postgres

T his is still a pure hell to accomplish. WIth Matlab 2011, I was only able to connect to MYSQL. I was hoping the integration of SQL Server with Matlab 2013a would be easier but nope Postgres is a mess for WIndows with their ODBC not connecting with Matlab. I may resort back to MYSQL but I got some beefs with Oracle.

Just FYI

Oracle decided only to provide a free 32 bit version with no 64 bit version. Bad decision on the part of Oracle but what can we do. I stand corrected as this does exist!

As for the NOSQL options like MongoDB, no thanks as the Postgres proves to be useless. I like it easy but will give it MYSQL is quite easy. Also, I am not too worried about speed as this Matlab/MYSQL integration is only being used for research and testing. Not  production and trading.

UPDATE: I think Oracle is making it a nightmare to use MYSQL today. The Workbench is kind of useless. It is nowhere as easy to work with separate databases versus the current version. I am dropping this MYSQL

LEARN MORE HOW I WILL USE A DATABASE TO CONNECT TO IN MY FREE NEWSLETTER

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This utility is kind of cool utility to download and build latest version Boost C++ into Microsoft Visual Studio 2012 or 2010

This utility is kind of cool utility to download and build latest version Boost C++ into Microsoft Visual Studio 2012 or 2010

Very good tool called Blue Go that does tall this stuff. Check it out at: http://vertexwahn.de/

This does work but seems to slow down my Visual Studio really slow. I did get a Boost Accumulator project working though.

 

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How to use Microsoft AMP for Windows concurrency with Fast Math using Visual Studio 2012 and C++

How to use Microsoft AMP for Windows concurrency with Fast Math using Visual Studio 2012 and C++

UPDATE:  C++ AMP is slowest compared to CUDA http://codinggorilla.domemtech.com/?p=1135

Here is a decent description of AMP:

http://msdn.microsoft.com/en-us/library/vstudio/hh265136.aspx

Here are the support Fast Math functions for AMP:

http://msdn.microsoft.com/en-us/library/vstudio/hh553048.aspx

Note that need Windows Server 2012 or Windows 8 to use GPU debugging preview in Visual Studio 2012

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For HFT: Trying out Microsoft Windows 8 trial for AMP capabilities for GPU debug preview within Visual Studio 2012 C++

For HFT: Trying out Microsoft Windows 8 trial for AMP capabilities for GPU debug preview within Visual Studio 2012 C++

UPDATE:  C++ AMP is slowest compared to CUDA http://codinggorilla.domemtech.com/?p=1135

This is required to take advantage of this feature. As a result, I might as well try it. There is also a decent priced upgrade if this thing works but no way in hell will I upgrade my primary system with an immature Windows 8.

Let’s see what happens.

Ok. This thing is installed but it kind of looks cool but now what. How do I get into the classic desktop. I tried the lower left but nothing happens with the switch between Metro and what I am used. I could not open any of these side Windows. It is pretty crappy if I cannot use it. I think it might be wise to go to Windows Server 2012 instead as it has some stuff I am used to . I think Microsoft has a lot of work ahead to make people really use this thing. I am sure it is matter of time but that I don’t have. At this point, Windows 8 fails from my point of view. Windows Server 2012 has some hope though especially for developers.

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Interesting notes on Microsoft’s AMP aka Accelerated Massive Parallelism for Visual C++ Visual Studio 2012 with debugging on a GPU!

Interesting notes on Microsoft’s AMP aka Accelerated Massive Parallelism for Visual C++ Visual Studio 2012 with debugging on a GPU!

Start with this easy example:

http://blogs.msdn.com/b/nativeconcurrency/archive/2012/10/01/string-search-sample-with-c-amp.aspx

Moving average demo which started this (also note about the new feature of lambdas in Visual C++)

http://www.drdobbs.com/windows/microsofts-c-amp-unveiled/231600761

Debugging a GPU in this slideshow:

http://www.microsoft.com/en-us/download/details.aspx?id=28114

Some other examples:

http://www.developerfusion.com/article/132336/massive-data-parallelism-on-the-gpu-with-microsofts-c-amp-accelerated-massive-parallelism/

Much easier development and more advanced than Nvidia’s CUDA!

Whoa! This is pretty killer! Join my free newsletter as I build out this new custom HFT platform !

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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!

Trying out the newer Visual Studio 2012. with special features for Visual C++ 2012? This could get interesting for HFT development

Trying out the newer Visual Studio 2012. with special features for Visual C++ 2012? This could get interesting for HFT development

So under the guidance, I have taken a leap of faith into Visual Studio 2012 for Visual C++ development. There seems to be some major updates that may change things quite a bit for this HFT platform.

Check here for my developments.

For instance, lamdas and the MS AMP for GPU could be a big move with Visual Studio 2012.

 

 

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My review of the latest in Windows 8, .NET 4.5 framework features, Visual Studio 2012, C# features

My review of the latest in Windows 8, .NET 4.5 framework features, Visual Studio 2012, C# features

So I was at a recent Toronto Net User Group where I was part of a presentation on the latest tools and changes in the .NET languages like C#.

Visual Studio 2012

There are some interesting  features within this Integrated Development Environment but there are some annoying parts I don’t like. Many complain about the gray tone but to change it feels like you need to go on an Easter Egg hunt to load a new template. There are some cool features including their tablet touch simulator which I have seen from within Nokia simulators. Another neat feature is the story boarding but you need to get a paid version for it. This would mean you need to purchase the Professional or Ultimate versions. A major benefit of Visual Studio 2012 is the backward compatibility capability to 2010. Nice! But you cannot expect your project to be backward compatible to Windows XP. Microsoft may have slowed their sales cycles of these new .NET products as many enterprises operations are still on XP.

.NET 4.5 framework

From a developers perspective, I do think that there is this promise of installing .NET 4.5 updates and replacing your .NET 4 DLLs and other runtime dependencies. In the olden days, .NET 3 apps would reside side by side with older .NET versions. The presenter fairly stated that many large industries are holding back on these Windows 8/.NET 4.5 upgrades because of this feature which could wipe out  or adversely affect  .NET applications. Major industries are holding back until they see certification of these new features. As a result, that might be a smart play by Microsoft as they ‘promise’ that all .NET 4.5 will be compatible with NET 4.0. As the audience bursted out in laughter, one person asked can you really believe the promises of Microsoft? Enter sarcasm here.

The new Async features in languages like C# with Task, await, etc reminds me of classic Java 6. Maybe it is just a catch up without ripping off the exact reserved keywords when it came to copying some of the features of older Java versions. Nonetheless, these features are pretty close to the multi tasking features of Java

This new update with JIT (Just in Time) compiler is interesting. I never worked with this feature within Java, but it sounds familiar. Once the code goes into runtime, it will optimize the compiled code into the target system regardless if is multi or single core. There are other external tools you can run on the target system before install your application. Microsoft has enabled new automatic features from the Visual Studio build to include this feature. It will get interesting if this works or yet scammers can find a way to exploit this as a security concern. All within the new Windows 8?

And yes, the world still awaits for a new Mobile and Table set of SDKs. I would have those were sent out months ago.

The new Windows 8

Now you are talking to someone who really has never seen some of the benefits of Windows 8. I have heard lots of things but to see it in action is a real first for. I say this as I only focus on my current development for those that follow me but I can assure .NET is not a priority at this point. Anyhow, I saw the Metro apps which I must say are quite genius. I am sure someone at Apple is thinking of how to improve that even further.

My take

All in all, I do think Microsoft has made great strides but they still fall in short in many areas that make developers like  me go crazy.  Currently, I see this cat and mouse game of securing Windows 8 but with the new features they add, scammer s will always find new ways to exploit the new features of within the .NET build process. All in all, Windows 8 could never be as secure as Microsoft wants you to believe. I am sure it is an improvement but….we will see the headlines in the news as with the latest in Internet Explorer 10.

Also, their mentality of paying for certain cooler features is still there. This is what kills Microsoft as a company with this arrogance. When you compare solid open source IDEs like Eclipse or Netbeans, I have yet to pay for any extra features  I  want. So why  I do need to pay for the storyboard feature in a paid version of Visual Studio? Seriously Microsoft? Can you not think of why your company is losing relevancy in today’s market. That could have been a Steve Ballmer idea so I guess you could say he needs to go.

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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!

anyone attending High Frequency Trading World Chicago, June 25-27, 2012 at the Navy Pier?

anyone attending High Frequency Trading World Chicago, June 25-27, 2012 at the Navy Pier?

LinkedIn Events: High Frequency Trading World Chicago June 25-27 http://t.co/bDdmNgSK ??

00

thanks for the post – i don’t get out much. ~m

I’ll be there!

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!