Tag Archives: 2014

Matlab 2014 Simulink with C FPGA source code generation for HFT

Matlab 2014 Simulink with C FPGA code generation for HFT

WHOA! This is big news! Watch the video as there are some impressive fixes for the recent Matlab 2014a/b.

A video walk through on how to accomplish this with the equivalent of a dummy Simulink model

Error in port widths or dimensions. Output port 1 of is a one dimensional vector with 1 elements.

During Simulink Coder Builder:
Error: The option ‘MAT-file logging’ is not compatible with reusable code; consider deselecting ‘MAT-file logging’, setting the option ‘Code interface packaging’ to ‘Nonreusable function’, or setting the option ‘Multi-instance code error diagnostic’ to ‘None’ or ‘Warning’

Disable MATL File logging by
Look under Code Generation Pane – Interface http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

I was able to use ert.tlc compiler target during the code generation buil  (Create Visual C/C++ Solution File for Embedded Coder)

I got a build error with:

(I gave up after this point but if you choose use compiler target grt.tlc). I was able to use ert.tlc (Create Visual C/C++ Solution File for Embedded Coder)

This target is Create Visual C/C++ Solution File for Simulink Coder

During build you may get this error:

### Build procedure for model: ‘Simulink2VS’ aborted due to an error.

Access is denied.
Component: Simulink | Category: Block error

I attempted to resolve because of:

http://www.mathworks.com/matlabcentral/answers/120781-problem-with-simulink-coder-and-ms-visual-studio-10-0

https://www.mathworks.com/matlabcentral/newsreader/view_thread/278597

http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

Some of the resolution COULD be:

When you access COM+ components that are installed on a Microsoft Windows Server, you may receive an access denied error with E_ACCESSDENIED HRESULT value.

http://support.microsoft.com/en-us/kb/810153

http://windows.microsoft.com/en-ca/windows/what-are-administrative-tools#1TC=windows-7

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Bitcoin trading volume almost doubles in 2014? Should we join the party with automated trading?

Bitcoin trading volume almost doubles in 2014? Should we join the party with automated trading?

Seriously, should I miss out another wild party ? (desptire earlier opinions b/c this could be hitting prime time)

https://www.cryptocoinsnews.com/bitcoin-trading-volume-increased-15-billion-23-billion-last-year/

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This was the highlight of 2014 for little old me #hahaha #lol #rotfl #lmao

This was the highlight of 2014 for little old me

#hahaha #lol #rotfl #lmao

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2015-01-04 19_02_33-anton kreil - Twitter Search

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NYC Contact sent us his fave StratFor events of 2014

NYC Contact sent us his fave StratFor events of 2014

Ah the conservative think tank events of last year

http://www.stratfor.com/weekly/top-five-events-2014#axzz3NJ1tsbwB

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Here are our 2014 stats according to WordPress Jetpack plugin

Here are our 2014 stats according to WordPress Jetpack plugin

I post these with confidence. The interesting part is in the last 2 weeks, our traffic has virtually tripled.

http://jetpack.me/annual-report/52690841/2014/

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Video playback of Year 2014 in our FIRST Trading Non Techie Babble Session

Video playback of Year 2014 in our FIRST Trading Non Techie Babble Session

Here is our first one but boy did I learn a lot from these smart cookies

Questions from: https://quantlabs.net/blog/2014/12/generic-questions-for-our-meetup-webinar-tonight-on-the-year-2014-in-our-first-trading-non-techie-babble-session/

Note that the thread is here but key behind a paywall for confidential contact reasons

Quant Finance

Toronto, ON
1,455 Members

Quant Finance group talking hedge fund, investment, quant analytics, and quant tech development. This includes MatLab, C++, C#/.NET, Java, Excel, VBA, Python, R, etc. I would …

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Discussed links:

Investment Ideas

https://www.tradingview.com/v/1Lb3MUJo/

Home

http://www.zerohedge.com/news/2014-12-29/draghis-qe-plan-jeopardy-after-imf-suspends-aid-greece-until-new-government-place

http://www.bloomberg.com/news/2014-12-29/u-s-bond-sentiment-is-worst-since-disastrous-09-as-fed-shifts.html

http://www.businessinsider.com/rising-dollar-pummels-emerging-markets-2014-12

https://itunes.apple.com/ca/podcast/options-strategies-for-investors/id166130549?mt=2

Options and futures free Apple Itunes U course to learn for automated trading

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Generic Questions for our Meetup Webinar TONIGHT on The Year 2014 in our FIRST Trading Non Techie Babble Session

Hi there

Generic Questions for our Meetup Webinar on  The Year 2014 in our FIRST Trading Non Techie Babble Session

I am keeping these questions general in our first ‘traders club’ online. I am hoping this will evoke a good discussion which will get posted onto my Youtube channel at youtube.com/quantlabs

1.    What is your primary focus in terms of trading instrument/security/asset class? E.g. Options, futures, forex, stocks, mutual funds/indices, fixed income, etc? What shows the most profit potential? Why do you think that is?
2.    Will 2015 be a more profitable trading year as compared to 2014? What your is
3.  What is your primary short term profit goals and trading strategy going into early 2015? Any specific areas you can discuss?

See you tonite at 7 PM Eastern Standard Time.
Easiest log info:

http://www.joingotomeeting.com/fec/?locale=en_GB&set=true

Access Code: 132-070-381

Audio PIN: Shown after joining the meeting

Meeting ID: 132-070-381

More details at
http://www.meetup.com/quant-finance/events/219137341/

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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!

My New Years Resolutions VIDEO for 2015 Lessons learned in automated algorithmic trading in 2014

Here are some samples of my New Years Resolutions for 2015 but there is funny video that accompanies

My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

After 5 years doing this:

My New Year’s Resolutions for 2015, What I learn to be a better automated trader in 2014?

  1. I hate people with small minds

You know, those that say, yah butt, what about the drawdowns, etc.

  1. I hate lazy people

They cannot turn on a computer but wanna become HFT masters in 5 hours.

  1. I don’t respect people who cannot innovate

Dear God, open up the gates this one will be up in a second.

  1. I am not very good with those who like to be in a bubble, denial, or expect to be millionaires next days via some push button technology

Yeh no wonder you are at the bottom of the gutter looking up from the bottom.

  1. I don’t handle leeches/FREEtards and open source tree hugging hipsters who expect everything for free

Please seek a job at Microsoft to really know how it really works in the software business.

  1. No I don’t want to work with/for you because you will throw me $50k or more to manage
  2. But WAIT, there’s more with a video here:

https://quantlabs.net/blog/2014/12/my-new-years-resolutions-for-2015-lessons-learned-in-automated-algorithmic-trading-in-2014

Questions and AGENDA for LIVE Meetup for Which C++ would you use for your number crunching high speed HFT aka high frequency trading?

LIVE MONDAY Dec 22 at 7PM Eastern Standard via GotoMeeting

  1. Please join my meeting, December 22, 2014 at 7:00 PM Eastern Standard Time.

https://global.gotomeeting.com/join/717088213

  1. Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

Dial +1 (872) 240-3412
Access Code: 717-088-213
Audio PIN: Shown after joining the meeting

Meeting ID: 717-088-213

You could use this if there are technical difficulties: http://www.joingotomeeting.com/
GoToMeeting®
Online Meetings Made Easy®

Not at your computer? Click the link to join this meeting from your iPhone®, iPad®, Android® or Windows Phone® device via the GoToMeeting app.

Honestly, this gets confusing. Which compiler? Which library/API? Which parallel approach? Which Linux distribution? To .NET or .NOT? Hmmm….let’s talk
Here they are:

Here they are:

  1. Who is using C++ for their high speed trading system? What functions within your system?
    2. What parts of Boost library are you using and for what purpose?
    3. Who still believes in STL? Anyone using C structures or even pointers? How do you handle memory management in an efficient manner?
    4. What compilers do you use? Anyone using Visual Studio C++ compiler? Anyone using Intel for speed boost? How about Borland? Anyone preferring GCC/G++? Compatibility issues?
    5. What sort of integrated development environment do you use for non Windows? Mac? Linux?
    For advanced Higher Frequency Trading (HFT) techniques:
    6. Anyone doing any heavy threading/multi concurrency? Which libraries do you use? Fastflow? TBB? OpenMP?
    7. For high frequency trading uses: Anyone using any interesting low level techniques for ‘hooking’ into the operating system like the Linux kernel? Low level driver or assembly translation techniques?
    8. Anyone using working with brokers within C or C++? i.e. HFT Lime Brokers? Experiences to share?
    9. Is there a definitive argument or experience for those that think Java is still get faster performance vs C/C++? What techniques?
    10. Anyone using C++ or C for an in memory database for rolling their own solution to handle efficiency of market data ticks? Any techniques to be shared that shows advantages of other solutions (i.e. NOSQL Redis)?
    11. Anyone choosing to deploy C or C++ embedded solutions for hardware only options via FPGA or ASIC?
    12. Anyone else want to share techniques for HFT purposes that might be known in the public domain?
    13. Open ended discussion with full Q&A

 

https://quantlabs.net/blog/2014/12/questions-and-agenda-for-live-meetup-for-which-c-would-you-use-for-your-number-crunching-high-speed-hft-aka-high-frequency-trading/

My name is

Bry Bry Bryan

 

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My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

After 5 years doing this:

My New Year’s Resolutions for 2015, What I learn to be a better automated trader in 2014?

  1. I hate people with small minds

You know, those that say, yah butt, what about the drawdowns, etc.

  1. I hate lazy people

They cannot turn on a computer but wanna become HFT masters in 5 hours.

  1. I don’t respect people who cannot innovate

Dear God, open up the gates this one will be up in a second.

  1. I am not very good with those who like to be in a bubble, denial, or expect to be millionaires next days via some push button technology

Yeh no wonder you are at the bottom of the gutter looking up from the bottom.

  1. I don’t handle leeches/FREEtards and open source tree hugging hipsters who expect everything for free

Please seek a job at Microsoft to really know how it really works in the software business.

  1. No I don’t want to work with/for you because you will throw me $50k or more to manage

My you are an important little person aren’t you? Maybe I will save you trouble, we ain’t gonna get along. All in all, go find yourself another poodle to kick around ‘cause I ain’t that dumb

 

 

Here is what I will focus on for 2015:

  1. Work with best of class technologies regardless if open source or commercial

Believe me, I have studied and tested the marjoity of them. If they work for you, awesome. Please leave me alone as I don’t want to get into another life sucking tech flame war. Neither do I want to waste my time in offroading languages like R or Python. They’re fun but it is time to get down to business in 205. I missed way to many trading opportunities over the years because of this.

  1. Encircle myself with positive minded people who don’t hold me back

You know those that take on risk who want to take on 50% return on bets with 5x or 10x returns instead of measly 5%. In short: No risk no glory

  1. Encircle myself with people that WIN!

Not the typical people who talk about masturbating on lonely Fridays nites but care about scoring with the chickie. Not talkers, not speculators, not dreamers, etc.

  1. Encircle myself with highly motivate and innovative people

NOW MOST OF ALL FOR ALL THOSE LOST SOULS WHO WANT TO MAKE IT IN TRADING THE LAZY WAY VIA THAT MAGIC BULLET PUSH BUTTON TECHNOLOGY

(but bless your little hearts)

  1. Refuse to help those who ask the lamest questions where should be researching themselves on high level tasks. I.e. What is HFT? How do I use it? Blah blah. The polite answer: Google is your friend. The nasty SWEAR FREE answer: Buzz off
  2. Refuse so called advanced degree lazy students or interns constantly asking for help on their assignments
  3. MOST IMPORTANTLY! Yeh I know, I am a horrible typist. Yah I know, I don’t make those George Lucas quality videos. Stick with me, I have more important things to focus on. If not, see point 5 above.

 

I feel better now so let’s all have a wunderbar positive minded productive successful 2015 and the leave the weak ones behind.

Peace!

 

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R is the big programming language for 2014. Thank big data

R is the big programming language for 2014. Thank big data

Interesting article about TIOBE. Funny they don’t mention F#?

http://www.infoworld.com/article/2857133/application-development/r-swift-soar-in-language-popularity-in-2014.html

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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!