Tag Archives: Action

Action must be taken to stop quants exploiting weakness

Action must be taken to stop quants exploiting weakness

Another pay wall top get behind thanks to Financial Times

https://www.ft.com/content/76c6e87c-60a0-11e7-8814-0ac7eb84e5f1

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!

Important review of C++ Concurrency in Action Book review for potential HFT

 

Crucial review of C++ Concurrency in Action Book review for potential HFT

I did a lengthy review on the various options of C++ concurrency libraries you can use. Out of all the libraries I played with, I think the Standard C++ Threading library  is your BEST option as it is not considered a dependency. When you factor Intel Threading Building Blocks, I found it somewhat disappointing to use with their Flow Graph tool which is supposed to make your coding much easier. It only generated C++ code that could not be compiled. Good luck in trying to decipher it as well.

With this decent book, I got a better handle on the Standard C++ Threading library which gave me proper foundation in how to build out a high speed algorithm trading system. There are so many items to consider which this book covers. As a result, I made a 30+ minute video describing what is entailed in understand the importance of multi-threading in a C++ environment.

Check out my 30+ minute video here

 

How to build source for C++ Concurrency in Action

One big weakness I found with this book is that the coding samples were not complete. I was fortunate enough to find a GitHub repository which showed how to use the coding samples in this book.

Watch my video tutorial here

I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Optimal Hedging
Options on futures    
Options examples continue
Additional Options concepts with comparison to Futures    
Option pricing more examples    
Call put parity
Options trades

Coding samples will be offered in a combination of Python and C++.

I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT.  Let me know what works for you.

This will be available to all my Quant ELITE members.

Not a member, join now!

Thanks Bryan

P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.

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!

How to build source for C++ Concurrency in Action

How to build source for C++ Concurrency in Action

Finally go this work for less experts more newbies

Use this repo https://github.com/subjam/concurrency-in-action

DO NOT use this repo https://github.com/iZhangHui/CCiA

Crucial review of C++ Concurrency in Action Book review for potential HFT

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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!

Crucial review of C++ Concurrency in Action Book review for potential HFT

Book review CPP Concurrency in Action

I will have a video to explain this useful book

http://moodycamel.com/blog/2013/a-fast-lock-free-queue-for-c++

https://www.amazon.ca/C-Concurrency-Action-Practical-Multithreading/dp/1933988770#reader_1933988770

https://www.manning.com/books/c-plus-plus-concurrency-in-action

https://github.com/iZhangHui/CCiA

Join my FREE newsletter to learn more about how concurrency impacts your automated trading

 

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!