Tag Archives: architecture

How to design HFT system and architecture Part 1 

 

How to design HFT system and architecture Part 1

This is Probably one of the most accessible and knowledgeable people I know

https://www.linkedin.com/pulse/how-do-i-design-high-frequency-trading-systems-its-part-silahian

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!

Another Architecture idea for high speed pair trading

Architecture ideas for high speed pair trading

Over the last 24 hours I have posted three videos that take us into the modern way of developing low-level low latency trading systems. I recorded three videos that will hopefully open your eyes. The main takeaways are:

Intel multicore threading libraries are critical to how you’re treating systems developed

There is a brewing battle between Intel and Nvidia for low latency GPU/Co processor architecture

C++ or C are the only programming languages that drive these type of systems

And this first video, introduce my thoughts on an simple but primitive  architecture to highlight how data, Algorithms, and how order management is handled

The second video introduces UDP versus TCP for faster and/ or message reliable delivery

Third video introduces how open source Intel threading building blocks is important for offloading core processing

This brings me to the next fact of my promotion which will end on Sunday New Year’s Day. Details are below.

Thanks Bryan

P.S. I actually opened up the email thingy to invite you to an introductory promo starting today.

  • I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
  • We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
  • This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
  • I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not  yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will  give you access to both for 30 days.
  • Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more.  I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.

As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.

>>> GET THis OFFER NOW

P.P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Architecture ideas for high speed pair trading

Architecture ideas for high speed pair trading

Detail notes and video references below

Pair (python) -> C++ <— market data (from java ib feed/c++ from IB/java oanda)
(positions mgr)

C++ position manager —> maintain array of pair —> add to new thread

each thread will —> check market pair every minute —> maintain look back —> calculate rolling window using ATR algo —> exit (unwind all data and threads)
TBB

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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!

Open HFT architecture for reference

 

Open HFT architecture examples for reference

You have read multiple stories on this open source HFT library called Open HFT. This time, I have spent a couple of days with the example code. I find this library a monster but the easiest way to consume it, you may want to just focus on the 3 trading software examples found in Chronicle Queue, Map, and Engine. I have a video where I describe all this. Just remember this code is very basic so don’t expect to be trading tomorrow.

Check out my video here

Note that I have identified Chronic Engine, Map, and Queue as the projects most likely worked on.

I will be eventually  be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo  trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Open HFT architecture examples for reference

Open HFT architecture examples for reference

UPDATE: I dug and dug. I tested and tested. I found many exceptions which could not be explained. I also went through this forum but found functionality gets removed which eventually gets moved into the commercial product. Not sure if I can keep working with this under these type of conditions. As a result, I may abandon this for now.

These testing examples can be used when loaded into your IDE

Chronicle Engine->test->net…..engine.eg

Note WireRemoteStatelessQueueClientTest.java example
Chronicle-queue-test

net.openhft.chronicle.queue.micros

Under Chronicle Map test example, look for

Homepage

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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!

Ubuntu Linux HFT Like software overview C++ architecture

Ubuntu Linux HFT Like software overview  C++ architecture

Equivelant showcase of latest blueprint software used for high speed trading. Note that Iencourage all those interested to stick with Linux vs Windows since this technology goes not run on it.

This comes from this webinar presentation

Get the source code here but note you must be a Quant Elite member!

NOTE that this is only available for 24 hours

Overview of CMake and C++ HFT like algo trading software project

Join my FREE newsletter to learn more about these projects I use for my automated trading

 

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!

URGENT! New miletstone for basic HFT like trading software architecture

URGENT! New miletstone for basic HFT like trading software architecture

Today is a new milestone for myself. Hooray for that. Over the last 24 hours I have completed my full circle of a potential road map or blueprint to a simplified high-frequency trading system architecture.

Let me explain:

Overview of Intel TBB Redis NOSQL C++ for potential HFT

 

If you watch this video, you’ll completely understand why I switched over to Intel TBB for best concurrency or multithreading.

 

Watch that here

Quick demo of Intel TBB C++ Flow Graph Designer code generation on Windows

 

For any of those long time viewers of mine over the years, you will remember my original vision of using Matlab’s Simulink for code generation from a visual representation of a trading idea. Well that came to a sudden stop due to the fact that many could not afford the $40 – $50,000 Simulink configuration option needed to complete it. Well I may have a better solution for you using open source Intel TBB. There is this tool which is a graphic designer that will code generate to C++ no different than Simulink. Personally this tool is better but only runs on Windows. Oh shock the horror! Well I had to put on my big boy pants to swallow my pride so I made this video.

 

Check out this video

 

In coming days, I will be releasing the last video to complete the FULL circle with Redis NO SQL. You know, that database that is probably the world’s fastest that has been clocked at doing 1.2 million transactions per second through a cluster. LOL yeah that database which is open source in C.

 

Well guess what? I’ve got TBB and Redis working together. Happy joy joy.

 

So if you were already on my Daily Digest free email service, you would already know about this video. Here is where it gets interesting. I will only drop this mild hint:

ou may want to join my Quant Elite membership right away otherwise you’ll miss out on what I have planned to announce in coming days.

 

This will be a very short-lived window of opportunity and is only available to all my hard-core followers which I always thank.

 

Tehee hee.

 

Bryan

 

P.S. You know this last video I have mentioned, it just got me a sudden job offer at a Dubai hedge fund. It is from one of the leading innovative forex traders on the planet. This all happened within 5 minutes of my video popping up on YouTube! Yes… it is that valuable!! I recommend you stay tuned to your email inbox in coming days. I would also follow my advice I just mentioned above.

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!

HFT like software architecture presentation with video

High speed trading software architecture presentation with video

In yesterday’s email, I wrote about a trading platform architecture I plan to implement in coming months. In fact, the development has already started and well underway with in the programming language of Python. When you add in the C++, it makes things real crazy with some huge benefits and potential!

Check out my 90 minute video presentation I did to my Meetup groups

As mentioned yesterday, there are so many limitations when it comes to your trading broker, your limited human capability, and basically your lack of knowledge in which insider pro traders are taking full advantage of all retail traders out there. I am speaking of course those that do Forex. It is a sad state of affairs, but the reality is there’s so many obstacles to make bank in today’s unregulated shoddy FX brokers. If you learned about this, you would either be embarrassed or real mad. I am!

If you want to fully modernize your trading capability, you really need to start learning about my “Algo trading course series in Python!”

Get details here

We are also in the last stages next week on the Infrastructure Building Blocks phase. Don’t worry though, all the lessons were recorded and archived. And yes, you get all the source code as it was always requested along the way!

Get the immediate access here with full generous benefits

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!

High speed trading software architecture presentation with video

High speed trading software architecture presentation with video

Here are my notes from tonight LIVE Meetup presentation

The final dance High speed trading software architecture as part of my Meetup group below

 

 

The kickass DELL server

Kickass trading DELL server Tesla GPU on Linux ?

 

$1000 CDN

 

http://canadaserver.wix.com/canadaserver#!product/prd1/3673522191/dell-t5500-%2C-2-x-quad-2.93-%2C-72gb

 

Support 2:

Ebay: Tesla C1060-C

 

Deploy on FREE BSD

 

Not Linux, it is UNIX like with minimal base install. All source code project built local.

 

Redis NOSQL 

 

OPEN SOURCE  in memory

 

http://redis.io/

 

Sentinel feature in Redis v3 support slave/master replication, failover, redunancy, cluster, etc

Could be used as a reliable message queue

 

Youtube Redis Playlist

 

Fastflow Multicore Framework

Open source framework

 

https://sourceforge.net/projects/mc-fastflow/

 

Fairly fast compared to other libraries including OpenMP or TBB

 

From: http://on-demand.gputechconf.com/gtc/2014/presentations/S4729-fastflow-pattern-level-abstraction-gpgpus.pdf
Highlights:

Pg 19 Different patterns you can use

Pg 20 Support for GPUs

Pg 26 Multi speedcore with GPU support

Pg 28

Comparable or better with OpenMP and TBB on fine grain

 

Comparable with OpenMP on data-parallel – really fast on streaming (especially very high-frequency)

Lock free etc.


Interactive Brokers support

Via Java Test Client and demos of POSIX C++ API support (part of Indie Algo Trading in Python) course

 

Visualization

part of Indie Algo Trading in Python

 

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The final dance? High speed trading software architecture

Monday, Apr 25, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

10 Researching Traders Went

I have (hopefully) figured out my final libraries and programming languages I want to use in this architecture of a high speed trading system. All of this includes:Fastflow multicore framework in C++ (algo indicator with overall strategy with supplied design patterns ) Redis in memory database clustering for back end Python components on desktop o…

Check out this Meetup →

The final dance? High speed trading software architecture

Monday, Apr 25, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

10 Researching Traders Went

I have (hopefully) figured out my final libraries and programming languages I want to use in this architecture of a high speed trading system. All of this includes:Fastflow multicore framework in C++ (algo indicator with overall strategy with supplied design patterns ) Redis in memory database clustering for back end Python components on desktop o…

Check out this Meetup →

Toronto .NET Developer Meetup

Toronto, ON
663 Members

This group was created to give Toronto .NET Developers an opportunity to meet and network. It will allow developers an opportunity to meet face-to-face and share best practice…

Check out this Meetup Group →

 

 

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!

Final dance? High speed trading software architecture

The final dance? High speed trading software architecture

Lastly, tonight I’ll be doing what I call my final dance on an architecture for hopefully my high-speed trading system which is being currently worked on. Personally I’m challenging any technical person on my view on how to build this out of the gate. I am also designing with high-frequency trading potential. Personally, I only want to do this right one time only versus all the other crybaby stories I hear about how people’s Home built automated trading systems are slow. Here are the login details via my GoToMeeting account:

 

1. Please join my meeting, Apr 25, 2016 at 8:00 PM EDT.
https://global.gotomeeting.com/join/124017157

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

Dial +1 (647) 497-9379
Access Code: 124-017-157
Audio PIN: Shown after joining the meeting

Meeting ID: 124-017-157

 

 

You should in fact join any of my  Meetup groups listed here.

 

And, I cannot stress the importance of this presentation.

 

Lastly, I am presenting all the different data visualization options that you can get with open source trading language Python. I will also be doing a quick demo of a QT application that has C++ source code as well. You may be seeing more of this software in future trading demos.

 

If you immediate access to this account join here

 

Get more details here

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!