Tag Archives: Concurrency

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.

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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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

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C++ Concurrency book learning without TBB?

C++ Concurrency book learning without TBB?

With the strange errors I am getting as described here

http://stackoverflow.com/questions/41418733/tbb-c-multithreading-error-no-matching-function-for-call/41418828#41418828

I found the nitty gritty code that is generated from the TBB Flow Graph is quite cumbersome. It is also buggy where it cannot compile. I went back to the drawing board to take a look at this book. Flow Graph has also been listed as being in Alpha mode.

https://software.intel.com/en-us/forums/flow-graph-designer/topic/594239

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

It has been recommended by various sources so I read it now.

Something else to consider I just found:

http://stackoverflow.com/questions/17252402/intel-tbb-its-2-time-slower-than-std-tbb-vs-std

is this another blessing in disguise??

Book useful code snippets:

2.8, 3.4, 3.8

3.11-3.12

4.1, *4.5, 4.9, 4.10,

5.10, 5.11

6.2, *6.6, 6.7 -6,13

Lock free for all 7

*7.13 start of  lock free queue

8.5, 8,7, 8.8, 8.11, 8.12

9.1-9.4 (threading pools), 9.6-9.9

Also, these skills are top paying where most are C++ low latency multithrading.

http://www.hrg.net/job-listing/?category_id=3

75% approx at top end vs rest maybe for Java

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Demo of C++ Redis NOSQL Intel TBB concurrency together

Demo of C++ Redis NOSQL Intel TBB concurrency together

This could be the blueprint for my upcoming C++ trading systems

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Please watch these videos before the last one which is the overview of this code:

 

Most recent milestone code with Redis and Intel TBB working together

 

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Concurrency tips for C++ 14

Concurrency tips for C++ 14

This includes lock free approaches as well

https://www.justsoftwaresolutions.co.uk/threading/new-concurrency-features-in-c++14.html

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See how Stroustrup wants next C++ goals: Parallelism, concurrency

See how Stroustrup wants next C++ goals: Parallelism, concurrency

It is even good enough for me wanting to becoming an eventual master of this even more powerful language. Even C++14 will have lambdas just like Java or C#.

http://www.infoworld.com/article/2840344/c-plus-plus/stroustrop-c-goals-parallelism-concurrency.html

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Latest trading programming stuff on C++ in NYC, Erlang interpreter, concurrency, and conferences

Latest trading programming stuff on C++ in NYC, Erlang interpreter, concurrency, and conferences

This came in from Sholom

NYC C++ Meetup event

An Evening with Bjarne Stroustrup

Thursday, Oct 2, 2014, 7:00 PM

MongoDB
229 West 43 Street New York , NY

118 members Went

We have a very exciting meetup this October: Bjarne Stoustrup, creator of the C++ programming language, will be joining us!C++ Style – A Touch of ClassWe know how to write bad code: Litter our programs with casts, macros, pointers, naked new and deletes, and complicated control structures. Alternatively (or in addition), obscure every design deci…

Check out this Meetup →

Try web based Erlang interpreter
http://www.tryerlang.org/

Strange Loop Conference info
https://thestrangeloop.com/sessions

Concurrent info
http://akka.io/

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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

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!