Tag Archives: control

WHY YOU NEED TO CONTROL AND OWN YOUR SOURCE CODE

Many people have different perceptions of what high-frequency trading is and how it works. Over the years many traders had many different definitions of it but a Europe agency has finally formalized it. I would watch my video here to learn how they define it:

 

 

This is not the best definition but if you were to follow it, any automated or algo based trading system would qualify by this definition.

 

This video will also highlight why you need to be charge of your control and own software source code.

 

So here again to see this video:

 

 

Bryan

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!

You control of price matching side of Interactive Brokers when you submit orders? Control of an automated market marker?

Do you have control on the price matching side of Interactive Brokers when you submit your trades and orders? Control of an automated market marker?

From a QuantLabs.net Premium Member:

 

Hi Bryan,
Have you tested the order fill function in IB TWS Demo Account in your
trading platform? Do the orders filled with order book matching
property? This is important for me, as my live simulation depends on
order matching as well.

Thanks in advance!

I would not rely on the backend of what TWS does. At this ;oint, I am only concerned that there is a fill on the order which I have confirmed. Matching is usually controlled on the broker side unless you are on the exchange or have large orders. Let me know if I am wrong on this thinking.

Learn more on this if this is true or not, join my FREE newsletter

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!

Matlab Simulink offers a more control and open source than any proprietary HFT or trading platform software solution

Matlab Simulink offers a more control and open source than any proprietary HFT or trading platform software solution

 

Learn more through my FREE newsletter

Another continued dialogue with my Youtube visitor:

The problem is that the DLL is generated by the matlab compiler, which means that it is still dependent upon the interpreted/sluggish matlab compiler runtime. Deltix is pretty good for what it is, but it is still pricey and it is still a locked down proprietary system.

–> agreed on both points. You are referring to Matlab Builder NE or JA which you are correct. I prefer the code generation from either the Matlab or Simulink Compiler toolboxes

 

With Matab/Simulink you have a true open platform. Sticking to deltix would only be suitable for a niche, especially since deltix only has a few dozen customers, itself.

–> Again I wholeheartedly agree with this

Matlab/Simulink can let you demonstrate systems for retail clients and execution from matlab, or professional clients with c++ code generation or niche fpga clients with code targeted to fpga.

–> I cover these with Simulink to C++ to DLL for Tradelink in my Premium Membership

I mean, if you gave clients connectors for currenex/quickfix plus ib/quickfix and an iqfeed datafeed for ib, plus showed them x_trader with strategies/modeling and execution, that would cover all the bases.

–> IQFeed can be imported into Matlab through the data capture. Also it can execute trades using X_Trader through new Trading toolbox.

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!