Tag Archives: design

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

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Intro to Dukascopy Visual JForex for forex algo trading strategy design

Intro to Dukascopy Visual JForex for algo forex trading strategy design

I have started using VIsual JForex which is a visualization tool to code generate for live trading within JForex trading platform. This is of course all in Java which is not really my primary choice of languages.

Get video links here 

Intro to Dukascopy Visual JForex for algo forex trading strategy design
Also, did I tell you about this latest sales I just announced?

Overview of Your Python Infrastructure Building Blocks

It is only half price right now.

 

Thanks Bryan

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Intro to Dukascopy Visual JForex for algo forex trading strategy design

Intro to Dukascopy Visual JForex for algo forex trading strategy design

Here are the links

https://www.dukascopy.com/vfhelper/pwelcome.action?request_locale=en

https://www.dukascopy.com/jstore/personal/

 

 

 

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Explosive growth of interest since our Quant labs v4 website design

Explosive growth of interest since our Quant labs v4 website design

It is up 7x depend on how you look at it as explained in this video

 

 

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Discussion system design, the best trading systems and what makes successful traders.

Discussion system design, the best trading systems and what makes successful traders

Another video of popular topic! I still say roll your own solution

 

 

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Overall view of Python for GUI front end design

Overall view of Python for GUI front end design

Ok. I have gone through the various options for front end web design not related to Windows or Microsoft. I have put a survey out to help decide on the final choice (this is like marriage so I need to make the right choice) . Here is my view on using Python which could be adequate but I don’t think you can quickly port the code to a web fron which is something I would like to include as a requirement. 

Tkinter and Pyside with this book

https://www.packtpub.com/application-development/pyside-gui-application-development-second-edition

Do I really need to hand code this stuff? When you got good rapid code generation with tools like Visual Studio or even Qt (if it works as advertised), is there really a need to go through this process? I am not interested in this path as it is now 2016, not 1980.

Participate in my important survey as indicated here

https://quantlabs.net/blog/2016/05/option-for-front-end-hft-trading-design-what-would-you-do-it-in/

Remember the original vision was to use QtDesigner which was part of Qt 4 which it has been folded into version. So we are back at looking at C++ with Qt instead.

 

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Option for front end HFT trading design: what would you do it in?

Option for front end HFT trading design: what would you do it in?

This was posted in my Facebook group so pay attention is this will be the only place you most likely will be able to interact with myself:

 

https://www.facebook.com/groups/quantlabsnet/

 

Answer this survey below at the above Facebook group.

Hey all, i have dumped MonkeySurvey which is getting bad so this is the only area I will do a valid survey. Questions is: As an option for front end HFT trading design, what would you do it in?

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And now a message from AerospikeDB to all my queries with a design for potential HFT

And now a message from AerospikeDB to all my queries with a design for potential HFT

This came from their business development manager at AerospikeDB. Hearing from a vendor is a very cool thing:

Hi Peter
Thanks but what is cost structure for Aerospike?
Thanks

AerospikeDB is open source. So it’s the customer’s favorite price: free. The Community Edition is free. Is and always will be. The Enterprise Edition, which includes XDR (Cross Datacenter Replication) and security features, amongst others, is where the costed product is. For small businesses, we also have a Start Up Special which is also free, and gets you the Enterprise Edition until you meet revenue numbers ($2 million in annual revenues, or $20 million in funding). For companies big and small, we publish the following price list:http://www.aerospike.com/products-services/

Also note that we only charge based on total data in your database; unlike a cloud provider, we do not charge based on usage of the data.

More comments are embedded below, which was part of your original email….

 

Hi Bryan! I am looking through your video. I will get back to you once
I have a chance to check it out in full. Very exciting stuff!

The one thing I will note is that Redis doesn’t scale beyond a single
server. So if you need scaling and performance, and especially
cross-datacenter replication (XDR), then Aerospike can do what Redis
just doesn’t do. They are attempting to solve scaling via clustering,
but it’s a work-in-progress, and certainly not mature.

 

Peter

I posted an hour long video that explains evertyhing I learned in
the last 5 years

[1]

_Final architecture walthru of automated trading Linux Windows based
system with HFT potential. Hail Python?_

This is an important 1 HOUR VIDEO to take away confusion for a
trading system. I talk about all the pros and cons of each language
including NOSQL vs SQL databases. I hope this covers everything.

In a way, yes, but I wanted to get a clear idea. It looks like you want to have the following:• A desktop (Windows-based) trading desk application (buys and sells); broker-level, but not “exchange-floor” or “HFT cluster”-level.

• Seem you want an application that would allow brokers to control up HFT, but not the architecture to actually *execute/run* the HFT.

• This is important, because you are looking to allow what you call “HFT”, but not really the sort of thing where people are doing silicon-based HFT architectures to actually put in automated trading systems (q.v., Cisco Nexus: http://www.networkcomputing.com/networking/cisco-flexes-custom-silicon-muscle-for-high-frequency-trading-crowd/d/d-id/1233885?)

Let me know if any of those assumptions are correct or incorrect, because the kinds of solutions you are talking about are orders of magnitude larger and more complex to actually create an HFT cluster.

Also, this article on the topic was interesting to me. It was from 2012:

Rather than just say “this is best,” or “that is best,” the real thing to do is to check out your data modal, and your application architecture. First, I noticed that you created a two-part model, which inferred a desktop client, and then some remote “server,” but the differentiation between one and the other wasn’t very clear. For instance, are you doing server-side analytics, real-time analytics, or non-real time? Is it all desktop-based, or will there be a component of server-based, or both?

For instance, you might want to do “live” analytics with Hadoop or Spark; we have connectors for both. But that’s the sort of “big data” analytics that would fry your typical PC.

Also, I am presuming that any server you are using would have some sort of “upstream” connection to the live markets, such as NASDAQ FIX API (which replaced CTCI) (q.v., http://www.nasdaqtrader.com/content/technicalsupport/specifications/tradingproducts/fixactspec.pdf).

My thoughts would that you would need a “three tier” model, with the actual market APIs connecting to the “first tier” — the markets themselves. Then the “second tier” would be some sort of brokerage-based (or service-based) big data aggregation, transaction and analytics engine. The third tier would then be the desktop trader/broker desks.

Something akin to this?

Inline image 1

Your desktop-analytics engine would be different than your server-side engine, just looking at a subset of the overall market data model. For instance, a single ticker symbol, or a set of them, or some time-series data.

Aerospike only runs natively on Linux. Though you could make it work on a desktop OS (Windows, Mac) with a virtual box, it might be best to use some other sort of local datastore for the desktop.Then the big thing would be to make sure you used some sort of data schema that would allow portability, such as JSON, so that data on the middle tier could be easily interchanged regardless of what desktop app, or even a “headless” transaction processing engine, was subscribing to it.

I do also see Redis is used for: To store real-time stock prices.

Again, Redis is fine if you are just doing a single-node architecture. But it’s not for a scalable middle tier. However, if you wanted to use something like MongoDB or Redis, or whatever for the desktop, that would be fine; the middle tier could still be optimized for performance and scalability on Aerospike.

If you want to try out Aerospike:

And if you want to have more of a discovery call, give me a ring. If you decide to use us, I’d love to sign a “Start Up Special” agreement with you, or have you use the Community Edition, and then get you to blog about your project more. It would, of course, have to pass the muster of our marketing team.

Let me know if that makes sense, and whether you’d like to follow up with a call.

 

I say very cool!! But let’s see how my trading idea with Redis goes ….

https://quantlabs.net/blog/2014/12/more-simplified-potential-final-architecture-walthru-of-automated-trading-linux-windows-based-system-with-hft-potential/

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OpenCog: An Open Source Software Framework & A Design & Vision for Advanced AGI video

OpenCog: An Open Source Software Framework & A Design & Vision for Advanced AGI video

 

Thanks to Paul Cottrell for sending this

Aspects of AGI
• Philosophy of Mind
• Conception of General Intelligence
• Cognitive Architecture
• Software Architecture
• Environment & Tasks
• Developmental Roadmap

Philosophy of Mind

a mind is an evolving, autopoietic, self-referring set of patterns,
associated with a system that’s interpreted as goal-achieving —
including patterns in the system and the world (and emergent
therebetween), and patterns regarding goal-achievement

Conception of General Intelligence

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Cool video to visually design your trading strategy with Trading Technologies X_TRADER vs Matlab Simulink

Cool video to visually design your trading strategy with Trading Technologies X_TRADER vs Matlab Simulink

This is the closest you will get to MATLAB  Simulink. This is sort of cool with Trading Technologies X_Trader

https://www.tradingtechnologies.com/products/trading-analytics/xtrader/ADL/

Thanks to one of my members!

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More from my member:

 I found more recent stuff about it - looks really good: http://www.youtube.com/watch?v=i2LMM0CT1b8&list=PLCnaCAxNEkkU6fpNu4S033yGl53XQfLZ5
But the price...

Price is easily is $1100 per month plus the extra bells and whistles including ADL. It will run most  likely a few grand per month? 


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