Tag Archives: Engine

Fix engine: Fix8 Market Tech update

ONCE I move over to Interacive Brokers, I will look into this FIX engine as option for my future needs. This is where  I will be focusing on C++ with future/options asset classes.

Fix8 Market Tech update – release of 19.03

Good Day! This is our newsletter, with a dose of insights into the future of Fix8. The topic of this newsletter is the flexibility and higlight of features offered in UFE, our Universal FIX Engine. 

You received this newsletter because we are connected through your interest in Fix8. If you wish to unsubscribe, please scroll down and hit the unsubscribe button. 

UFE: The fastest FIX Engine which can talk any FIX dialect without any performance downside.

For those who’ve been following us closely you’ll be well aware of UFE. The fastest FIX Engine which talks any FIX dialect without any performance downside.

In the scenario where your FIX set up can seem complicated due to FIX variants we can remove that complication with UFE amongst other benefits.

With the ability to connect to multiple venues outbound and/or have multiple inbound clients out of the box as well as the plug and play support for dropcopy and order routing (amongst the many features), we feel that most if not all your FIX issues can be solved with correct configuration of your UFE instance.

We already have sell and buy side venues running UFE.  Talk to us about your use case and how we can help.

Another example of UFE’s flexibility as it acts as an order router for two dealers. Contact us to discuss further: heretohelp@fix8mt.com.
Read More

What’s new?

  • Add ability to access message seqnum before message is sent.
  • Further performance improvement upon the headline 250% from last release.

What’s in the works?

UFE Gateway (UFE’s web front end) dynamic session loading is due to be released in 19.06.

Have a question for us?

We would love to hear from you. Please get in touch with us on heretohelp@fix8mt.com.

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Sputtering #Engine of #Growth index total factor productivity growth

Sputtering of index total factor productivity growth

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Sputtering #Engine of #Growth index total factor productivity growth

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Review of back trader engine with opensource Python

Review of back trader engine with #opensource #Python
Hey there
 
Over the lest few days have been another one of those ‘discoveries’ that may change everything. In a nutshell but see details below:
 
1. Best back testing framework for algo trading in Python
2. Fundamentally change my of software platform changes moving forward
 
Let me remind you about my upcoming ‘class’ tomorrow with full details below.
 
Boy there is no exciting time than now to join my Quant Analytics service as we start to unleash exclusive videos for my members.
 
 
JOIN HERE
 
As I have mentioned about my first of series of ‘bonus videos’ (details below), I will be hosting the first this Monday Aug 7 at 7 PM EDT Login details are posted below.
 
 
Details:
 
1. Demo examples of some forward looking data sets used from Federal Reserve with rationale of use
 
2. Interpretation how to use for accurate forecasting future/options, forex, and stock market asset classes.
 
3. Explanation of importance on rational of how USA impacts rest of world in all global asset classes
 
4. Sample high level demos of how to use with some Python coding
 
5. Full Q&A/group discussion for those that attend. I am hoping this will be the best part!
 
 
See below for samples and videos
 
 
IMPORTANT NOTES SO PLEASE READ TO FULLY UNDERSTAND:
 
1. This is an informal demo of how this is used with no coding samples given away.
 
2. Live demos will be only done once which will be made made at ridiculously highly priced ‘bonus’ video which is to be be distributed on my Shopify shopping account. https://quantlabsnet.myshopify.com/
 
3. There will be no usual video playback posted on Youtube.com/quantlabs so this will be an exclusive event for those that attend for free. Newbies welcome as well.
 
https://www.youtube.com/user/quantlabs
 
 
4. All my paying members will get exclusive access via my FREE COUPON code which will be available for a few days. Once again, this will only be available on my Shopify account listed above. Join here:
 
https://quantlabs.net/analytics/order-analytics/
 
 
5. This ‘bonus video’ will be MASSIVELY EXPENSIVE for access off my Shopify account or may be eventually removed permanently.
 
 
WHY WITH THIS APPROACH?
 
1. This forces you as a potential participant to take action during these events. Laziness or procrastination will never be your friend if you ever intend to trade the markets successful full time.
 
2. Also, consider this an exclusive and VERY TIME LIMITED bonus for those make you paying Quant Analytics member. AVAILABILITY WILL BE MADE ONCE AND ONCE ONLY
 
3. All payng member should take advantage of either attending or at least downloading for free by using the DOWNLOAD COUPON CODE needed from my Shopify account.
 
 
In other words, cancel your plans to join this LIVE EVENT explained below!
 
 
RULES OF ENGAGEMENT
 
If you are one of those skeptics, trolls or the like, please DO NOT attend. You will NOT be welcome as most viewers are driven to succeed who take their trading very serious from a systematic point of view. We like to keep It positive around here. Everyone else including newbies is very welcome to attend this FREE live event. Login events details below.
 
 
More to come so keep your eyes peeled here at this page.
 
https://www.facebook.com/pg/quantlabsnet/events/
 
or Join my newsletter here
 
http://quantlabs.net/membership.htm
 
 
This will be my ABSOLUTE LAST set of demos of a proven set of info that has worked for a few of my seriously successful institutional traders at hedge funds and investment banks. Yes, we are dealing with a VITAL FEW who run 9 digit businesses. Don’t believe me? Like I care. Quite simply, take it or leave it. It is up you if you want to attend or take advantage of this last chance before I rev up my trading algo trading system in a few weeks!
 
 
Some samples of what will be detailed with Q&A:
 
 
https://quantlabs.net/blog/2017/06/first-systematic-trading-report-for-quant-analytics-fed-reserve-snapshot/
 
 
https://quantlabs.net/blog/2017/06/my-deep-dive-analysis-usa-federal-reserve/
 
 
https://www.youtube.com/user/quantlabs/search?query=fed
 
 
CRAZY GLUE THE FOLLOWING DETAILS TO YOUR FOREHEAD TO REMEMBER!
 
Bryan Downing is inviting you to a scheduled Zoom meeting.
 
 
Topic: US Federal Reserve SECRETS To Be a Fantastic Trader
 
Time: Aug 7, 2017 7:00 PM America/Toronto
 
 
Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/911655384
 
 
 
Or iPhone one-tap (US Toll): +14086380968,,911655384# or +16465588656,,911655384#
 
 
Or Telephone:
 
Dial: +1 408 638 0968 (US Toll) or +1 646 558 8656 (US Toll)
 
Meeting ID: 911 655 384
 
International numbers available: https://zoom.us/zoomconference?m=yNkQOrxkDAAcvzkk3lDeLzuqU7TZaCov
 
 
Now what was mentioned above in full detail (remember all of this software came out in the last year)
 
1. Yes this backtesting framework written in Python (called backtester) is fully 100% open source for now. I have no idea what the future holds for this software since I did not create it. I just like the features which I will rank as good as Tradelink from a few years. As you know, I don’t want to officially announce I am using this but I will say the intention is there. I will be intending to put VERY EXCLUSIVE ‘bonus video’ presentations on this in the near future. Here was my first video that I posted that reached number #1 on some Reddit Python algo trading groups over the last few days.
 
https://quantlabs.net/blog/2017/08/best-back-testing-framework-for-algo-trading-in-python/
 
2 When I say, I am fundamentally changing how I look at this software called backtrader. It enables you to connect into Oanda, Interactive Brokers, and some new Virtual Charts software which looks really good. Again, I cannot promise this is the panacea of charting software, but the cost to access CME and CBOT for futures data is quite afforable. There is also a Mac version which can run via Java. Booya! I did a video review of this
 
https://quantlabs.net/blog/2017/08/review-of-back-trader-engine-with-open-source-python/
 
As you can see, if I can connect the backtester with JForex from Dukascopy as shown on my YouTube channel, you can consider me golden for this.
 
Just remember this is my last critical step before I get into live trading with Dukascopy.
 
As a result, yes more ‘bonus videos’ will be created for this. Again, they will be very very exclusive to my members in my Quant Analytics service.
 
JOIN HERE
 
Remember the first bonus video goes up in a few days on the above topic. More bonus videos will be coming later in the week.
 
In fact, if you think these may get pulled down after a short time to give me TRUE edge I would want those to download who take advantage of what should be implemented. You know I am wanting to move ahead with full trading analysis with what I have presented in the last few months.
 
Thanks for reading for this long message if you got here
 
Bryan
 
P.S. If you want to keep up to date via email, you need to stay engaged. This means always opening and clicking stuff otherwise my CRM/email software will eventually deem you deadwood which leads to eventual removal from these lists.
 
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Review of back trader engine with open source Python

Review of back trader engine with open source Python

 

As found today on Reddit

https://www.reddit.com/r/Python/new/

Is algotrading more difficult now than it was 10+ years ago? from algotrading

Best back testing framework for algo trading in Python from Python

https://www.reddit.com/r/algotrading/

 

Best back testing framework for algo trading in Python from Python

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is this your FIX engine in Python ?

is this your FIX engine in Python ?

 

This came from a conversation in my Facebook prorgramming group. It seem that this video was introduced with hints in the video and comment to watch for:

Question become if there is a FIX engine in Python I am not sure if that exists but this could be a useful option http://fix8.org/

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General C++ Reflection Engine Based on Meta Programming

General C++ Reflection Engine Based on Meta Programming

This could be an important example to get ultra lowest lantecy HFT using metaprogramming since there is no state that is maintained

http://www.codeproject.com/Tips/1023227/A-General-Cplusplus-Reflection-Engine-Based-on-C

Join my FREE newsletter to learn more about C++ programming for automated trading

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FREE Math Data Analytic Engine for the Cloud?

FREE Math Data Analytic Engine for the Cloud?

Someone on my Facebook group posted this so try it out to me know what you think

http://academy.mathfreeon.com/

Join my FREE newsletter to learn more about applying quant math to your automated trading 

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Youtube video on How to apply risk management and FIX engine updates on Deltix trading platform

Youtube video on How to apply risk management and FIX engine updates on Deltix trading platform

Want to learn more about this?

Want to get access to learn more through my QuantLabs.net Premium Membership

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For HFT: Lowest latency with sockets over APIs? How to build a C++ Linux based open source FIX engine

Hi there

Another opportunity, get in the on the action soon as we are closing out this FREEMIUM stuff soon! In other words, join the QuantLabs.net Premium membership while you can for the upcoming private webinars. .

I went to my Meetup last nite where I always learn lots of things. From what I see, everything is being streamed into trading platforms these days. Also, screw APIs as they becomes bottlenecks with latency so you need to learn how to program sockets.  Interactive Brokers comes to mind with their Trader Workstation  versus their FIX gateway options.
Not only that, many in the past have told me that using R with RCpp/RInside could be a bottleneck. There is a potential with that so it leads me into investigating event rule based programming using a Complext Event Processing engine like Esper. Well, there is none for C++ as Esper is for C# or Java. Too bad but there is an option to stream it in. I posted about that yesterday. There are some options I posted at:
I am investigating 2 options currently.
I also got my backups in place if R does indeed become the bottleneck, I can hint it is most popular part of QuantLabs.net. It also involves a very big expense but you gotta do what you gotta do to get things working. Aahh… the joyous challenges in working on these HFT potential platforms?
Another important element are FIX engines built on top of wonky QuickFIX. I documented my experience on one solution called FIX8
These are the most complicated parts of any HFT platform. As I am building this out, I am realizing the incredible value people are getting being on this list. 

JOIN NOW 

Benefits are listed are here. 
Bryan

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Anyone know OnixS FIX engine for high frequency trading aka HFT with .NET, C++, and Java support?

Anyone know OnixS FIX engine for high frequency trading aka HFT with .NET, C++, and Java support?

There seems to be other ones including:

ORC: http://www.orc-group.com/Products-Services/

B2BITS http://www.b2bits.com

Comment below for your opinions

Thanks

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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!