Tag Archives: engineer

Non machine learning secret to becoming a great

All the secret is reading other people’s source code. This is not affiliated with machine learning! You could hop over to look at some great Github repositories to see how some do it. With out this skill, you will become a really substandard coder. This results in your project to be a hornet’s nest which no one will want to visit nor maintain. This idea also helps in your debugging skills. I also find this helps you find trading patterns if you know how to log. Why do you think I created my From Zero to Hero course which is part of my Elite service?

Introduction to Quant Elite Membership

I was hoping to rely on machine learning to find these patterns. I do believe that is a subject of complexity that one cannot simply answer. As a beginner in machine learning, I am sure there is a way but will take a lof GPU resources and manual verification on model results. This MAY take many months to figure out.

 

https://hackernoon.com/one-secret-to-becoming-a-great-software-engineer-read-code-467e31f243b0

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How Much Math Does an IT Engineer Need to Learn for Data Science?

 

This was from a self study IT engineer but read the comments in this article

https://www.kdnuggets.com/2017/12/mathematics-needed-learn-data-science-machine-learning.html

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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!

HFT software engineer hacks KCG to get fired

HFT software engineer hacks KCG to get fired

Wall Street IT Engineer Hacks Employer to See If He Will Be Let Go

First it is egomaniac bullies, con artists executives who get the company fined, and now this. What are the smart pant folks at Virtu smoking to be interested in this HFT firm?

https://www.bleepingcomputer.com/news/security/wall-street-it-engineer-hacks-employer-to-see-if-he-will-be-let-go/

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How to explain machine learning to a software engineer

How to explain machine learning to a software engineer

But I thought ML was developed by software engineers

http://www.kdnuggets.com/2016/05/explain-machine-learning-software-engineer.html

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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!

Hedge funds want computers scientists engineers

Hedge funds want computers scientists

Screw the old fossil man ways of trading, software industry eats all like this now.

Mucho thanks to Nuno as usual for posting another gem!!

http://www.ft.com/intl/cms/s/0/856bd92c-8fb0-11e5-8be4-3506bf20cc2b.html#axzz3sE5qB3QF

Join my FREE newsletter IMMEDIATELY learn how to build you automated INDIE trading business 

 

 

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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!

Who wins this battle? Python or F# for rapid ease of use for a newbie software engineer with videos

Who wins this battle? Python or F# for rapid ease of use for a newbie software engineer with videos

Why does Micrsoft technologies always surpass. Int this case it was F#. Remember I don;t know with either Python or F# but these videos should explain it

Problem:

Here is why I gave up on Python aka dogs breakfeast of a so called programming language
here are all the open browser sessions I left open which was discussed in this video . Sorry to be mean but I had to records this as is
See more

Quick resolution:

Instant DotNet F Sharp surface plot with Visual Studio and DirectX faster than Python
Seriously, why bother with Python after this rapid get and up running demo of this surface plot. I don’t even know F# as it took less then 20 minutes to run!
See more
Why oh why do I this to myself after 6 hours of wasted punishment? I am also starting to think maybe DirectX maybe easier to work with than OpenGL/Qt. Who knows but another battle may await?

Thanks Bryan

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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!

What is a quant software engineer or trader? A 30 minute video interview from the man behind QuantStart.com

youtube

So what is a quant trader? A 30 minute video interview from the man behind QuantStart.com

This came in from Sholom so thanks to him

– See more at: https://quantlabs.net/blog/2014/08/so-what-is-a-quant-trader-a-30-minute-video-interview-from-the-man-behind-quantstart-com/#sthash.VmOjAwNb.dpuf

I just introduced a FREE automated trading video series for those who may be interested in this topic.  Check it out here. 

Thanks  Bryan

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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!

Ex Citadel Hedge Fund Quant Analyst Software Engineer Worker Pleads Guilty to HFT Data Theft, in summary: Do It Yourself

 

Ex Citadel Hedge Fund Quant Analyst Software Engineer Worker Pleads Guilty to HFT Data Theft, in summary: Do It Yourself

In the news:

Ex-Citadel Worker Pleads Guilty to HFT Data Theft

http://www.bloomberg.com/news/2014-08-07/ex-citadel-worker-pleads-guilty-to-hft-data-theft.html

What was that term i use? D I Y. Do it yourself. Never trust scammers like this. Never ever ever.

Have a nice day

Oh join my FREE newsletter to learn how to apply this DIY philosophy

 

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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!

The crucial lesson to be learned in being a succsessful quant wannabe or a high speed trading software engineer

The crucial lesson to be learned in being a succsessful quant wannabe or a high speed trading software engineer

The lesson is learn your math end to end

https://quantlabs.net/blog/2014/05/here-is-the-latest-love-i-get-from-all-my-fans-around-the-world-who-want-to-know-quant-and-hft-stuff/

To all my thousands of fans who made me world famous cause i wanna learn quant and HFT – See more at: https://quantlabs.net/blog/2014/05/to-all-my-thousands-of-fans-who-made-me-world-famous-cause-i-wanna-learn-quant-and-hft/#sthash.tmCVPvNc.dpuf

https://quantlabs.net/blog/2014/05/can-you-help-interpret-this-deutche-bank-forex-fx-quant-trading-strategy/

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HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

I am an expert FPGA engineer and I want to build a open source trade execution system to showcase my abilities

Hi all I am an expert FPGA engineer and I want to build a open source trade execution system to showcase my abilities.

I am purely in a systems planning stage right now, and I have a few questions if some of you can please help.
1.) Do you use Verilog or VHDL? I am great with both and want to chose the HDL that a majority use.

2.) I plan on building the system to interface with NYCE real time equities feed, do some of you suggest something else?

3.) I will not write any platform specific code (FPGA specific) but do you, but I want to know which FPGA vendor most of you work with. So can you tell me your preference?


My personal preference would be:

1) VHDL
2) write to NYSE Equities feed and use the NYSE ‘OpenMAMA’ specification.
3) Altera

I feel what would be useful is measure how long this took, then compare the time against taking C++ code, converting into Verilog / VHDL via tools, and optimizing.

Optimizing means seeing how much adjustment is needed to have converted
code run in roughly the same amount of cycles / time.

I hope this is helpful.


Writing against OpenMAMA (or any other normalised market data API) means that you’re losing the latency advantage of using an FPGA. Use the raw feeds.

I guess my question now is a bit newbie like, but I work on radar systems. Our latency is the time a radar sees a target till the time we see it on a radar display. Can you clearly define trade latency to me, (I can probably google it but here are my guesses)

1) the time it takes to simply execute a trade, not counting the time to identify a good trade. EI give a buy/sell order

2) the time it takes to identify and execute a trade

-here 1 is very easy to do, 2 in fact gets trickier because it depends on the users algorithm + whatever I come up with to execute the trade.


BATS makes available historical market data in the native PITCH protocol (raw market data). The protocol spec is available from their website. Contact BATS’ TradeDesk at tradedesk@batstrading.com, 913-815-7001 for info on obtaining the historical data. That should help you build your FPGA to decode the incoming market data.


Fully agree you give up latency, but it would be fun to see just how much.

For sheer raw speed, the exchange spec is best, and for specific strategies also limit the data you present / work with as well to reduce the instruction footprint.

Yet, I still feel merit in building against such an interface, given the open normalized format and data model, make the work very portable to a larger set of exchanges.

Thus any time you trade for speed i feel can be amortized using the HW itself, and reduction in time to build against new exchanges makes it worth it for me.

I’m not interested in just one exchange; I want to have the same methodology to handle, code, manage to tens of them, not just a once off coding process.

I hope this better explains my reasoning.


You’ve probably heard of Corvil already but if you haven’t, get to www.corvil.com and request the low latency related whitepapers to have a better understanding of latency in the context you are interested.


Not only Corvil, but TA Associates. Both claim they can provide fractions of a nanosecond bucket of precision in measuring. Trading systems have yet to make the shift to picoseconds, and are firmly in the range of nanoseconds.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!