Option Trading for Extreme SPX Volatility Environments Meetup
This Monday Sep 18 at 7PM EDT
Presenter is Sholom Benzev
Bryan Downing is inviting you to a scheduled Zoom meeting.
Topic: Option Trading for Extreme SPX Volatility Environments
Time: Sep 18, 2017 2:00 PM America/Toronto
Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/270765367
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Dial(for higher quality, dial a number based on your current location)：
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Meeting ID: 270 765 367
International numbers available: https://zoom.us/zoomconference?m=Jj0mKJxCnP-SRpAvPcyZqMn3ozepN21M
Trading Algo in Parallel Environments Paper
Really good research paper
Implementing Randomized Matrix Algorithms in Parallel and
FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This came from my Meetup tonight so see below what that was about
These were mentioned outside of the one listed here:
Anyone got any experiences with they would like to share:
- .NET charting with SciCharts, Lightning, DevExpress, or even Infragistics (Feb 3!)? Any library missed?
- Java is severely limited but anyone using JFreeCharts or JavaFX?
- R seems to only have 1 option with quantmod? Any other R packages I should care about?
- Python newbie here?
- Cairoplot? PyGal?? Chaco?PyChart? Anything missed?
- Anything useful in OpenGL for trading?
- C++: Qt as in QWTPlot or QtiPlot, GNUPlot? MathGL? GigaSoft for Windows? KDChart? ChartDirector? ROOT Data Analysis? Anything missed?
- Anyone ever thought of deploying Matlab as a potential charting optio for end target deployed system?
- Open ended for ideas or suggestions?
- D3, jqChart
Other new ones:
–> Seems only good for risk management only, has heat maps similar to Infragistics
Portfolio Management demo looks interesting
Java Script D3 suggestions
–> useful but no 3rd party specic charting for trading systems as mentioned in other examples I lost from the top
–> Used by RBC Wealth Management but did not see anything unique
–> Nothing I could see but must be pretty expensive since they do not list pricing
–> Another Javscript library but 3D but has heat map you can get elsewhere like D3FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video
Please visit these helpful links with other videos which are part of these listings below:
NOTES: My path of tech choices is very useful with C++/C backend with Matlab/Simulink trade idea generation into an analytics trading system. NOSQL still useful. These are all part of my Elite learning service.
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Stats on languages for HFT trading environment job wise:
C++ 70% of hft software 25 % java but heavy garbage collection tuning so it might be turn off to focus on that 5% to function programming languages
All Linux based
More hft going to fpga for enormous performance boost
Simulink never mentioned for c translation to vhdl but we are in right track
Maxeller was highlighted
Linux Jitter was mentioned:
He kept mentioning jitter in Linux is problem to get lowest latency, using Java with garbage collection does not help
QuantLib used for option pricing Greek analysis
Boost Math toolkit
Here are some PDFs from this genius Barclays VP
CodeMesh presentation (live links included)
Low Latency 101
Example for raw Ethernet network programming
Intel C compiler optimization (best C compiler)
Intel Xeon Optimazation Tuning
Big page and memory optimization
Linux RDMA Verbs API Tutorials
GPU Accelerated Computing with C and C++ (only pricing options Greek analysis via Monte Carlo simulation)
Assist with GPU CUDA for onloading data and program to GPU from CPU
Maxeler for FPGA options to vhdl (where does MATLAB’s Simulink fall in her due to code generation to C C++ or VHDL)
Other topics from:
Low Latency 101
Linux Kernal of choice potentially: https://www.kernel.org/pub/linux/kernel/projects/rt/
Why the new Matlab 2014b will have a huge impact on how you develop trading algorithms for either HFT or quant environments
I made a video on this as typing is too time consuming
– See more
Don’t forget about my upcoming event:
Let’s do a Pow Wow about Risk Management
Tuesday, October 14, 2014
Online via GotoMeeting
Oct Social Din Din on Long Term Trading
Wednesday, October 15, 2014
Toronto at Milestone’s – North York – Empress Walk
For Quant Trader Open Source Research Backtesting Environments in Python with pandas
Once again, my NYC contact blows my mind with some amazing links. Thanks to him. This is another great source. For me Python is a complex topic as it is just another language to work with. Do I really need to do it? I don’t but it is seems to be pretty popular for quant research. It seems it is actually beating R but does that matter. Anyhow, Microsoft has made great strides to make Python compatible with .NET through IronPython. Don’t ask me about it as I don’t know the limits.
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!