Tag Archives: Environments

Option Trading for Extreme SPX index Volatility Environments Meetup

Option Trading for Extreme SPX Volatility Environments Meetup

This Monday Sep 18 at 7PM EDT 

Presenter is Sholom Benzev

Option Trading for Extreme SPX Volatility Environments

1) Long Term VIX and SPX Behavior.

2) Why a High Volatility Environment could be coming soon.

2) Low Volatility Option Trading Strategy with SPX Spreads.

3) High Volatility Option Trading Strategy with VIX Puts.

4) When not to trade Options / When alternatives (Long Stock/Long XIV) make sense.

5) 2016 P&L Results and Equity Curve.

6) What you need to know to succeed in Extreme Volatility Option Trading.

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You can also preview videos on my video series for both programmers and NON programmers who want to get into automated Forex Trading.
Here is a new course available for those NON programmers who want to do algo forex trading with Dukascopy.
NOTE that this is for NON programmers/technical folks details from the READ ME Doc here: https://quantlabs.net/blog/2017/09/new-course-on-dukascopy-visual-jforex-for-non-programming-to-do-algo-forex-trading/
Dukascopy Visual JForex for NON programming to do algo forex trading
Dukascopy Visual JForex for NON programming to do algo forex trading
$47.00
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For programmers

Dukascopy Tools and API development for Algo forex trading Here is the 6 video descriptions of this video series. I am moving towards this retail forex broker so I learned this toolset and API. This is the results in this README file with video time lengths. http://quantlabs.net/blog/2017/09/new-course-on-dukascopy-tools-and-api-development-for-algo-forex-trading-2/
Dukascopy Tools and API development for Algo forex trading
Dukascopy Tools and API development for Algo forex trading
$47.00
View
Also I’d like to thank all the recent folks that have joined my free Quant Analytic Life service. I will be releasing more promotional material in coming weeks on this new membership.
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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!

Option Trading for Extreme SPX Volatility Environments Meetup

Option Trading for Extreme SPX Volatility Environments Meetup

This Monday Sep 18 at 7PM EDT 

Presenter is Sholom Benzev

Option Trading for Extreme SPX Volatility Environments
1) Long Term VIX and SPX Behavior.
2) Why a High Volatility Environment could be coming soon.
2) Low Volatility Option Trading Strategy with SPX Spreads.
3) High Volatility Option Trading Strategy with VIX Puts.
4) When not to trade Options / When alternatives (Long Stock/Long XIV) make sense.
5) 2016 P&L Results and Equity Curve.
6) What you need to know to succeed in Extreme Volatility Option Trading.

Hi there,

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

Or iPhone one-tap :
US: +16465588656,,270765367# or +16699006833,,270765367#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 646 558 8656 or +1 669 900 6833
Meeting ID: 270 765 367
International numbers available: https://zoom.us/zoomconference?m=Jj0mKJxCnP-SRpAvPcyZqMn3ozepN21M

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!

Trading Algo in Parallel Environments Paper

Trading Algo in Parallel Environments Paper

Really good research paper

Implementing Randomized Matrix Algorithms in Parallel and
Distributed Environments

http://arxiv.org/pdf/1502.03032v1.pdf

 

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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!

Other Javascript and commercial charting reviews presented for potential trading environments

Other Javascript and commercial charting reviews presented for potential trading environments

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:

  1. .NET charting with SciCharts, Lightning, DevExpress, or even Infragistics (Feb 3!)? Any library missed?
  2. Java is severely limited but anyone using JFreeCharts or JavaFX?
  3. R seems to only have 1 option with quantmod? Any other R packages I should care about?
  4. Python newbie here?
  5. Cairoplot? PyGal?? Chaco?PyChart? Anything missed?
  6. Anything useful in OpenGL for trading?
  7. C++: Qt as in QWTPlot or QtiPlot, GNUPlot? MathGL? GigaSoft for Windows? KDChart? ChartDirector? ROOT Data Analysis? Anything missed?
  8. Anyone ever thought of deploying Matlab as a potential charting optio for end target deployed system?
  9. Open ended for ideas or suggestions?
  10. D3, jqChart

Other new ones:

Qlik

http://www.qlik.com/us/landing/go-sm/download-free-kit-v3side?sourceID1=Google&Brand&KW=clickview&OVMTC=Exact&site=&creative=46374075545&OVKEY=clickview&url_id=380&adpos=1t1&device=c&gclid=CKyxg4Hcj8MCFbFAMgod5FYAyA

 

–> Seems only good for risk management only, has heat maps similar to Infragistics

http://www.qlik.com/us/landing/go-sm/download-free-kit-v3side?sourceID1=Google&Brand&KW=clickview&OVMTC=Exact&site=&creative=46374075545&OVKEY=clickview&url_id=380&adpos=1t1&device=c&gclid=CKyxg4Hcj8MCFbFAMgod5FYAyA

Portfolio Management demo looks interesting

http://us-d.demo.qlik.com/QvAJAXZfc/opendoc.htm?document=qvdocs%2FPortofolio%20Management.qvw&host=demo11&anonymous=true

Java Script D3 suggestions

http://www.manning.com/meeks/

http://alignedleft.com/tutorials/d3

https://github.com/mbostock/d3/wiki/Gallery

http://nortonsafe.search.ask.com/web?q=github+d3&o=APN10505&prt=NS&chn=retail&geo=CA&ver=22&locale=en_CA&tpr=111&gct=sb&qsrc=2869

https://github.com/mbostock/d3

–> useful but no 3rd party specic charting for trading systems as mentioned in other examples I lost from the top

Tableau

http://www.tableausoftware.com/trial/tableau-software?cid=701600000005cS4&ls=Paid%20Search&lsd=Google%20AdWords%20-%20Tableau%20-%20Free%20Trial&adgroup=Tableau%20-%20Exact&kw=tableau&adused=47483475015&distribution=search&gclid=CNWd3LXcj8MCFYlcMgodl2oA4Q

–> Used by RBC Wealth Management but did not see anything unique

SiSense

http://www.sisense.com/features/

–> Nothing I could see but must be pretty expensive since they do not list pricing

 

Chart.Js

http://www.chartjs.org/docs/

–> open source in Javascript through a browser(ugh) but not like D3

 

Highcharts

http://www.highcharts.com/demo/heatmap-canvas

–> Another Javscript library but 3D but has heat map you can get elsewhere like D3

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.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

7 Members Went

Check out this Meetup →

.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

12 Researching Traders Went

.NET WPF front end high speed charting vs Linux open source R/Java/Python/OpenGL debateIf you have known me and my blog (quantlabs.net/blog), it appears there was lots to talk about regarding those tricky front end applications you use for a potential system with high speed charts. Many options have been presented but it seems that .NET is still …

Check out this Meetup →

.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

12 Researching Traders Went

.NET WPF front end high speed charting vs Linux open source R/Java/Python/OpenGL debateIf you have known me and my blog (quantlabs.net/blog), it appears there was lots to talk about regarding those tricky front end applications you use for a potential system with high speed charts. Many options have been presented but it seems that .NET is still …

Check out this Meetup →

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!

C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video

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:

Programming Language Lessons learning about Barclays HFT use cases including Java C++ Linux FPGA and Erlang

Barclays HFT uses with vendor panel including Solarflare and Corvil video: Decent Open source solutions?

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution

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.

Introduction to Quant Elite Membership

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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

C++ Libraries

http://tradexoft.wordpress.com/tag/lockfree/

QuantLib used for option pricing Greek analysis

QuantLib, the Greeks and other useful option-related values

Boost Math toolkit

http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/index.html

Here are some PDFs from this genius Barclays VP

CodeMesh presentation (live links included)

http://www.codemesh.io/codemesh2013/slides/richard-croucher.pdf

Low Latency 101

http://www.informatix-sol.com/docs/LowLatency101.pdf

TCPIP Bypass

http://www.informatix-sol.com/docs/TCP_bypass.pdf

Example for raw Ethernet network programming

http://stackoverflow.com/questions/16009347/trouble-with-implementing-a-c-program-that-sends-and-receives-raw-ethernet-frame

OpenOnLoad Ef_vi

http://www.openonload.org/download/openonload-201210-u2-ChangeLog.txt

RDMA description

http://en.m.wikipedia.org/wiki/Remote_direct_memory_access

Intel C compiler optimization (best C compiler)

https://software.intel.com/en-us/articles/step-by-step-optimizing-with-intel-c-compiler

Intel Xeon Optimazation Tuning

https://software.intel.com/en-us/articles/optimization-and-performance-tuning-for-intel-xeon-phi-coprocessors-part-1-optimization

Big page and memory optimization

https://access.redhat.com/documentation/en-US/Red_Hat_Enterprise_Linux/5/html/Tuning_and_Optimizing_Red_Hat_Enterprise_Linux_for_Oracle_9i_and_10g_Databases/chap-Oracle_9i_and_10g_Tuning_Guide-Large_Memory_Optimization_Big_Pages_and_Huge_Pages.html

Linux RDMA Verbs API Tutorials

http://fabbritech.blogspot.ca/2012/07/linux-rdma-verbs-api-tutorials.html

GPU Accelerated Computing with C and C++ (only pricing options Greek analysis via Monte Carlo simulation)

https://developer.nvidia.com/how-to-cuda-c-cpp

Assist with GPU CUDA for onloading data and program to GPU from CPU

http://www.xcelerit.com/

Maxeler for FPGA  options to vhdl (where does MATLAB’s Simulink fall in her due to code generation to C C++ or VHDL)

https://www.maxeler.com/

Continues below:

Other topics from:

Low Latency 101

http://www.informatix-sol.com/docs/LowLatency101.pdf

Linux Kernal of choice potentially: https://www.kernel.org/pub/linux/kernel/projects/rt/

Personally saw big latency wins when I moved from RH 5.3 using 2.6.18 to a
2.6.27 kernel
Also refer to stack diagram on pg 23 and more lessons learned there
TCP Bypass
http://www.informatix-sol.com/docs/TCP_bypass.pdf
p 28
Application Programming with OFED
Highest performance, sometimes referred to as RAW is to use the Verbs
provided by the hardware
p35
High cost to establish but then very high B/W at low CPU overhead e.g.
2GB transfer takes a single ‘C’ call
More from a fellow Skype user:
http://stackoverflow.com/questions/14925568/lowering-linux-kernel-timer-frequency
https://rt.wiki.kernel.org/index.php/Main_Page

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!

Why the new Matlab 2014b will have a huge impact on how you develop trading algorithms for either HFT or quant environments

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
http://www.mathworks.com/products/matlab/whatsnew.html
http://www.mathworks.com/products/new_products/latest_features.html
http://www.mathworks.com/discovery/matlab-mapreduce-hadoop.html
http://www.mathworks.com/discovery/big-data-matlab.html
See more

Don’t forget about my upcoming event:

Let’s do a Pow Wow about Risk Management

http://www.meetup.com/quant-finance/events/211395552/

http://www.meetup.com/R-Matlab-Users/events/211395582/

Tuesday, October 14, 2014
7:00 PM
Online via GotoMeeting

Oct Social Din Din on Long Term Trading

http://www.meetup.com/quant-finance/events/211396252/

http://www.meetup.com/R-Matlab-Users/events/211396232/

Wednesday, October 15, 2014
7:00 PM
Toronto at Milestone’s – North York – Empress Walk

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!

For Quant Trader Open Source Research Backtesting Environments in Python with pandas

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.

http://www.quantstart.com/articles/Research-Backtesting-Environments-in-Python-with-pandas

Learn how we may apply Python in our enivironment through our FREE newsletter

 

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!