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event driven

C++ event driven meta programming libraries

C++ event driven programming libraries This is very critical for a high speed system but also must be done efficiently. After watching the latest Stuart Kozola webinar on this for Matlab: http://www.mathworks.com/videos/automated-trading-with-matlab-81911.html You need to understand how critical this ios for efficiency in your code for high performing trading systems. I am looking at ways …

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Event driven C++ Metaprograming

Event driven C++ Metaprograming I am just understanding the power of this. I have seen this is in a few multimillion dollar trading systems. It was also highlighted by Stuart Kozola’s latest Matlab automated trading webinar video. This is the fastest way to implement a HFT system. It is also complicated to learn http://www.drdobbs.com/cpp/event-driven-threads-in-c/184409571 http://www.husseinsspace.com/teaching/udw/1996/cnotes/chapsix.htm https://www.artima.com/weblogs/viewpost.jsp?thread=84958 …

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Is Python still the best programming environment to backtest your event driven data?

Is Python still the best programming environment to backtest  your event driven data? I still prefer Matlab for backtesting. It is easier and most likely faster to pick up but what do I know. http://www.quantstart.com/articles/Event-Driven-Backtesting-with-Python-Part-I Thanks to the NYC Contact for this. Join our FREE newsletter to Learn how we backtest around here with Matlab …

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More on most profitable in HFT among market making, event driven and stat arb? C++ vs C# vs Matlab vs Java and RenTec low latency

  More on most profitable in HFT among market making, event driven and stat arb? C++ vs C# vs Matlab vs Java and RenTec low latency   there were discussion about c++ or matlab and java/c#. Everybody accepted that matlab is powerful to solve issues of numeric and statistic, etc. But when they use it …

More on most profitable in HFT among market making, event driven and stat arb? C++ vs C# vs Matlab vs Java and RenTec low latency Read More »

Which do you think is the most profitable in HFT among market making, event driven and stat arb?

Which do you think is the most profitable in HFT among market making, event driven and stat arb? Many think HFT is profitable, but few only know which is the most profitable. Let’s discuss a piece of the fact.   — Interesting question! I think market making used to be a great form of income, …

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