Tag Archives: execution

SEE OUR LIVE TRADING STRATEGY WITH EXECUTION VIA INTERACTIVE BROKERS TWS WEBINAR

Quant Workshop schedule for Trading Infrastructure:  LIVE TRADING STRATEGY WITH EXECUTION VIA INTERACTIVE BROKERS TWS

Interacting with Interactive Brokers Trader Workstation TWS for automated trading

Tues Nov 19 at 7PM EST

– See more at: https://quantlabs.net/blog/2013/11/final-scheduled-dates-for-our-upcoming-automated-trading-system-workshop-with-membership-closing-jan-6-2014/#sthash.oNJSFtWA.dpuf

Area of topics that  can be covered on:

Demo C# Calling TWS Library For Market Orders To Interactive Brokers
Working demo of primitive model with real time market data to calculate and submit market order
Demo of TWS Library Visual C++ sample running with Interactive Brokers TWS
30 minute Youtube video demo with source for Java and R now bridged together with Interactive Brokers API TWS
Notes on architecture of Tradelink use cases and example of API for trading strategy uses
Back-testing trading models with evaluating point forecasts
Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWS Library
Demo of Interactive Brokers real time time data working with TWS Library and CPP source code
Demo C# Calling TWS Library For Market Orders To Interactive Brokers
London Quant Improved working model of IQFeed to Interactive Brokers TWS market order submission
TWS Library Batch Tester generated C++ code to Interactive Brokers
Overview of TWS Library callback and event handler for communicating with Interactive Brokers Treader Workstation
C# Demo TWS Library Interactive Brokers TWS with cash position and portfolio management

HOLY! SOURCE CODE AND WALK-THROUGH VIDEOS ARE AVAILABLE FOR MOST TOPIC!

Want to participate? Join our QuantLabs.net Premium Membership for access to this private webinar!

–> JOIN HERE <–

NOTE ON HOW THIS WORKS:

It is strongly advised to join as soon as possible to prepare for these topics. This event will cover

any questions you have on the above topics. I need to know what to formally present from a

collection of questions collected 48 hours prior to this event.
THIS IS GOING TO HAPPEN ONCE AND ONCE ONLY

Here is the entire schedule and topics covered:

Final scheduled dates for our upcoming automated trading system workshop with the QuantLabs.Net Premium
Membership no longer be taking new members past Jan 6 2014!

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!

Matlab Builder NE Mean Reversion trading algorithm with DotNet and Interactive Brokers real time data and trading market execution coming soon

Matlab Builder NE Mean Reversion trading algorithm with DotNet and Interactive Brokers real time data and trading market execution coming soon
Here is what I am working on right now!
The Matlab Builder NE toolbox is proving to potentially be a  good addition to this upcoming automatic trading system. The performance has been decent against all the simulated tick data from Interactive Brokers.  I can still keep the IQFeed as well. Also, I am still working on the pricing end for my mean reversion algorithm test which came from a Mathworks webinar so it should be good to go. Everything is working and I will definite show a preview video. A detailed video with SOURCE will be available for my QuantLabs.net Premium  Members. I will also be part of this workshop in the works for this same Member. As usual, it is exciting days ahead.

Join my FREE newsletter on other trading models I got in the works

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 automated trading systems aka ATS, you cannot use Excel for trading execution so use CSharp and DotNet

For automated trading systems aka ATS, you cannot use Excel for trading execution so use CSharp and DotNet

From another newsletter subscriber:

Brian,
My 2 cents –
I am under the impression that  you are set out to develop ATS that can withstand time tests.  I don’t think one can develop reliable trade strategies using excel.
ATS by itself is complicated. I expect ATS to sit in middle layer between HFTs and day traders or retail trades.  In essence, I expect ATS  to be not smarter than
HFTs, but definitely it can incorporate day/swing trading strategies to deliver better results than day/swing Traders.  That means, ATS has to filter out triggers based
on well-known indicators  and strategies used by smart day traders & swing Traders.  At least, that’s my goal.  I posted this last night and today was break down in
market. ATS should be able to handle such break downs.
–> I am aware Excel is not to be used for execution. This is for monitoring purposes only.

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!

Introducing Deltix trading for HFT with BEST Strategy Development and Execution

Hi there

For those that have not figured me out yet, I would summarize I only work with the BEST technologies for trading on the planet. I have spent quite a few years scouring for the best technologies to work with to build an incredible but slick set of software interfaces with virtually NO limitations.

1. Open source technologies like R or Python is fine for experimentation but watch it when things break on your multi-million dollar portfolio. Are you the betting kind?

2. MATLAB has presented itself as easily the BEST prototyping and researching tool for trading model, strategy, and algorithm development.

3. I now consider Deltix to be the MOST ADVANCED and quite possibly one of the easiest trading platforms with high frequency trading capabilities. I have even seen live presentations of it processing over 2 million transactions per second in parallel. As a result and a direct message from the their President:

Deltix has WON the following Technical Analyst Awards 2013 in London last week:

Best Automated Trading Product: Strategy Development

Best Automated Trading Product: Execution

https://quantlabs.net/blog/2013/04/deltix-for-ultra-low-latency-hft-best-automated-trading-product-strategy-development-and-automated-trading-product-execution/

You may ask:

So what?

I can tell you I am hoping to experiment with this platform in coming weeks. I knew this platform will blow the socks off of any of those who take their trading seriously. Now you can rest assured these type of awards bring credibility not only to Deltix but the Premium members of my QuantLabs.net service.

Deltix deserves the highest fives in congratulation as their trading platform is quite incredible. So once again, your opportunity in joining thisEXCLUSIVE and IN THE KNOW TRADING membership is only a click away:

>> JOIN NOW TO BE A QUANTLABS.NET PREMIUM MEMBER <<

Here is one comment  I got just got from one member in the last 5 minutes:

“great service, thx”

Seriously, are you wanting to miss out on all these opportunities with working with the BEST OF BEST in technologies to reap the HUGE benefit for you, your firm, and most of all the return of investment you will get.  As one recent Microsoft presentation I just hosted, the presenter said:

You pay now, or you pay later

He is referring to the lost productivity and wasted time you will go through when you try to save in the various techniques in using open source, rolling your own, and so on.

You choice:

>> JOIN NOW TO BE A QUANTLABS.NET PREMIUM MEMBER <<

Here are some of the best benefits as a Member!

Thanks for reading

Bryan

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!

Introducing Detlix trading for HFT with winning BEST Strategy Developement and Execution

Hi there

For those that have not figured me out yet, I would summarize I only work with the BEST technologies for trading on the planet. I have spent quite a few years scouring for the best technologies to work with to build an incredible but slick set of software interfaces with virtually NO limitations.

1. Open source technologies like R or Python is fine for experimentation but watch it when things break on your multi-million dollar portfolio. Are you the betting kind?

2. MATLAB has presented itself as easily the BEST prototyping and researching tool for trading model, strategy, and algorithm development.

3. I now consider Deltix to be the MOST ADVANCED and quite possibly one of the easiest trading platforms with high frequency trading capabilities. I have even seen live presentations of it processing over 2 million transactions per second in parallel. As a result and a direct message from the their President:

Deltix has WON the following Technical Analyst Awards 2013 in London last week:

Best Automated Trading Product: Strategy Development

Best Automated Trading Product: Execution

https://quantlabs.net/blog/2013/04/deltix-for-ultra-low-latency-hft-best-automated-trading-product-strategy-development-and-automated-trading-product-execution/

You may ask:

So what?

I can tell you I am hoping to experiment with this platform in coming weeks. I knew this platform will blow the socks off of any of those who take their trading seriously. Now you can rest assured these type of awards bring credibility not only to Deltix but the Premium members of my QuantLabs.net service.

Deltix deserves the highest fives in congratulation as their trading platform is quite incredible. So once again, your opportunity in joining thisEXCLUSIVE and IN THE KNOW TRADING membership is only a click away:

>> JOIN NOW TO BE A QUANTLABS.NET PREMIUM MEMBER <<

Here is one comment  I got just got from one member in the last 5 minutes:

“great service, thx”

Seriously, are you wanting to miss out on all these opportunities with working with the BEST OF BEST in technologies to reap the HUGE benefit for you, your firm, and most of all the return of investment you will get.  As one recent Microsoft presentation I just hosted, the presenter said:

You pay now, or you pay later

He is referring to the lost productivity and wasted time you will go through when you try to save in the various techniques in using open source, rolling your own, and so on.

You choice:

>> JOIN NOW TO BE A QUANTLABS.NET PREMIUM MEMBER <<

Here are some of the best benefits as a Member!

Thanks for reading

Bryan

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!

Deltix for ultra low latency HFT: Best Automated Trading Product: Strategy Development, and Automated Trading Product: Execution.

From the president of Deltix;

For HFT platforms: Technical Analyst Awards 2013:  Best Automated Trading Product: Strategy Development, and Best Automated Trading Product: Execution.

Wow. I will reveal more details in coming weeks on this amazing product. As said, I only like to work with the best of the best!

My congrats goes out to him and the team at Deltix!!

Deltix for HFT, Matlab for research.

http://www.deltixlab.com/

Want to learn more? Join my FREE newsletter

That is all…

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!

The case of Matlab and Simulink build for real execution of trading management. Even for potential HFT with video

The case of Matlab and Simulink build for real execution of trading management. Even for potential HFT with video

Interested in these topics? You should join my FREE newsletter to learn more.

Let me know what you think of this conversation:

https://www.quantnet.com/threads/maths-software-to-master.2837/#post-25976

Also, here is a video for high frequency trading data:

http://www.4shared.com/video/eJEOyBbJ/file.html

 

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!

How to integrate R with your Interactive Brokers TWS for trading execution?

How to integrate R with your Interactive Brokers TWS for trading execution?

This is coming from a Facebook member

Hi, my name is … I am from Romania and i have just start working on building up a trading model in R. I have a problem findind reliable and usable historical data. Coud you indicate to me any source? I want to work with IB Brokers…Many thanks

https://quantlabs.net/blog/2013/03/youtube-video-on-how-to-integrate-your-r-trading-model-using-interactive-brokers-tws/

Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

quantlabs.net

Youtube video on How to integrate your R trading model using Interactive Brokers TWS? From Facebook user: Hi, my name is …, I am from Romania and i have just start working on building up a tradin…

 

Many thanks!!! and i hope i can come back with other questions.

 

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!

Youtube video on Matlab is #1 platform for your trading with execution researching portfolio risk management

Youtube video on Matlab is #1 platform for your trading with execution researching portfolio risk management

Learn more by joining my 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!

Why I switch to Matlab Simulink and Multichart.net with no execution through Linux, open source, Marketcetera, or Java

Why I switch to Matlab Simulink and Multichart.net with no execution through Linux, open source, Marketcetera, or Java

See bloew as this continue.

This is in follow up on a video I posted on:

Youtube video Demo of Matlab Simulink visual trading model to c to Microsoft NET C sharp to Multicharts trading platform

Thanks for the queries. I much appreciate that.

Responses below followed –>

 

Hey Bryan,

I’ve been watching your videos and I’ve found them interesting. However, lately I’ve seen you post about multicharts for algo trading.

Apparently, you originally were going to set-up an ATS based on quickfix?

Have you looked into open-source cross-platform java-based algorithmic trading platforms such as marketcetera or algo-trader? Both platforms also happen to utilize quickfix/j.

–> Algotrader has no real documentation while the paid edition Marketcetera is very expensive. I also have looked at major available open source trading platforms.
Marketcetera, unlike multicharts, was actually designed for HFT and is still used by various hedge funds for the reason, and it has full fix connectivity, unlike the c sharp based multicharts(or tradelink, another open-source trading platform solution only has a broken implementation of fix, unfortunately).

–> I would have gone through sockets for Interactive Broker’s TWS client as that is properly supported while there is virtually no support for FIX on major brokers. If I ever go FPGA, FIX will be my only choice.
However, as the platform was designed for fix-based hft solutions, it currently does not support any market data solutions other than market-data over fix. Since, IB doesn’t offer market data over fix, one would still have to manually code a connection to iqfeed. For retail based solutions that do offer market data over fix, I know x-trader has it available, and many retail futures brokers do offer the fix api at a lower cost. Since, you’re canadian, if you ever think about opening account with a us FCM, I know the “deepdiscounttrading.com” takes Canadian clients. The site looks sketchy, but it’s actually an IB for Crossland. I’m not sure what they offer with regards to the pricing for tt fix connectivity, though. If you wanted to code for the iqfeed feed, you could use socket programming to receive the data through java.

–> I only go after reputable brokers like IB as I am not that desperate to trade with questionable brokers

They have c++ integration, so it may be possible to use the simulink code, or alternatively you may be able to use the matlab compile to compile a c/c++ library or use the compiler for java to simply create a native java extension. Matlab has excellent java support, better than c#.

–> i am sure you heard about the latest news of the Java breaches including the latest with Twitter  so I stay with more secure stuff. .NET Ahem. hack but that argument is another day….
http://web.archive.org/web/20080912010358/http://trac.marketcetera.org/trac.fcgi/wiki/C++Integration

However, to make it easier, algo-trader, which is a newer and less mature product has full support for the IB market data feed as well as execution capabilities. Apparently, they also offer fix, although I wouldn’t say that it is as optimized as marketcetera for ultra-low-latency.

Since latency is extremely important with regards to HFT, have you considered a linux-based solution? Linux has lower latency than windows for tcp/ip communications. Matlab is capable of running on linux, as well. You can still compile the code on the platform using simulink or to a library or to java and then integrate it into the marketcetera or algo-trader platform.

 

–> If I do go HFT, I would only stick with FPGA type solution so these other trading platforms will be useless as it is hardware based. I can generate HDL/Verilog code from the Simulink HDL coder.

Iqfeed can work on linux through wine, as socket networking will still be able to function on linux.

Here are the download links to marketcetera and algo-trader:

code.google.com/p/algo-trader/

http://grepcode.com/snapshot/repo1.maven.org/maven2/org.marketcetera/marketdata-marketcetera/2.2.0/

and the mirror for marketcetera:

http://repo.jrebirth.org/repo/org/marketcetera/

–> As said, Marketcetera is too expensive and too rigid. If they still only support strategy development through Ruby, it is fairly dated. Multicharts,NET is  a real nice solution with options as my video hints at. If I got really rolling, I would definitely switch to something like Deltix or even FPGA

What I don’t understand is, if you’re going to use multicharts for execution, why not matlab, I mean neither platforms were designed for ultra-low-latency, so you can’t expect the performance between the 2 to be that different with regards to hft. You might as well just use matlab, for everything, in that case. E.P Chan has an ATS set-up in matlab, but he doesn’t exactly call it HFT. For that matter, people who automate in multicharts, don’t generally call it HFT, either.

–> As I am switching to Multicharts, I would never call it HFT but it does have the capabilities to execute fairly higher number of orders. My UK quant contact told me about the .NET version so that is why I switched. Remember Matlab is single threaded so it has limits. I already talked to Ernie about the Multicharts so he may investigate with what I showed in the same video you saw.

You don’t need to jump on a linux-based ats right away, but you could at least test some basic code out with eclipse on a linux vm in vmware/virtualbox.

 

–> After my jaunt in Linux, I don’t see myself go Linux or open source as there really no support, community, set of standards, etc. It is only for people who are wanting to live on the command line or just be true open source. I like  to be productive so Windows offers that capability for me. ALso, I would never virtualize or do cloud as I don’t need extra software layers to slow down any systems.

I’m just trying to help. I hope it works out. If you manage to pull off integrating the matlab code into an ultra-low-latency solution like marketcetera, you’ll have a serious production-quality system with a nice workflow on your hands, and one that would actually be ready to be co-located…..

–> I think this is just about the best offering I have as I explained in the video. Thanks for offering but I have already looked at all the open source trading platforms, R, Linux, etc. These set of options explained in the video is the most logical to me.

Best Regards

—-

“Algotrader has no real documentation while the paid edition Marketcetera is very expensive. I also have looked at major available open source trading platforms.”

It’s true that you wouldn’t be able to get true support with either platform, however, some start-up hedge funds simply use marketcetera as a template for their basic platform.

“I would have gone through sockets for Interactive Broker’s TWS client as that is properly supported while there is virtually no support for FIX on major brokers. If I ever go FPGA, FIX will be my only choice.”

At the institutional level and especially in the HFT world, FIX is the industry standard for both streaming market data and executions. All major brokers from Newedge to Goldman Sachs to JPMorgan to HSBC, etc support FIX.
Besides IB, I know other retail brokers offer fix connectivity through (the Nasdaq certified Platinum partner) DAS Trader (brokers such as speedtrader and choicetrade offer this) or (the institutional quality) realtick (check their website and you’ll find cobra trading, lightspeed trading, etc.) or Rithmic (check their website and you’ll find Vision Financial among other FCMs including the major institution, newedge) platforms. Just2trade also has a fix connection. Of course, I mentioned the very professional X_Trader, as it offers both market data and execution, something that is hard to find at the retail level.
For market data, besides using socket programming to receive the iqfeed data, there is another retail-oriented data vendor that offers level 1-based data with native linux support for both c++ and java. You can look into “Activetick”.

 

–> All of the brokers you mention are probably fine. X_Trader is something I heard is kind of buggy and overpriced which still limits you. I cannot verify as I never used it. I don’t think this operation I will be involved with is really HFT. Even if I did, I would use nothing less than FPGA or Deltix depending on capital available. As for FIX, it is fine when you have an army of coders who can tackle these support issues or if you can truly afford the third party FIX engine solutions.
“I only go after reputable brokers like IB as I am not that desperate to trade with questionable brokers”

The only reason why I brought up that site is because some US-based FCMs do not permit Canadian clients for various reasons. Anyway, it’s only an introducing broker , so your funds will still be secured by a decently sized broker, Crossland.

 

–> Not sure but what are the advantages going through some introductory broker? I think IB should be good enough.

” i am sure you heard about the latest news of the Java breaches including the latest with Twitter so I stay with more secure stuff. .NET Ahem. hack but that argument is another day..”

No offense, but I wouldn’t necessarily call MS Windows based solutions “secure”. Even major banks may use windows based desktops, however on the server-side, their key infrastructure is all Linux based at this point. Mono has worse performance on linux than java, partially because a fundamental reason why .net is so fast on windows is due to microsoft’s heavy optimizations for windows/x86 based hosts in their vm, whereas java vms are inherently less architecture/platform based with regards to performance. That’s probably the reason why MS is having some difficulty in fully porting .net over to even ARM windows.
Also, people who co-locate mostly run linux on either bare metal or run hosted vms, which in turn are based on xen/linux platforms. Therefore, their systems are written in mainly c++ and to a lesser extent java. If you take a look at real major industry-grade execution management systems like Portware, RTS, Flextrade, ORC etc. you’ll find that they are largely java based. Other major EMS solutions like Apama are based on c++.

Java is a major player in the banking industry for server-side solutions and execution management among other things, including algorithmic execution, big data analysis via hadoop, high-performance network infrastructures, etc. C# is not really used for ultra-low-latency performance code, it is more used on the front-end desktop side of things for more managerial things such as creating custom portfolio management software, etc.

 

–> I agree with the above but on the trade secrets that I learned with C#, it has amazed me on the speed you can get with how you memory is managed within C#, your data types, and design patterns used. The coding style is very unorthodoxed but these ‘trade secret methodolgoies’ are just that: secretetive. Unfortunately, I don’t think I would ever reveal any of this as I like to retain my market edge over others. This was recently demoed to me by a real world quant with amazing speed results of massive times series being analyzed in real time. All done in C++ and C#.

“As said, Marketcetera is too expensive and too rigid. If they still only support strategy development through Ruby, it is fairly dated. Multicharts,NET is a real nice solution with options as my video hints at. If I got really rolling, I would definitely switch to something like Deltix or even FPGA”

A Veteran’s Perspective

From their blog, they support ruby, java and python for scripting.
Python is not a joke, either. It’s on par with matlab for prototyping. Many Quants now are using it for prototyping in lieu of the lower-performance and less-general programming oriented R. Cython is becoming pretty popular in quant shops, too. A lot of ATS solutions use python code for scripting and some even use performance cython code for various execution management tasks as part of their respective platforms.

 

–> Too many languages to choose from is not the way, it is the bottom line of $. I have seen more trading platforms and it all comes down to profit in what they generate. The above C# system is easily the most optimized and high performant based system I have set my eyes on. The GUIs are pretty awesome too.

“As I am switching to Multicharts, I would never call it HFT but it does have the capabilities to execute fairly higher number of orders. My UK quant contact told me about the .NET version so that is why I switched. Remember Matlab is single threaded so it has limits. I already talked to Ernie about the Multicharts so he may investigate with what I showed in the same video you saw”

http://www.mathworks.com/support/solutions/en/data/1-4PG4AN/

Matlab offers multithreading for a number functions, already, also they have a killer parallel computing toolbox. I don’t believe that multicharts has support for distributed computing.

Plus, matlab has gpu support:
http://www.mathworks.com/discovery/matlab-gpu.html

A parallelized gpu implementation with partial support for multi-threading, actually doesn’t sound half-bad. I don’t think that multicharts can compete on that front.

 

–> As said, parallel computing is not a priority at this point as there will be very small subset of assets watched simultaneously. We are just starting out so I need something proven. The next evolutionary step would be something like FPGA or Deltix.

“After my jaunt in Linux, I don’t see myself go Linux or open source as there really no support, community, set of standards, etc. It is only for people who are wanting to live on the command line or just be true open source. I like to be productive so Windows offers that capability for me. ALso, I would never virtualize or do cloud as I don’t need extra software layers to slow down any systems.”

Every major cloud computing vendor from amazon down use xen/linux based platforms for hosting solutions, at this point. Co-location companies that sell hosted services to hedge funds also use xen/linux based platforms. Generally, the utilized linux distribution is CENTOS/RHEL, but sometimes it is Suse.

Well, the thing about linux is that it’s just an open-source copy of unix. It was designed to be customizable and performance oriented from the start. So, usability as a goal has always been pushed to the side. CENTOS is basically a copy of RHEL without support. Oracle also offers Oracle linux, which is another copy of RHEL and is available with lower-priced support options.
Given the ability to tweak linux to the user’s specification, linux-based solutions at the high-end for supercomputing and Financial trading applications, etc will always have better performance than equivalent windows based products. I don’t believe that many hedge funds are using windows for hft, but those that are, are very wary of the limitations of the platform, and structure their strategies accordingly.

 

–> As said, I tried Linux. I was so frustrated sitting their compiling dependencies that were either broken or had some undocumented hack to get around. I ended up wasting more time on this crap than anything else. Give me something where my productivity jumps up instead of looking at some flashing command line. I really hated the non standards way of these C++ library dependencies. I want to trade not fix processes that can go off the rails for some reason. From what I have been told by multiple real world quant sources, most hedge fund and banks only use Windows and .NET technologies in the UK. It is only market makers use Linux which does makes sense. Of course, I could be wrong on this but there are really two paths to go down: .NET vs Java/Linux/Open Source. Honestly, both worlds have their pros and cons but I have given both a fair shake. I just need to get up and running as fast as possible instead of spending many months or even years on a home grown system. As said, I appreciate the input.

Alright, I just wanted to throw some ideas in your way.

Best Regards

 

See how I plan to use Multichart as a trading platform

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!