Tag Archives: experienced

Experienced algo trader view on Microsoft Windows detriment

Experienced algo trader view on Microsot Windows detriment

Another member’s view of using Microsoft and Windows 10 product:

Brian,

 

I am surprised that it has taken you so long. At the end of 2015, after assessing risks of using Microsoft’s products, (ransomware threats, attack surface, upadate issues, vulnerabilities, support passed out for Microsoft’s own not so old products etc …) I decided to wind down my IT service company. I must admit that Windows 10 was the final straw, some of the anniversary update issues became a nightmare for my customers.  For me and supporting Microsoft’s server and other products were becoming a “can of worms” as their business model refocuses to software as a service (Re Windows 10 enterprise – subscription 365).  Even their SQL server department are rumoured to prefer to deploy SQL server on linux and had resisted deployment on Windows server 2016. The cloud makes it easy for customers to choose any competitor to Azure and Microsoft are scrambling to lock in their customer base.

(see http://www.forbes.com/sites/quora/2016/12/07/why-is-microsoft-showing-so-much-interest-in-linux/#1e8060f74e5f )

 

To run a trading system on windows 10, you are subject to updates that are not controlled, other win 10 close to you can leach the updates from your box, and there is constant telemetry being sent to Microsoft etc– all of which chew up your band width – not the ideal when you want to trade, this contributes to slippage – money taken out of your pocket. There are other issues as well see: https://senk9.wordpress.com/checklists/windows-10-privacy-checklist/

 

I now spend most of my time developing systems for trading (using machine, deep leaning) on Ubuntu. (Those that still like the windows feel may opt for Linux mint)

 

Over the last few months I have ported some of the software to linux (Ubuntu) and manage these with wine, and Play on Linux to manage the versions of wine required for various MS based software (via virtual disk drives) and on the odd occasions that I may require a Microsoft operating system , I spin up a VM using virtual box on linux.

 

For VMs, to be deployed to servers, you have Docker (or LXC – not as flexible) so it is easy to deploy your trading VM to any collocation service (closer to an exchange to handle latency issues and resilience).

 

The nice thing about Linux is that the development platforms (python, CUDA etc..) just work!

 

So consider Windows 10 – well and truly dumped or knobbled in virtualbox on linux!

 

BTW further to my previous email, you may be interested in the podcast Cryptocurrencies and Machine Learning with Bert Mouler http://bettersystemtrader.com/064-cryptocurrenciess-machine-learning-with-bert-mouler/

 

Wish you all the best with your new service.

There you go…also I cannot recommend more than this Burt gom the Chat with Traders episode for Machine Learning. It was the best one for machine learning benefits

Join my FREE newsletter to see how I plan implement in a non Microsoft Windows world

 

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!

Here are Questions I would ask those experienced running a HFT trading operation

Here are Questions I would ask those experienced running a HFT trading operation

I have posted algos exclusively available only to my Elite member. I have details on this below!

-> GO HERE FOR IMMEDIATE ACCESS <-

I have sliced and diced the various components you would need if you were to deploy your own world class High Frequeny Trading (HFT) environment.  These are the exact same metholodgies explained by the VP of High Frequency Engineering at Barclay’s Bank. Here are the listings:

1. Questions I would ask those experienced running a HFT trading operation

https://quantlabs.net/blog/2014/12/questions-i-would-ask-those-experienced-running-a-hft-trading-operation/

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

https://quantlabs.net/blog/2014/12/erlang-from-barclays-bank-go-big-video-with-weaknesses-including-potential-rdma-open-source-solution/

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

https://quantlabs.net/blog/2014/12/barclays-hft-uses-with-vendor-panel-including-solarflare-and-corvil-video-decent-open-source-solutions/

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

https://quantlabs.net/blog/2014/12/c-secret-vendor-and-open-source-libraries-potentially-used-for-hft-environments-thanks-to-this-barclays-bank-presentation-video/

  1. Need to learn options trading or futures?

Sang Lucci views on options trading and live Youtube video for their Master Class

https://quantlabs.net/blog/2014/12/sang-lucci-views-on-options-trading-and-live-youtube-video-for-their-master-class/

Also don’t forget:

2015 will be the year of the algorithm: 226 reasons that will make you a better quant or indie automate trader

Download your sample Excel spreadsheet here or watch my 20 minute presentation video on this:

https://quantlabs.net/blog/2014/12/2015-will-be-the-year-of-the-algorithm-226-reasons-that-will-make-you-a-better-quant-or-indie-automate-trader/
That’s right, get your immediate access to all 226 related algorithms now!


->  GO HERE FOR IMMEDIATE ACCESS <-

This will double in price after New Years Day Jan 2 2015!

Happy New Year!
Thanks Bryan

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!

Questions I would ask those experienced running a HFT trading operation

Questions I would ask those experienced running a HFT trading operation

From what I know so far, this is what I would ask:
1.    What would you view be on an open source C++ HFT trading project like http://www.trading-shim.org/
2.    What is your view on this potential solution to fix weaknesses of Elrang and RDMA

Adventures in HPC: RDMA and Erlang


Provide a solution or workaround satisfactorily?
https://github.com/MrStaticVoid/rdma_dist
3. What would your view be on expensive tools like Matlab/Simulink to transfer trading ideas into C++/C via Code Generation? What about the
Simulink Code generation into VHDL for FPGA deployment? Would FPGA still have a solid future here?
4. Do you find Intel’s C compiler is best for tuning?
5. Do you find these open source network monitoring solutions mentioned here to replace Corvil solutions?
http://www.infoworld.com/article/2683857/network-monitoring/article.html
6. Is Intel the preferred processor to optimize/tune at the lowest level?
7. Would Fix8 be a decent alternative to use instead of a commercial solution?
8. Do you find Redis would be adequate as a NOSQL solution vs MongoDB (C++) or Cassandra (Java)? Redis has a higher throughput rate?
9. Apache Memcached is mention but is Redis an aadequate substitute?

Got answers, let me know via commenting below. Thanks

Join my FREE newsletter as I learn answers to these questions

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 stats are here for MongoDB vs Redis NOSQL database performance comparison for high speeding trading from other experienced user!

The stats are in for MongoDB vs Redis NOSQL database performance comparison for high speeding trading from other experienced user!

This awesome news from someone else who test the performance betwen both. He also posted some comments I never considered so big thanks to him for posting! This is excellent as we move forward to make this really cool! Read the comments below in this posting.

https://quantlabs.net/blog/2014/12/the-stats-are-in-for-mongodb-vs-redis-performance-comparison-for-high-speeding-trading-from-other-experienced-user/

From the Dell guy on the NEXT BIG THING internet of things? WTF is fog computing

He said: 2 exabyte per day is generated man thats INSANE

Interesting  future

https://quantlabs.net/blog/2014/12/from-the-dell-guy-on-the-next-big-thing-internet-of-things-wtf-is-fog-computing/

Don’t forget about our upcomingNOSQL vs SQL database smackdown”

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Online Meetup LIVE Event: NOSQL vs SQL database smackdown, which one for what?

There are so many databases usedbut what for what reason. I really want to investigate this with others online.

http://www.meetup.com/quant-finance/events/218915269/

http://www.meetup.com/R-Matlab-Users/events/218915394/

And now for a word from our sponsor::

If you are interested in any of these topics above, my entire Quant Elite membership revolves around these.

http://quantlabs.net/academy/introduction-quant-elite-membership/

Bryan

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 stats are in for MongoDB vs Redis NOSQL database performance comparison for high speeding trading from other experienced user!

The stats are in for MongoDB vs Redis NOSQL database performance comparison for high speeding trading from other experienced user!

 

This awesome news from someone else who test the performance betwen both. He also posting some comments I never considered so big thanks to him for posting! This is excellent as we move forward to make this really cool! Read the comments below in this posting.

https://quantlabs.net/blog/2014/12/would-you-build-your-automated-trading-system-just-like-this-including-a-machine-learning-idea/

Join my FREE Newsletter to learn more about how we use Redis

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!

This is the crappy pay you get as an experienced quant developer in C++ Java and Python in this Toronto position

This is the crappy pay you get as an experienced quant developer in C++ Java and Python in this Toronto position

I say: don’t do it as they will bully you out of your existence. They also want you to know all three major programming languages.

Don’t ask me for the contact!

Join me as I  make more $ then pocket change. Join my FREE newsletter to learn more!
Please review the position description below and forward an updated resume if you feel you are both qualified and available. If not, please forward to any suitable candidate:

Title: Quantitative Developer
Location: Downtown Toronto,ON
Duration: 6 months
Hourly Rate: $55-$60

Senior Developer responsible for Margin calculators development in Prime Brokerage Margin and Risk Technology to support PB Risk and Enterprise Risk functions.

Responsibilities
• Implement new features on the Python platform
• Implement new features in C++ on Windows and Linux platforms
• Debug existing C++ code and fix problems
• Debug existing Java code and fix problems
• Enhance existing Python code
• Produce documentation of code, testing and functionality

 

Qualifications
• 2+ years Python experience
• Solid knowledge of fundamentals of C++ programming language and object-oriented facilities in C++(3+ years)
• 2+ years Java developer experience
• Experience with Unix script programming (Shell, Perl, etc)
• Experience with Visual Studio and SQL Server an asset
• Ability to learn and work productively within an established codebase and debug existing code
• Willingness to learn new technologies and apply the best tools suited for particular tasks
• Excellent communication skills
• Positive ‘Can Do’ attitude
• Sense of urgency and effectiveness in stressful situations
• Team player mentality
• Minimum: Undergrad degree in Computer Science or related discipline

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!