Tag Archives: features

Solid FREE open source trading platform new features of Tradelink with IQFeed 5 and Reuters data import

Solid FREE open source trading platform new features of Tradelink with IQFeed 5 and Reuters data import

NEW FEATURES
* iqfeed works for all iqfeed users, no api purchase required
* iqfeed 5 support; tick and volume bars supported in iqfeed
* trueFX and thompson reuters data importing
* improved bar backfilling
* tick files can now be viewed while they are being recorded
* charting fixes
* fixes for replay playback timing, gauntlet memory simulations
* default install folder fixed for 64bit machines
* visual studio 2010 upgrade in c++ tradelink
* model removal and notification in generic views
* corrected most compiler warning messages
* many small fixes and features

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LIVE Webinar scheduled for my high frequency trading system aka HFT features and components LIVE Tues Jan 8 at 6pm EST

Hi there:
Details on this live webinar happening this Tuesday Jan 8 at 6 PM EST!
Remember that is this is only for QuantLabs.net Premium Members only!
What are some of the details?
1. How to rapidly build trading models visually and generate code for C or C++ and potential FPGA capabilities
2. Market data capture in real time using powerful features of Matlab/Excel to build a very powerful API on the cheap! This was selected for rapid development to save you months in R&D!
3. How to execute all market order types using Interactive Brokers TWS through the magic of socket programming and C++.
Wow! It don’t stop there. I will be doing further demos for my members on building lucrative trading models, powerful monitoring systems, and so much more!
You will not regret this as QuantLabs.net is increasing the QLN Premium Membership next week by a whopping 50%!! You read that correct! It is a not a typo, it is 50%. That takes effect next month on Monday Jan 14!!
Need to see other generous list of benefits? Go here.
Thanks
Bryan

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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!

Trying out the newer Visual Studio 2012. with special features for Visual C++ 2012? This could get interesting for HFT development

Trying out the newer Visual Studio 2012. with special features for Visual C++ 2012? This could get interesting for HFT development

So under the guidance, I have taken a leap of faith into Visual Studio 2012 for Visual C++ development. There seems to be some major updates that may change things quite a bit for this HFT platform.

Check here for my developments.

For instance, lamdas and the MS AMP for GPU could be a big move with Visual Studio 2012.

 

 

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!

My review of the latest in Windows 8, .NET 4.5 framework features, Visual Studio 2012, C# features

My review of the latest in Windows 8, .NET 4.5 framework features, Visual Studio 2012, C# features

So I was at a recent Toronto Net User Group where I was part of a presentation on the latest tools and changes in the .NET languages like C#.

Visual Studio 2012

There are some interesting  features within this Integrated Development Environment but there are some annoying parts I don’t like. Many complain about the gray tone but to change it feels like you need to go on an Easter Egg hunt to load a new template. There are some cool features including their tablet touch simulator which I have seen from within Nokia simulators. Another neat feature is the story boarding but you need to get a paid version for it. This would mean you need to purchase the Professional or Ultimate versions. A major benefit of Visual Studio 2012 is the backward compatibility capability to 2010. Nice! But you cannot expect your project to be backward compatible to Windows XP. Microsoft may have slowed their sales cycles of these new .NET products as many enterprises operations are still on XP.

.NET 4.5 framework

From a developers perspective, I do think that there is this promise of installing .NET 4.5 updates and replacing your .NET 4 DLLs and other runtime dependencies. In the olden days, .NET 3 apps would reside side by side with older .NET versions. The presenter fairly stated that many large industries are holding back on these Windows 8/.NET 4.5 upgrades because of this feature which could wipe out  or adversely affect  .NET applications. Major industries are holding back until they see certification of these new features. As a result, that might be a smart play by Microsoft as they ‘promise’ that all .NET 4.5 will be compatible with NET 4.0. As the audience bursted out in laughter, one person asked can you really believe the promises of Microsoft? Enter sarcasm here.

The new Async features in languages like C# with Task, await, etc reminds me of classic Java 6. Maybe it is just a catch up without ripping off the exact reserved keywords when it came to copying some of the features of older Java versions. Nonetheless, these features are pretty close to the multi tasking features of Java

This new update with JIT (Just in Time) compiler is interesting. I never worked with this feature within Java, but it sounds familiar. Once the code goes into runtime, it will optimize the compiled code into the target system regardless if is multi or single core. There are other external tools you can run on the target system before install your application. Microsoft has enabled new automatic features from the Visual Studio build to include this feature. It will get interesting if this works or yet scammers can find a way to exploit this as a security concern. All within the new Windows 8?

And yes, the world still awaits for a new Mobile and Table set of SDKs. I would have those were sent out months ago.

The new Windows 8

Now you are talking to someone who really has never seen some of the benefits of Windows 8. I have heard lots of things but to see it in action is a real first for. I say this as I only focus on my current development for those that follow me but I can assure .NET is not a priority at this point. Anyhow, I saw the Metro apps which I must say are quite genius. I am sure someone at Apple is thinking of how to improve that even further.

My take

All in all, I do think Microsoft has made great strides but they still fall in short in many areas that make developers like  me go crazy.  Currently, I see this cat and mouse game of securing Windows 8 but with the new features they add, scammer s will always find new ways to exploit the new features of within the .NET build process. All in all, Windows 8 could never be as secure as Microsoft wants you to believe. I am sure it is an improvement but….we will see the headlines in the news as with the latest in Internet Explorer 10.

Also, their mentality of paying for certain cooler features is still there. This is what kills Microsoft as a company with this arrogance. When you compare solid open source IDEs like Eclipse or Netbeans, I have yet to pay for any extra features  I  want. So why  I do need to pay for the storyboard feature in a paid version of Visual Studio? Seriously Microsoft? Can you not think of why your company is losing relevancy in today’s market. That could have been a Steve Ballmer idea so I guess you could say he needs to go.

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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!

Check out the new look and features being released ini Visual Studio 11. What are you thoughts for quant development?

Check out the new look and features being released ini Visual Studio 11.  What are you thoughts for quant development?

http://blogs.msdn.com/b/visualstudio/archive/2012/02/23/introducing-the-new-developer-experience.aspx

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!

Quant development: Is there any evidence of Oracle even focusing on much needed features in Java

Oracle is holding a restricted global Java survey (only by invitation). A significant focus is on branding Java. Is there any evidence of Oracle even focusing on much needed features in Java

Well, I for one see a ratio of some 5:1 for Java vs C++ work. Most work in my circles is still Java, as writing globally scalable systems is just easier and more reliable than with C++. I still think that Java is by far head and shoulders ahead of .Net for serious systems, especially trading related.

That said, I’ve been terrified of Oracle owning Java for a long time. And several things on this thread re-awaken the fear. Part of what made Java great (and contributed to Sun’s decline) is that it was “free”. The Java Gods came up with specs and reference implementations, and there were enough players involved in the spec process to keep things on an even keel. Implementations came and went, some better than others, and the market place worked out which players were worth it and which weren’t. JBoss, WebLogic (yes, Oracle bought that too), Terracotta, Spring, etc. are all the result of this process.

What scares me here is that Oracle is floating the idea of changing the icon and possibly the name. This is the proverbial camel’s nose under the tent on the way to licensing. See, Java is considered almost an open source standard. Oracle Java is not. Just imagine if Oracle bifurcated java into “public” and “private”, and did whatever they wanted with the “private” version. Talk about your time to market advantage! And then, of course, their DB, software and app server would run the proprietary version, not the public one. So anyone writing to “their” version is tied in, a-la IBM Cobol and Cics of yore.

I never did understand how the FTC could let Oracle buy Sun without divesting Java to NCITS (formerly known as ANSI) under he auspices of competitive advantage. NCITS is a truly global means of standardization, and they’ve done a great job with C/C++ as well as myriad other standards.

The risks to Java’s long term standing have started to increase. That said, there are still no viable competitors, other than .Net, which is Microsoft’s proprietary language/environment.

So, I guess, C++ may start to become more of a viable solution, if this trend continues

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!

awesome Active Quant feature like backtesting, download data, live trading.

Wow!! More awesome Active Quant feature like backtesting, download data, live trading.
Alternative way: using the sample apps from AQ
Use eclipse, choose new project and check out activequant-all or just some sub-modules from anonymous cvs, either choose a tagged version or HEAD.

When all is set up, you are ready to run the applications in src/application/… In there you’ll find :
* SimpleLiveRunner – this one trades live through IB or paper broker, is configurable, ask on list.
* SimpleBacktester – this one backtests a trade system with data from yahoo, is configurable, ask on list.
* SimpleOptimizer – this one brute force optimizes a trade system’s parameters and finds the best ones, is configurable, ask on list.
* HistoryDownloader, to download data from a source and store it to a data sink (ie. database)
* various tests, i.e. charting tests, IB connectivity tests, etc.
* etc. the code base changes from time to time

License: GPL.
http://www.activestocks.eu/?q=node/210

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!