Tag Archives: FIX

FIX exchange environment using QuickFIX Java open source

Demo of FIX exchange environment using QuickFIX Java open source



From time to time, I get an occasional article that surprisingly becomes popular for the day. This one article is such a case where it will demonstrate how to use open-source Quick FIX for any Java open source trading platform

Check out this video here

How to load market data into NOSQL MongoDB server with GUI

The last two days I have posted quite a few Python script tutorials. These include:

How to load data into no SQL Mongo DB server with GUI

Ultimate mother load Python packages list for quant trading

I have also included a 'safekeeping' posting for my Quant Elite members which includes those Yahoo Finance tags they use for their data service. Our favorite website in the last year was taken down by a Yahoo takedown request. This is one of the many many benefits I provide my Quant Elite members for their convenience

Don't forget about those important surveys that I'm running for my life learning on automated trading coming in a couple of weeks. You can help select the times are most convenient for you.

Please choose the most convenient day here
Please choose the most convenient time here

Thanks for reading 
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!

C++ avoid heap allocation in FIX

C++ avoid heap allocation in FIX

This guy is using the FIX format

http://www.codeproject.com/Tips/1072271/Cplusplus-Avoiding-Heap-Allocations

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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!

HFT offer ETF fix to prevent another August rout

HFT offer ETF fix to prevent another August rout

See the list of who’s who in this list of HFT shops of Modern Markets Initiative:

Bill Harts, the chief executive officer of the Modern Markets Initiative, whose backers are Global Trading Systems, Hudson River Trading, Quantlab Financial and Tower Research Capital. “Our role in the markets gave us unique insight into the problems that investors encountered when buying and selling ETFs that day, as well as ideas for practical solutions.”

 

A group of high-frequency trading firms advised U.S. regulators on how to prevent a repeat of the wild Aug. 24 trading session that roiled hundreds of securities, leaving exchange-traded funds’ prices out of sync with the values of their assets.

To read the entire article, go to http://bloom.bg/1MuyCSg

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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!

LibTrading open souce FIX protocol to watch

LibTrading open souce FIX protocol to watch

Could this be the FIX protocol library of choice move forward. My quick video will explain it all

https://github.com/libtrading/libtrading

What would happen if you found a way to analyse the markets to confirm your trading ideas? 

Join my FREE newsletter to learn how I am building that exact system 

 

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!
Microsoft

Congrats WIndows another critical bug fix

Congrats Windows another critical bug fix

Man, this is endless but you never hear these stories on a Mac yet alone Linux

Fix found for 'critical' Windows bug

Microsoft has released an emergency patch for a "critical" bug present on almost every version of Windows.

Read more:
http://www.bbc.co.uk/news/technology-33608364

Join my FREE newsletter to see how I move off of Windows technology

 

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!

NYSE outage FIX update is Linux

NYSE outage of FIX is Linux


This New York Stock Exchange outage yesterday was due to some upgrade in a configuration in their FIX server. I did find a job description for
their FIX operation which tells me they are using Linux but not Windows. That would have humored me for the next week if that was the case but go
here to see this job description posted at the NYSE. 

Poll show Python popular for trading vs Matlab or R

As you know I have been running a small poll to gauge who is using what programming language for their rapid prototyping for trading ideas.
It turns out that Python leads the way overwhelmingly.

Click here to check out this video.

 

Redis fastest NOSQL with clustering and failover

Personally if you ask me, there should never be outages of any databases any more with this video demonstrating the capabilities of the new
Redis failover and clustering capabilities.

This video is pretty awesome but simple to set up so click here to see it.

 

Thanks for reading

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!

NYSE outage of FIX is Linux

NYSE outage of FIX is Linux

…not Windows

This is according to this job description

https://www.intercontinentalexchange.com/careers/opportunities?nl=1&jvi=oJj80fwU,Job&jvs=Indeed&jvk=Job

Join my FREE newsletter to learn about how to apply FIX on Linux for your trading 

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!

Demo of open source Java based very powerful FIX market simulator

Demo of open source Java based very powerful FIX market simulator

Why backtest when you have this powerful simulator to test your strategies in real time against simulated banks, traders, and even market makers?

http://sourceforge.net/projects/fixagora/?source=typ_redirect

http://fixagora.sourceforge.net/

Do note that there is other project as well called FIX Pusher: http://sourceforge.net/projects/fixpusher/?source=typ_redirect

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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!

Holy here is a very useful FIX server with automated trading client for DOTNET CSharp

Holy here is a very useful FIX server with automated trading client for DOTNET CSharp

Wow .. I am really starting to dig my daily email digest CodeProject. Another gem discovery!

This will be very useful in using a simulated exchange via various trading clients.

http://www.codeproject.com/Articles/757708/Mock-FIX-Trading-Server

http://www.codeproject.com/Articles/782560/WPF-FIX-Automated-Trading-Client

NOTE:  To run, you need find the EXE under \Projects\mock-fix-trading-server-and-client\mock-fix-trading-server-and-client\Heathmill.FixAT.ATOrderBook

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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!

Demo of FIX exchange environment using QuickFIX Java and C++ open source

Also, before the webinar on FIX8, I decided to give QuickFIX a test run. I was quite surprised on some of the results:

 

Demo of FIX exchange environment using QuickFIX Java open source – See more 

 

QuickFIX for C++ does build with Visual Studio with trade client connecting – See more

 

Some more analytics research territory with Matlab that opens my eyes on areas no other traders or quants ever tread

 

A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab – See more 

 

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? – See more

 

Now that the high level trading analysis is complete, I am entering into a new a phase called ‘Battle of the Strategies”, I am looking at automating a process to measure the performance of these proposed strategies. I am looking for those bring robustness and consistent profits with them for forecasting. All of these reports will be ranked for Elite Quants. As you can imagine this will easily be the most important benefits of being part of this private community.

 

–> I want to be an Elite Quant NOW <–

 

Bryan

 

P.S. I will be giving FIX8 a run as well as introducing how this “Battle of the Strategies’ will be set up.

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!