Tag Archives: FPGA

Tonite! From visual trading idea to C++ or FPGA HFT

Tonite!

I just posted the login details for tonite (at 7PM Eastern Standard Time).

Topic:

From visual trading idea to C++ or FPGA HFT

 

Essentially, I have gone from a visual trading idea via Matlab’s Simulink to generate source code to C or C++. I could even do the same process for HDL (hardware description languages) for FPGA deployment for ultra-lowest latency. As a result, I will dedicate April 7th to do a complete LIVE Q&A on this to answer your questions. Watch these video to see what questions you come up with. I will be only tackling this topic this one time as it looks like this will become my new standard for developing market ideas into a self-contained systematic trading models for C/C++ or FPGA deployment.

  1. Please join my meeting, April 7, 2015 at 7:00 PM Eastern Daylight Time.
    https://global.gotomeeting.com/join/808252469
  2. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

Dial +1 (872) 240-3212
Access Code: 808-252-469
Audio PIN: Shown after joining the meeting

Meeting ID: 808-252-469

http://www.meetup.com/quant-finance/events/221578202/

http://www.meetup.com/R-Matlab-Users/events/221578159/

 

I just posted this for April 27:

Utilizing Topographic Finance to Understand Volatility Meetup

By Dr Paul Cottrell
7-8pm.

April 27

Volatility Surfacing

Visual representation methods are a common problem in econometrics and finance in order to describe system dynamics. In this paper we address this problem by using the bi-harmonic oscillation process and the Brownian motion components, to generate a three-dimensional volatility surface.

http://www.meetup.com/quant-finance/events/221681327/

http://www.meetup.com/R-Matlab-Users/events/221681369/

 

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Holy Crap! Simulink FPGA HDL HFT potential Examples

Holy Crap! Simulink FPGA HDL HFT potential Examples

Sometimes you feel like like a kid in a candy factory but these examples are world class as usual

They have been handed off to Mr FPGA as I have no idea what they mean (Soon one day soon)

http://www.mathworks.com/examples/product-group/simulink-code-generation

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Matlab 2014 Simulink with C FPGA source code generation for HFT

Matlab 2014 Simulink with C FPGA code generation for HFT

WHOA! This is big news! Watch the video as there are some impressive fixes for the recent Matlab 2014a/b.

A video walk through on how to accomplish this with the equivalent of a dummy Simulink model

Error in port widths or dimensions. Output port 1 of is a one dimensional vector with 1 elements.

During Simulink Coder Builder:
Error: The option ‘MAT-file logging’ is not compatible with reusable code; consider deselecting ‘MAT-file logging’, setting the option ‘Code interface packaging’ to ‘Nonreusable function’, or setting the option ‘Multi-instance code error diagnostic’ to ‘None’ or ‘Warning’

Disable MATL File logging by
Look under Code Generation Pane – Interface http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

I was able to use ert.tlc compiler target during the code generation buil  (Create Visual C/C++ Solution File for Embedded Coder)

I got a build error with:

(I gave up after this point but if you choose use compiler target grt.tlc). I was able to use ert.tlc (Create Visual C/C++ Solution File for Embedded Coder)

This target is Create Visual C/C++ Solution File for Simulink Coder

During build you may get this error:

### Build procedure for model: ‘Simulink2VS’ aborted due to an error.

Access is denied.
Component: Simulink | Category: Block error

I attempted to resolve because of:

http://www.mathworks.com/matlabcentral/answers/120781-problem-with-simulink-coder-and-ms-visual-studio-10-0

https://www.mathworks.com/matlabcentral/newsreader/view_thread/278597

http://www.quarcservice.com/ReleaseNotes/files/configuration_parameters.html

Some of the resolution COULD be:

When you access COM+ components that are installed on a Microsoft Windows Server, you may receive an access denied error with E_ACCESSDENIED HRESULT value.

http://support.microsoft.com/en-us/kb/810153

http://windows.microsoft.com/en-ca/windows/what-are-administrative-tools#1TC=windows-7

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HFT FPGA job description you should know

HFT FPGA job description you should know

The most technical jobs you could ever have. Courtesy of MR FPGA!

https://www.linkedin.com/jobs2/view/35961527?trk=job_view_similar_jobs&trk=job_view_similar_jobs

https://www.linkedin.com/jobs2/view/38617191?trk=eml-b2_anet_digest-group_jobs-10-job-1&midToken=AQF5sD_Q09RJVA

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HFT FPGA mainstream! Intel buys Altera

HFT FPGA mainstream! Intel buys Altera

As I get into this stuff, this just legimatized that Altera foundries for FPGA is now mainstream

http://www.cnbc.com/id/102508247

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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!

Matlab 2015a makes it easier for HFT via FPGA

Matlab 2015a makes it easier for HFT via FPGA

Hold the phone!

This is another ground breaking version but making me realize maybe I should just focus on Simulink model development alone instead of blowing my brains on other stupid front ends!

http://www.mathworks.com/company/newsroom/mathworks-announces-release-2015a-of-the-matlab-and-simulink-product-families.html

 

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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!

AMAZING Matlab Simulink video tutorials for FPGA deployment C Coder and visual model development

I am putting out there what I do think MATLAB is the world’s best way to learn about any type of trading including fundamental or quantitative based. I have compiled various postings to showcase these results.

 

For instance, if you ever decided to trade at a high-frequency level like HFT, MATLAB Simulink enables you to have rapid deployment into an FPGA, C or C++ source code generated on the fly. That is pretty impressive as there are no other tools that can do this as easily or as effective.

 

https://quantlabs.net/blog/2015/01/awesome-MATLAB-simulink-video-tutorials-for-fpga-deployment-simscape-c-coder-and-visual-model-development/

 

There are other examples available to showcase the capability of code generating MATLAB trading ideas to C or C++.

 

https://quantlabs.net/blog/2012/11/rading-or-hft-open-source-code-demo-of-MATLAB-coder-toolbox-converting-hello-world-m-script-to-c-file-free-opensource/

 

 

You could also deploy the same trading ideas quite easily into a powerful open source Java trading platform like Trade Manager.

 

https://quantlabs.net/blog/2011/11/my-demo-with-MATLAB-builder-ja-for-java-export-mcr-using-eclipse-ide/

 

That is powerful!

 

In fact when you look at the best way to learn about options trading let’s say, the search results on Google are more popular with MATLAB as compared to R or Python. So you are essentially shortchanging your technical capabilities with inferior languages or tools. Not only will that hold you back but your pace of learning or implementing is slower as well since the community support is far superior with MATLAB. This video drives a point.

 

https://quantlabs.net/blog/2015/01/huge-difference-of-MATLAB-options-asset-time-value-verus-search-results-of-r-and-python/

 

So these are enough reasons why banks and hedge funds pretty well only use MATLAB for the highest paying “quant research” jobs out there. As a result, MATLAB becomes the standard in these institutional environments. This is even for their HFT environments. Here is a ‘secretive’ document video that showcases that!

 

https://quantlabs.net/blog/2015/01/so-which-banks-use-MATLAB-simulink-for-their-high-frequency-trading-aka-hft-for-fpga-deployment/

 

 

Some people claim they cannot afford MATLAB but did you know there is a Home Edition where you can get the majority of toolboxes for under 1000 bucks? This alone will pay back in spades your investment if you choose to pursue a career path in banks. This is also most useful for those traders who want to become automated independent traders. As a result, I want you to become addicted to MATLAB to unleash your fullest potential in optimizing your trading capabilities. Only MATLAB delivers this so I have decided to slash my entire course set at nearly half price off. There is no real deadline but I may increase the current price with no warning!

 

-> TRADE WITH MATLAB

http://quantlabs.net/academy/buy-all-of-our-matlab-courses

 

 

Not only that, if you feel you still need to learn from R, you can still get the course set of my original slashed price as well.

 

–> TRADE WITH FREE R

http://quantlabs.net/academy/buy-all-of-our-r-courses/

 

So all in all, this is what we call a sweet deal! I hope you get addicted soon like I am so I can advance by trading capabilities with a tool like MATLAB.

Honesly, this is where my future lies

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!

Awesome Matlab Simulink video tutorials for FPGA deployment Simscape C Coder and visual model development

Awesome Matlab Simulink video tutorials for FPGA deployment Simscape C Coder and visual model development

Oh there is so much you cando with this thing

http://www.mathworks.com/videos/running-parameter-sweeps-fan-speed-68857.html

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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!

Simplest answer why banks and hedge funds want to use FPGA for their high frequency trading aka HFT needs?

Simplest answer why banks and hedge funds want to use FPGA for their high frequency trading aka HFT needs?
A question came in from a newsletter subscriber on this
Any reason why they use FPGA over the other options ..
What is so special about FPGA ..
I looked forward to your response. .
I discuss this in many ways as in this search result:

https://quantlabs.net/blog/?s=fpga

In a nutshell it offers the lowest latency for any type of trading.

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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!

So which banks use Matlab Simulink for their high frequency trading aka HFT for FPGA deployment?

So which banks use Matlab Simulink for their high frequency trading aka HFT for FPGA deployment?

(In case you missed this) Hint, I will say Morgan Stanley, Barclays, Goldman Sachs, Citi

Don’t ask for the document as it is long gone like in poof

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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!