Tag Archives: High frequency trading

Is high frequency trading really in trouble?

Is high frequency trading really in trouble?

I have been posting about how this industry is consolidating. It also appears that competition and low volatility are killing off the weak players. Wah wah. It looks it makes it easier for us retail traders in what few crumbs we can get.

http://www.businessinsider.com/the-fastest-traders-on-wall-street-are-in-trouble-2017-8

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Algorithms behind high frequency trading

What are some algorithms behind high frequency trading?

This is a common query but it looks like pair trading/mean reversion is most popular

https://www.quora.com/What-are-some-algorithms-behind-high-frequency-trading

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High Frequency Trading takes down economies

High Frequency Trading  takes down economies

 
High Frequency Trading

Imagine we have so many videos on HFT. For all the newbies joining this growing, I wanted to introduce another video I discovered about this topic. This one is quite well done but the scary part is how HFT can impact an economy if not done right. Who knew HFT had that much power?

Watch this video here

QUESTION DEADLINE IS JAN 19TH!! Email them to me when you join and ready!

I have selected Saturday, January 21 at 9 AM EDT. . This is the same time as New York City.

I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Optimal Hedging
Options on futures
Options examples continue
Additional Options concepts with comparison to Futures    
Option pricing more examples    
Call put parity
Options trades

Coding samples will be offered in a combination of Python and C++.

This will need to start early 9AM EDT.  Let me know what works for you.

This will be available to all my Quant ELITE members.

Not a member, join now!

Thanks Bryan

P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.
P.P.S. Looks like it will be for Sat Jan 21 at 9PM EDT! Details coming soon. 

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!

High Frequency Trading

 

High Frequency Trading

As described in the video:

This film explains what high frequency trading is, how it affects the financial markets, what negative impact it has and how to regulate it.

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How UDP is faster then TCP for ultra fast High Frequency Trading HFT

How UDP is faster then TCP for ultra fast High Frequency Trading HFT

NOSQL Redis is built on TCPIP protocol

http://cs.ecs.baylor.edu/~donahoo/practical/CSockets/c++.html

http://stackoverflow.com/questions/603852/multicast-in-python

Join my FREE newsletter to learn about these tricks to help in your automated 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!

C++ reading list for high speed/high frequency trading

C++ reading list for high speed/high frequency trading

This could change my next generation algo trading system

Effective C++ in an Embedded Environment

C++ GUI Programming with Qt 4
Data Structures and Algorithms in C++
C++ Concurrency in Action (Practical Multithreading)

C++ for Mathamaticians (An Introdution for Students and Professionals)
Data Structures and Algorithms in C++
Data Clustering in C++ An Object Oriented Approach

Join my FREE newsletter to see how I plan to implement all this knowledge into my automated 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!

Wall St Code with secretive programming techniques on high frequency trading aks HFT

This is what we call an eye opener on modern HFT:

Watch this Wall St Code with secretive programming techniques on high frequency trading aks HFT – See more at:https://quantlabs.net/blog/2013/11/watch-this-wall-st-code-with-secretive-programming-techniques-on-high-frequency-trading-aks-hft/#sthash.ogFldsVY.dpuf

It is well produced,

 

Did you know HFT operators are now trading US Treasuries? I kind of find that dangerous.

https://quantlabs.net/blog/2015/09/hft-do-treasury-in-secret/

If you are interested in this:

Meetup Members Workshop schedule for:

 

Module 6 Market Data Source with Yahoo Finance

Market Data Source with Yahoo Finance In Python, there are numerous packages you could use to access Yahoo Finance which is FREE.

This is part of my upcoming LIVE ‘Indie Trading Algo in Python’ course series for my Quant Elite Members as well.

Pricing Options and Schedule

Required to be a ‘Quant Elite Member’

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Bryan

P.S. Don’t forget I have a ‘Daily Digest’ which will send out a daily set of postings of research. Sign up here for it. 

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!

High Frequency Trading top secret C++ trick

HFT top secret C++ trick

As you know, I do like programming for the right reasons. The more challenging type of programming is based around high-frequency trading which attracted me to this whole business that I focus on. From time to time, I like to post C++ coding tricks that may be useful for those trying to launch some kind of indie algo/automated trading business.

 

Check out this unknown top-secret C++ trick for high frequency trading.

 

Ssshhh…let’s keeps this to ourselves ok?

Stats and technical analysis of VIX for SNP 500 market volatility

In yesterday’s email, I introduced you to the Kelly Criterion for self-adapting money management. Today, I want to introduce you to a scenario on my analytics on trading VIX for highly volatile market regimes. While doing this, you can tell various patterns which could also be extended to make your trading decisions even better timed automatically which results in more success! This just keeps getting better and better as I introduce new videos. I can’t wait to get it up and running once I finish off the other phases of this new algo trading system.

 

Check out this VIX analytical study

 

All right, as I’ve mentioned about this training course for automated trading, I’m starting to figure out this is probably the only place you’ll be able to fully appreciate an “end to end” automated trading solution you own and control.  In coming days, I’m will put together an actual schedule of all the various major phases in learning about the system. Please stay tuned.

 

Thanks for reading

Bryan

P.S. If you are interested in getting up and running right away, please join my Quant Elite Membership. The above course will be one of the many benefits but you will be able to get more detail other benefits here.

–> Go here for IMMEDIATE ACCESS <–

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!

Is this proof investment banks and hedge fund use Matlab Simulink FPGA for high frequency trading HFT needs

Is this proof Goldman Sachs Citibank JP Morgan uses Matlab Simulink FPGA for high frequency trading HFT needs

Someone ask me about my view of how I use the term high-frequency trading. It seems to be a hyped up marketing term that is kind of trendy to people in to learning about one subset of algorithmic-based trading. To be honest, the only path is through the Matlab system ecosystem which includes Simulink. As we all like to see credibility of actual investment banks using it, there is a video out there of a MathWorks document to educate the power and who uses it.

Please see this video here

How I handle an HFT naysayer

As said, it seems that I have a special way of handling these kind of queries and challenges.

Please visit here to see how I handled the latest one

As you know the last week, I’ve posted many models for my Quant elite members. Here’s the latest list of what I posted:

Simulink call put parity options trading model with C or C++ code
Matlab Simulink future trading model on basis
Initial Equations for Options and Futures trading
Raw Equations for Options and Futures trading

If you want immediate access to this among dozens of other postings, go here
Click here for all the benefits that you get

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!