Tag Archives: high performance

Weld: Common runtime for high performance data analytics

Weld: Common runtime for high performance data analytics

It even code generates like C++ and Java.

Weld: A common runtime for high performance data analytics

http://weld.cdi-spec.org/

Thanks to Super Nuno for sending.

Also, I want fewer dependencies as opposed to over complicating my source code

Join my FREE newsletter to learn more about libraries that COULD help 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!

High performance Java persistance

High performance Java persistence

This could be useful for those who want Java

https://leanpub.com/high-performance-java-persistence

Join my FREE newsletter to learn more about Java for 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!

High performance C++ course

High performance C++ course

I know I know, Java still looks like my option but C++ needs an army of coders to maintain I think now

http://www.pluralsight.com/courses/cpp-high-performance-computing

Join my FREE newsletter to see how my software development plays out for this automated trading 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!

BTW! How I could I forget?kdb+ high performance, column-oriented, designed for massive datasets database

BTW! How I could I forget?kdb+ high performance, column-oriented, designed for massive datasets database

illy me. My Skype friend want to remind me of this powerful database from kx

http://kx.com/kdb-plus.php

http://pietrowski.info/2012/12/kdb-high-performance-column-oriented-designed-for-massive-datasets-database/

 

Millions of records per seconds

Join m yFREE newsletter if we would ever ultimately implement this thing

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!

Does this prove that High Performance GPU should be used over FPGA for ultra high frequency trading ak HFT?

Does this prove that High Performance GPU should be used over FPGA for ultra high frequency trading ak HFT?

High-Performance, Cost-Effective Real-Time Control and Data Processing Using GPUs – m11-092 – CTV

Uh unless, I am wrong I think GPU can only be used for backtesting not live trading due to the amount of time to move data from the CPU to the GPU in a live trading situation, Maybe things have changed over the last few years. As far as I know, FPGA is the best way to go if you are considering this.

Thanks to a member for sending me this document

Join my FREE newsletter to learn more about this debate

 

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!

Fix8 2.5 hour video A high performance alternative to quickfix and commercial FIX offerings

Fix8 2.5 hour video  A high performance alternative to quickfix and commercial FIX offerings
Here is the 2.5+ video of the webinar

From the following Meetups

Fix8 – A high performance alternative to quickfix and commercial FIX offerings

Tuesday, Apr 22, 2014, 7:30 PM

20 Members Went

Check out this Meetup →

Fix8 – A high performance alternative to quickfix and commercial FIX offerings

Tuesday, Apr 22, 2014, 7:30 PM

LiveStreram Online meeting
Where ever you can get online Toronto, ON

9 Researching Traders Went

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.- what is Fix8? brief history of the project – why do I need it? do I need it? – is Fix8 a turnkey solution? a framework? a library? a toolkit? – what do I need to build a FIX adapter using Fix8 – Windows – how? – support and help? who can I …

Check out this Meetup →

Join  our FREE newsletter to see if we use Fix8

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!

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.

– what is Fix8? brief history of the project
– why do I need it? do I need it?
– is Fix8 a turnkey solution? a framework? a library? a toolkit?
– what do I need to build a FIX adapter using Fix8
– Windows – how?
– support and help? who can I ask?
– FIX versions; will Fix8 work with XYZ broker?
– Fix8MT – what do you guys offer?
– QA – Bryan to lead this

http://www.meetup.com/quant-finance/events/176016702/

http://www.meetup.com/R-Matlab-Users/events/176016812/

Join our FREE newsletter to learn more about online Meetups for topic like this 

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!

Hypertable for quant development- An open source, high performance, scalable database

Hypertable for quant development- An open source, high performance, scalable database

Hypertable has been under development for five years and is an open source, scalable database modeled after Google’s proprietary Bigtable database. Hypertable has been deployed as part of a Financial trading system, holding 1/2 trillion records of historical financial trade data on a relatively small cluster (16 machines). It might be a good fit for your application.

hypertable.com

Hypertable is an open source project based on published best practices and our own experience in solving large-scale data-intensive tasks. Our goal is nothing less than that Hypertable become the world’s most massively parallel..

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!

Cisco White Paper: High-Performance Automated Trading Network Architectures Performance Without Loss—Performance When It Counts

Anyone interested in Cisco White Paper: High-Performance Automated Trading Network Architectures Performance Without Loss—Performance When It Counts

Introduction

Firms in the automated trading business recognize that having a low-latency infrastructure can improve the profits of the business. In this paper, we explore the key considerations to implementing an ultra- low-latency network and highlight some key misconceptions when evaluating the suitability of network platforms for automated trading businesses.

High-Frequency Trading Market
Trading in financial markets is increasingly being performed by software programs. These programs run a variety of businesses including proprietary trading for a firm and services such as best execution for the firm’s customers. In particular, the term “high-frequency trading,” or HFT, has gained popularity to describe the most intensive of the automated trading businesses.
A competitive advantage in all these businesses is to be able to access the liquidity pool faster than the competition. To this end, firms are focused on lowering the latency of the end-to-end trade flow.

 

 

Here is the document –

http://www.cisco.com/web/strategy/docs/finance/c11-600126_wp.pdf

 

 

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!

What is the most challenging part while coding for HFT? To what extent we can achieve high performance through C++ for quant development

What is the most challenging part while coding for HFT? To what extent we can achieve high performance through C++( any particular approach)?Looking forward for some valuable comments from the experts.

 

Writing low latency, scalable, flexible, and bug free code in a short amount of time. You can’t have everything so you always have to make some trade offs, and better engineers make smaller number of sacrifices.

 

I agree. If scalability is achieved, low latency can be addressed. I am just wondering that given “a short amount of time” and expecting a bug free code, what about testing? How testing is addressed in such a short time?

 

Well certainly what people need most is combination of low latencies and highly parallel system which runs on reasonably costing hardware…

But I think it’s quite obvious.

About C++, generally by using language without any other regards you won’t achieve anything by using any language, you need proper methodologies and skills and then suitable language. Typically for truly low latency applications it’s C and ASM combination, this discipline simply needs true developers not some Java/Python/whatever monkeys. So if you want to achieve something in this it’s not really about language but more about knowledge and skills towards makink applications fast and efficient. If I may suggest found the proper platform and libraries first, evaluate their “time waste factor” and then decide. If you simply asking what should you know for a job. Well more and more customers realizing they won’t found people they need amongst typical commercial programmers so they are looking towards real time specialists and people who have something to do with FPGA and usually with multiple language knowledge while knowledge how things works and ability to code really on the lowest levels (assembly plus profiling optimization). That is if you want to do more than Java/.NET/whatever clicking monkey.

 

Low latency can be achieved with not only good programming but an also knowlege of what asm the C translates into and how that can be optimized with minimal OS interupts. These ASM programmers that have turned into C programmers understand exactly what the C translates into and if not can be tweeked at the asm level.

 

That’s what I’ve meant. But being able to do actually something at that low level is sort of prerequisite and of course if I mean C and ASM I mean that the man know how things work because you couldn’t be really good using these languages in real world without actually knowing how it works by what I mean what C translates to and what ASM instructions are better to do this or that… Just as example … how many people don’t use even just MMX or SSE2 instructions because they don’t know and I’ve seen achieving tens of times faster results with them during few days. That is the difference which can be between coding monkey and real programmer… knowing how things work and being able to use it. to purchasing power parity as a means for valuing currencies? Unfortunately this way of evaluating currencies seems to be a lost art. Today FX markets seem to be driven by technical analysis and news flow. Our…

 

This is a short term approach; on a macro perspective, I believe that the USD is going to further appreciate ag. the Euro. The Euro is still in a mess due to the debt problem, and certainty will go through 2012 with the coming elections. The Euro base rate will drop further. There seems to be positive indicators on the US front while the next step for the US rates is up. While the focus is on Europe, the Euro will depreciate and further down. Once the Euro debt is resolved, the attention of the markets may move to the US debt which is gigantic. The US has however a trump card which energy – now North Dakota produces as much oil as Ecuador and there are deepwater exploration in the gulf of Mexico + the shale gas coming on line. The production of energy in the US will need to be monitored.

 

 

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!