Tag Archives: high speed

Redis 4 overview for your NOSQL high speed algo trading needs

Redis 4 overview for your NOSQL high speed algo trading needs

All I can say is this will get very impressive when you add in graph and machine learning with stats modules

Notes on Redis as explained in video

https://redis.io/clients

http://antirez.com/news/106

https://raw.githubusercontent.com/antirez/redis/4.0/00-RELEASENOTES

http://redismodules.com/

http://redismodules.com/modules/redis-tdigest/

http://redismodules.com/modules/redis-ml/

https://github.com/redislabsmodules/redis-ml

http://redismodules.com/modules/redis-graph/

https://github.com/antirez/redis/tree/unstable/src

 

 

 

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 speed trading takes over Bitcoin

High speed trading takes over Bitcoin

Surprised? They took over Treasury now this. These operations are running out of asset classes to automate their trading on.

Thanks to someone on Facebook for sending this

https://www.bloomberg.com/news/articles/2017-01-16/high-speed-traders-are-taking-over-bitcoin-as-easy-money-beckons

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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!

Intel TBB Flow Graph dfor rapid multithreading development of High Speed Trading

Intel TBB Flow Graph dfor rapid multithreading development of High Speed Trading

This could be useful GUI utility for some to generate Stub C++ code
Note that this runs on WIndows UGH
https://www.youtube.com/watch?v=m8V9weR7Uwc
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!

Another Architecture idea for high speed pair trading

Architecture ideas for high speed pair trading

Over the last 24 hours I have posted three videos that take us into the modern way of developing low-level low latency trading systems. I recorded three videos that will hopefully open your eyes. The main takeaways are:

Intel multicore threading libraries are critical to how you’re treating systems developed

There is a brewing battle between Intel and Nvidia for low latency GPU/Co processor architecture

C++ or C are the only programming languages that drive these type of systems

And this first video, introduce my thoughts on an simple but primitive  architecture to highlight how data, Algorithms, and how order management is handled

The second video introduces UDP versus TCP for faster and/ or message reliable delivery

Third video introduces how open source Intel threading building blocks is important for offloading core processing

This brings me to the next fact of my promotion which will end on Sunday New Year’s Day. Details are below.

Thanks Bryan

P.S. I actually opened up the email thingy to invite you to an introductory promo starting today.

  • I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
  • We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
  • This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
  • I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not  yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will  give you access to both for 30 days.
  • Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more.  I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.

As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.

>>> GET THis OFFER NOW

P.P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Architecture ideas for high speed pair trading

Architecture ideas for high speed pair trading

Detail notes and video references below

Pair (python) -> C++ <— market data (from java ib feed/c++ from IB/java oanda)
(positions mgr)

C++ position manager —> maintain array of pair —> add to new thread

each thread will —> check market pair every minute —> maintain look back —> calculate rolling window using ATR algo —> exit (unwind all data and threads)
TBB

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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!

High speed trader in stocks move into Forex FX

High speed trader in stocks move into Forex FX

I knew they were there but this could change how FX markets move

High-speed electronic market making, already widespread in stocks, is getting a grudging welcome from currency markets. They don’t have much choice.

To read the entire article, go to http://bloom.bg/2c6RsXa

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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!

High speed trading takes overover UK countryside

High speed trading takes overover UK countryside

All in the name of  joining communication between London and Frankfurt Germany

The farms, Roman ruins and narrow lanes of southeast England hardly look like fertile ground for high-tech finance.

To read the entire article, go to http://bloom.bg/2aBRpPF

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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!

Open TSDB for high speed tick database

Open TSDB for high speed tick database

This is based on open source Apache HBASE as recommended in a recent Algo Trader Youtube video I watched.

http://opentsdb.net/

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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!

Some books on high frequency and high speed algo trading

Some books on high frequency and high speed algo trading

Many of these I have not read but n another year, this list will change again within a year

If you not can afford all this books then you are clearly not trading fast enough or smart enough!

Sent from Sholom Benzev so thanks to him

http://www.doublelightspeed.com/Books.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!