Tag Archives: In-Memory

Use Redis 4 with Lua for trading logic in memory with machine learning

Use Redis 4 with Lua for trading logic in memory with machine learning

Just some future algo trading ideas described in this video.

Let me know what you think through comments on Youtube or Facebook

Short intro New Redis Lua scripts debugger

https://quantlabs.net/blog/?s=machine+learning

Redis 4 NOSQL database of choice for machine learning and graph objects

Simplest machine learning tutorials I have seen with deep learning

Machine learning approach to algo trading

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!

Other NOSQL open source Redis in memory database extending options with LUA scripting and ZeroMQ message bus video demos ?

Other NOSQL open source Redis in memory database extending options with LUA scripting and ZeroMQ message bus video demos ?

I still want to verify this is the best option on top of scripting with LUA and message bus

https://quantlabs.net/blog/2015/01/nosql-redis-in-memory-database-now-closes-its-weak-gap-videos-on-cluster-and-failover-for-new-version/

ALso, there was this interesting demo with ZeroMQ for potential uses with a decent Message Bus

Interesting LUA open source projects where it can be embedded into a running Redis Server session

http://stackoverflow.com/questions/21707021/lua-script-for-redis-which-sums-the-values-of-keys

https://github.com/nrk/redis-lua

https://github.com/niedbalski/libbacktesting/blob/master/README.md

Only demo use of LUA scripting for a traing environment

http://www.softcapital.com/Products/Scriptstudio/scriptstudio.aspx

Join my FREE newsletter to see if this is viable for HFT software

 

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!

Another high speed open source in memory database option? Postgres with GPU backend

Another high speed open source in memory database option? Postgres with GPU backend

This was pointed a few weeks ago but this is just another but I want to verify that Redis is still the more viable option due to it being less maintenace with somewhat complicated coding with GPU or CUDA

https://wiki.postgresql.org/wiki/PGStrom

Join my FREE newsletter to learn if this is more viable vs Redis

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!

NOSQL Redis in memory database now closes its weak gap: Videos on cluster and failover for new version

NOSQL Redis in memory database now closes its weak gap: Videos on cluster and failover for new version

This is a presentation by the founder of this impressive NOSQL true open source solution

Join my FREE newsletter to learn how we can use Redis to our trading advantage

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!

NEC presents Open Source GPU-Based Acceleration For PostgreSQL with Nvidia In memory database?

NEC presents Open Source GPU-Based Acceleration For PostgreSQL with Nvidia In memory database?

Someone from Skype sent this which I think is quite genius. Just another option to kick around

Thanks for the sender on this

http://www.phoronix.com/scan.php?page=news_item&px=MTg3MTQ

https://github.com/pg-strom/devel

Join my FREE newsletter to see if this gets implemented

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!

A video demo of open source Java In-Memory Data Grids with EclEmma

A video demo of open source Java In-Memory Data Grids with EclEmma

Another hot topic for

Join my FREE newsletter to learn more this Java compatibility

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!

Oracle 12c successfully install for my requirements for high speeding trading with message queuing in memory and more features

Oracle 12c successfully install for my requirements for high speeding trading with message queuing in memory and more features

Sepcial NOTE: on installation: The Server install seems to be work ok but the Workstation some wierd permissioning problems for the database when installed.

Successfully and easily installed on my Windows 2012 Server. It is a strange world we live in now that it sort of works. After digging through, Oracle 12c could meet all my requirements.

Why Oracle?

When you read about Liquidnet being used, it got me wanting to try it out.

My REAL reasons why Matlab is important to me thanks to Mr FPGA real time charting and ease of use for FAST quant trading idea generation

 

http://wedostreams.blogspot.ca/2009/01/oracle-aq-buffered-queues-101.html?m=1

Well, boy was I surprised but here is what I found:

Performance:

Oracle local is faster than TimesTen

http://zenodo.org/record/7566/files/CERN_openlab_report_Endre_Andras_Simon.pdf

http://en.m.wikipedia.org/wiki/TimesTen

In Memory TimesTime database functionality

http://www.peakindicators.com/index.php/knowledge-base/1136-performance-benchmarks-timesten-vs-oracle-database

NOTE THIS:

One terabyte may not sound like a lot, but because TimesTen also provides columnar compression, it’s equivalent to about five terabytes of addressable storage. Because it’s in main memory, the entire data store can be scanned within five seconds, according to Oracle. Additional Exalytics boxes can be added to increase total system capacity.

http://www.informationweek.com/software/information-management/oracle-strikes-at-sap-hana-with-timesten-database/d/d-id/1102231?

http://www.trivadis.com/uploads/tx_cabagdownloadarea/TimesTen_DOAG_2011_1_.pdf

BTW, I once wrote a time series database which outperformed both TimesTen and Kdb. It supported a SQL-92 syntax. The key to the performance was binding the schema to C++ template based classes, and using memory mapped files. Allowing for on-the-run schema changes is quite expensive, and defining the schema at compile time, data lookups could be retrieved in just a few assembly instructions.http://stackoverflow.com/questions/1593987/alternative-to-the-timesten-in-memory-database

Oracle Advanced Queuing

http://en.wikipedia.org/wiki/Oracle_Advanced_Queuing

http://wedostreams.blogspot.ca/2009/01/oracle-aq-buffered-queues-101.html?m=1

http://www.oracle.com/us/products/middleware/cloud-app-foundation/tuxedo/message-queue/overview/index.html

https://docs.oracle.com/cd/B10501_01/appdev.920/a96587/qintro.htm

http://docs.oracle.com/cd/E11882_01/server.112/e11013/aq_intro.htm#ADQUE0100

NOTE that this is all experimental but so far, I can report it seems pretty decent. As compared to SQL Server 2014 default, it seems not much of a memory hog as compared to SQL Server.

 

Join y FREE newsletter to learn more about this interesting breakthrough

Just in case when things go bad

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!

Is Redis NOSQL your one stop shop for in memory database with persistance message queuing clustering and TRUE open source

Is Redis NOSQL your one stop shop for in memory database with persistance message queuing clustering and TRUE open source

Man, has this database come a long way which ways always my favourite but the weakneesses seems addressed now

Cluster:

http://redis.io/topics/cluster-tutorial

Persistance:

http://oldblog.antirez.com/post/redis-persistence-demystified.html

Source code looks easy in C which is a  programming language I know well:

http://www.heychinaski.com/blog/2013/10/14/a-look-at-the-redis-source-code/

Potential message queueing:

http://redis.io/commands/rpoplpush

http://restmq.com/ <– this has a good slide deck

I am sure there is more but it sounds like a plan. No longer need Erlang for consideration?

Join my FREE newsletter to learn more about Redis

 

 

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!

Is the FREE kdb + 32 bit in memory database decent for high speed tick data or is this open source Kona solution good enough?

Is the FREE kdb + 32 bit in memory database decent for high speed tick data  or is this open source Kona solution good enough?

This topic came out for some within London!

Read this as a potentially good in memory database option for tick data

https://news.ycombinator.com/item?id=7522327

 

This was mentioned by the contact:

https://github.com/kevinlawler/kona

Any opinions of this Kona?

Update: It was suggested the codingto learn how to reveerse engineer this Kona is not wise due to complex coding both in the interpreter and database languages.

Join my FREE newsletter as we study new methods for handling tick data instantly

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!

Anyone seen successes with new Microsoft SQL Server 2014 with the new OLTP or in memory database feature?

Anyone seen successes with new Microsoft SQL Server 2014 with the new OLTP or in memory database feature?

Anyone seen any huge differences in speed? Easy to implement? Comment away to let me know before I attempt this in the near future.

Join my FREE newsletter to see how others feel about this new database for trading 

 

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!