Tag Archives: links

For HFT: Most interesting links of C++ and R vs C++ and FPGA with rationale behind custom Linux kernels are needed

For HFT: Most interesting links of C++ and R vs C++ and FPGA with rationale behind custom Linux kernels are needed

This come up today in an online conversation I was part of:

 

http://www.linkedin.com/groups/Who-is-implementing-R-in-86999.S.161132196?view=&srchtype=discussedNews&gid=86999&item=161132196&type=member&trk=eml-anet_dig-b_pd-ttl-cn&ut=1WHpSHq1YIzRs1

http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf

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A nice collection of R Links

A nice collection of R Links http://www.kernel-logic.com/rstuff.html

RLinks

kernel-logic.com

 

==

Nice list. Thanks. One thing that may be missing: at a glance, I didn’t notice anything from Statconn- the people who do the R Excel Gui.

 

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Amazing links to help reduce latency in Java Runtime Environment JVM JRE with JRockit and Java RTS. How to reduce garbage collector!

Amazing links to help reduce latency in Java Runtime Environment JVM JRE with JRockit and Java RTS. How to reduce garbage collector!

These were sourced from a very popular developer forum I am part of:

http://vanillajava.blogspot.co.uk/2011/06/how-to-avoid-garbage-collection.html

https://github.com/peter-lawrey/Java-Thread-Affinity

https://github.com/peter-lawrey/Java-Chronicle

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

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Considering free open source R, Java, Hadoop, with direct LMAX connection for HFT with helpful links

Considering free open source R, Java, Hadoop, with direct LMAX connection for HFT with helpful links
I have been exploring various options versus my open source HFT platform with Matlab. It seems there might be some complication from a clustering point of view with expensive licensing on Matlab and Windows products. As a result, I have looked around for new options and Hadoops always popped up. Also, Matlab does not integrate too well with Hadoop so my next option was for R for analytics and prototyping. I have lots to learn with R if I go this option. I know Java so I am ok there. Java RTS could be a good option here but can always involve a C++ platform if need be but this is still undecided.
Another challenge was the broker but after seeing LMAX in UK , I was convinced that this might be the broker since they are market neutral. This might be the way to go in terms of a a high frequency trading stack. Remember this is all true open source as well which mean it is free!
Here are some links to help get you  started:
Linux but will use CentOS for the distribution with Hadoop:
http://vimeo.com/8615628 <– he uses Arch but makes valid points on it
Hadoop:
http://stackoverflow.com/questions/7053837/video-tutorial-for-hadoop
There are quite a few Youtube demos to show the power and quickness of this.
R with Hadoop (RHadoop):
http://www.r-bloggers.com/big-data-analytics-with-r-and-hadoop/

ActiveQuant could be a good option for an API as well.

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More links for Google use of MapReduce in Hadoop and use of Scala at Twitter which replaced some Ruby back end

More links for Google use of MapReduce in Hadoop and use of Scala at Twitter which replaced some Ruby  back end

http://static.googleusercontent.com/external_content/untrusted_dlcp/research.google.com/en//archive/mapreduce-osdi04.pdf

http://www.artima.com/scalazine/articles/twitter_on_scala.html

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Resources URL links for possible Latex to Matlab or R Programming import

Resources URL links for possible Latex to Matlab or R Programming import

This is what I thought could be done

weave latex into matlab

http://staffwww.dcs.shef.ac.uk/people/N.Lawrence/matweave.html
http://www.cs.man.ac.uk/~neill/myexample.pdf

also

http://tex.stackexchange.com/questions/35193/how-to-sweave-matlab-or-mathematica-code-into-latex
http://www.qandasystem.info/tex/how-to-sweave-matlab-or-mathematica-code-into-latex/

This does not exactly

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These links demonstrate how to call multi parameter Matlab M script functions from C# or any Microsoft .NET language

 

These links demonstrate how to call multi parameter Matlab M script functions from C# or any Microsoft .NET language. These seem to be the most flexible despite Mathwork’s example code can get complicated.

Using Matlab functions in C# (2009 a)

Using Matlab functions in C# (2009b)

It is a good base to work off of.

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Quant development: Links on JNI for this wierd debate on who is faster C++ or Java. Needed to know for HFT uses

Quant development: Links on JNI for this wierd debate on who is faster C++ or Java. Needed to know for HFT uses

I keep reading about this C++ versus Java performance debate. They always go one about JNI so here are some better articles about it the use of it.

http://www.javaworld.com/javaworld/javatips/jw-javatip17.html

http://home.pacifier.com/~mmead/cs510jip/jni/

Also, other mention about a better JVM called Rockit. Don’t look at me on this debate as I already use C++ and C#. I got kind of tired of where Java is going these days.

 

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Helpful quant links and URLS from QuantLabs.net

Helpful quant links and URLS from QuantLabs.net
1.YouTube Channel Video tutorials at www.Youtube.com/quantlabs
2.Online code samples and 600+ research white papers: www.quantlabs.net/labs
3.Daily blog updates: www.quantlabs.net/blog
4.PRIVATE Email 1000+ opt-in list:
5.www.quantlabs.net
6.Tech quant LinkedIn group: http://www.linkedin.com/groups/Quant-Matlab-C-C-Java-3427378?goback=%2Egna_3427378
7.Toronto based Meetup group: www.Meetup.com/quant-finance
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Summary of links for matlab forex trading, matlab forex prediction, matlab forex indicator, matlab forex signal processing

Summary of links for matlab forex trading, matlab forex prediction, matlab forex indicator, matlab forex signal processing

Here are a summary of interesting links for keywords:

**Keyphrase: matlab forex trading**

trading strategy back tester

http://www.mathworks.com/matlabcentral/fileexchange/30693-trading-strategy-back-tester

IR / FX / Currency Derivatives Matlab code

http://www.global-derivatives.com/index.php?option=com_content&task=view&id=184

Deploying Advanced Mathematical Strategies for Automated FOREX Trading (INSTITUTIONAL)

http://www.currency-investor.net/article/8/deploying-advanced-mathematical-strategies-for-automated-forex-trading

MATLAB applications of trading rules and GARCH with wavelets analysis

http://www.currency-investor.net/article/8/deploying-advanced-mathematical-strategies-for-automated-forex-trading

Market forecasting: the predictive power of price patterns
(Price patterns frequently associated with the continuation or reversal of trends are recognizable.)
http://www.advancedsourcecode.com/stockpredictionpricepatterns.asp

**matlab forex prediction **
http://madis1.iss.ac.cn/madis.files/pub-papers/lncs-04-03.pdf

**matlab forex indicator
mostly links about Metatrader 4 and Matlab DLL link

**matlab forex signal processing

Nothing of importance

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