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5 new statistic arbitrage videos, greate R C++ HFT links or roll my own platform?

Hi there I posted a really good set of links for how the combo of R and C++ could be a nice stack for HFT (high frequency trading). That article was posted here. I shall start my deeper and final investigation of a HFT platform to go with. I will report back next week on my progress. I may even roll my …

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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 Learn more what I do with this is my free HFT quant newsletter. NOTE I now post my TRADING …

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

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.   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as …

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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 NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry …

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

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 …

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

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 The Why and How of Scala at Twitter from Alex Payne NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid …

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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 NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat …

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

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. NOTE …

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

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 …

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

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 NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and …

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