Tag Archives: lowest latency

HFT: ms matter for lowest latency

HFT when ms matter for lowest latency

The article you are about to read is put out by somebody well known in India who consults around automated trading and high frequency. He stresses the importance of lowest latency with as few milliseconds to execute your trades.

Read it here

Here are the latest C++ library developments I got going on:

Importance of basis in futures trading with C++ quick demo

 

C++ Demo of spot future differential and future pricing spread

These are all now part of my Phase 2 strategy for futures and options. This is all currently available for all my Quant Elite Members.

Here is all the pricing available for this Membership:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

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Thanks Bryan

PS: Don’t forget that July 12 is the last week of the availability of my arbitrage/pair trading for equities with source code and demos.

 

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HFT when ms matter for lowest latency

HFT when ms matter for lowest latency

I have not heard from Lokesh in a while but here is his latest

http://algotradingindia.blogspot.ca/2016/06/high-frequency-trading-when-millisecond.html

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Java can be used for ultra lowest latency HFT!

Java can be used for ultra lowest latency HFT!

From Mr FPGA so thank him for this but you need to hack the bleep out of the JVM. Sounds joyful

Download from Azul_Systems_Trading_Chicago_2013_presentation.pdf

http://sourceforge.net/projects/high-frequency-stuff/files/?source=navbar

 

 

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Yes quant and trading platform courses included in Quant Elite with SECRET FPGA for lowest latency HFT research under way

Yes all quant and trading platform courses are included to be a Quant Elite. SECRET FPGA for ultra lowest latency HFT research under way too

Here is some correspondence about Q&A about our Elite Membership!

Hi, I just want to make a bit clear to myself.. – the question goes..
With Elite Membership I do have full access on all courses and trading software sources you have.. at this time.. If I apply for a Elite membership, I do not need to purchase all Courses which are available.. Am I right ??
Thanks

—-
thereYes you are exactly correct. All courses are included with this membership! We are also bringing in new trading ideas as well which will not go public. Let me know if this helps. You can reach me for faster response at

Bryan
—–

….


Ok. I will be doing more custom private webinars for people. We also got the FPGA seminars also by someone called MR FPGA

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Is open source MyHDL from Python with potential ultra lowest latency with HDL for FPGA in an HFT deployment

Is open source MyHDL from Python with potential ultra lowest latency with HDL for FPGA in an HFT deployment

Want to learn more

Someone on my Twitter feed suggested this:

you should look at myhdl!

http://www.myhdl.org/doku.php

It looks like a way to do HDL from Python with potential ultra lowest latency with HDL for FPGA in an HFT deployment

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Where we go with Matlab Simulink withSQL Server and Windows Server 2012 implementation for market data and lowest latency HFT

Where we go with Matlab Simulink withSQL Server and Windows Server 2012 implementation for market data and lowest latency HFT

 

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This cam in form a Premium Members:

> Bryan, hope you do very well

> IQFeed, yahoo etc are too slow

> when i load many symbols, matlab seems to experience memory related problems?

>

>             * what’s the status of the previous database project you mention to

> ‘hook’ subscribers please?

>             * any progress since then?

>

> its my biggest hassle, think true for most subscribers

First of all, I would NOT recommend importing a ton of data into Matlab. I have tried 4 million observations in a time series which can slow down the system. I only recommend take a small subset of that data as in 100000 which should be fine for prototyping purposes. I am sure you know best. Anything more would probably will be overkill. Also, depending on my result this week, I am hoping to get a world class trading HFT system in place to do the importing of real time data and execution of orders. If not, I will fall back onto Tradelink which I am have confirmed recently for capturing IQFeed data and Interactive Brokers. Refer to the end of:

In summary, all Dukascopy and LMAX is no use due to funding requirement or technical limitations. As a result, I will be continuing with this theory of using Matlab and Simulink to generate the DLL as I have demoed in Feb. Also, this post below also confirms Tradelink can be used to execute trades from the Matlab/Simulink model DLL. This looks like how it will play out.

Is it me or is Interactive Brokers starting to go downhill fast for trading? Go into the dumper?

Interactive Brokers is the only option I have here in conservative Canada despite the headline. I hope to scale up to a better broker or even potential exchange like LMAX if the trading results improve in the long run.

The combination of IQFeed and IB should be fine for the small player but the development stack should be sufficient to scale up to a software solution which is better.

As for the database, I just posted this using Windows Server 2012 and SQL Server but those are really early days.

Can you predict markets with Big data, Hadoop, Microsoft Windows Server 2012, and SQL Server with data streaming?

As said, this stuff will be put on the backburner for a while as I need to focus on the profit potential strategies with Matlab, SImulink, and Stateflow. I will then hopefully implement the Windows Server 2012 and SQL Server at a later date. It is not the priority right now.

I do also find Linux just to be to counterproductive for me as there are too many bugs, dependencies that get broken, a flippant community that really does NOT help you succeed, no commercial support, no standards, and worst of all the 1970s era like command line. In this day and age, Microsoft has gone to great lengths to make Windows Server 2012 secure and stable. Most of all, it seems to be quite easy to use but this just speculation of course until I start playing with the platform.  I can easily say Microsoft has been very good to me and the groups I run.

I hope this helps.

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Useful documents for Matlab Stateflow event stream processing with FPGA uses in HFT for ultra lowest latency

Useful documents for Matlab Stateflow event stream processing with FPGA uses in HFT for ultra lowest latency

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From my Youtube user so thanks to him:

A bunch of documents relating to Stateflow for event/stream processing:

The main one:
http://www.patentgenius.com/patent/7966161.html
http://www.google.com/patents/US7966161

Others:
http://www.google.com/patents/EP1817700A2?cl=en&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CCkQ6AEwAA

http://www.google.com/patents/US7500209?pg=PA10&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CCwQ6AEwAQ

http://www.google.com/patents/US7925477?pg=PA21&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CEEQ6AEwCA

http://www.google.com/patents/US8266584?dq=%22stateflow%22+event&hl=en&sa=X&ei=oCxpUdXODO-50QG4woDAAQ&ved=0CCkQ6AEwADgU

http://www.google.com/patents/US7433808?pg=PA27&dq=%22stateflow%22+event&hl=en&sa=X&ei=hyxpUfioHsav0AG4zYH4AQ&ved=0CDgQ6AEwBTgK

http://www.google.com/patents/US7640154?pg=PA21&dq=%22stateflow%22+event&hl=en&sa=X&ei=hyxpUfioHsav0AG4zYH4AQ&ved=0CDIQ6AEwAzgK

Stream:
http://www.google.com/patents/US20120291054?dq=%22stateflow%22+%22stream+processing%22&hl=en&sa=X&ei=FSxpUYT3LLOG0QGRz4HQBA&ved=0CCkQ6AEwAA

Info about objects:
http://www.google.com/patents/US8392151?dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CD4Q6AEwBw

This is for FPGA event processing:

http://people.inf.ethz.ch/lwoods/publications/Complex-Event-Detection-at-Wire-Speed-with-FPGAs.pdf

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Is FPGA still the best HFT option for small time day trader? Lowest latency?

Is FPGA still the best HFT option for small time day trader

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Walkthru video of PDF docs of FPGA trading solutions using Matlab and Simulink for lowest latency HFT

Walkthru video of PDF docs of FPGA trading solutions using Matlab and Simulink for lowest latency HFT

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Youtude video opinion on Diving head first into Matlab Simulink with FPGA for lowest latency HFT trading

Youtude video opinion on Diving head first into Matlab Simulink with FPGA for lowest latency HFT trading

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