Tag Archives: Lowest level

Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

Watch this video to see my thoughts on this interesting topic with Simulink

My links

Is embedding the Python interpreter into a C program as great way for quant trading models with HFT potential?

I am still trying to figure out this Python speedup thing with C++ or C integration using Cython

Matlab Simulink URLS:

http://www.mathworks.com/help/simulink/slref/sfunctionbuilder.html

http://blogs.abo.fi/alexeevpetr/2012/08/17/basic-invocation-of-cc-functions-in-simulink/

http://www.mathworks.com/help/simulink/ug/types-of-custom-blocks.html

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EUR/JPY is now well below 100, and lowest level in over 10 years. If this bearish run continues, intervention from BOJ is inveitable #fx

EUR/JPY is now well below 100, and lowest level in over 10 years. If this bearish run continues, intervention from BOJ is inveitable #fx $$

 

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The US Administrations displeasure with Japan’s intervention, the agreement between China and Japan for direct trade between their currencies, has made me look at a worst case scenario for dollar/yen. Since there is precedence for a huge dollar devaluation-Plaza Accords-1985, or it is possible that we are in the midst of one…I have no idea but is it possible for a devaluation against the Asian rim currencies…..

macro-man

9/2011 return +6.70%.
10/2011 return +5.612%.
11/2011 return +4.76375
12/2011 return +.0015%.

MTD Total: +17.0775%.
non-annualized

 

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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!

London UK says they may lose 24K financial jobs over the next year! Lowest level in a decade!

London UK says they may lose 24K financial jobs over the next year! Lowest level in a decade!

It is blamed on tougher regulations and higher taxes. This is one of main drivers of the English economy. Not cool with their austerity measures.

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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!