Tag Archives: market order

HFTcoming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready

Hi there
 It is possible? I may get this done a lot quicker so let my source references show you how I will achieve this.
Yes this is true. I have now have a really solid code base of Matlab M scripts to start working to build a simulated trading environment. I will also be using the potential code generation capaibilities to generate C++ for my trading app for market data capture and strategy trading decision engine. Also, the QuickFIX peice is already done! I will be using IQFeed as my data provider and both Interactive Brokers and LMAX as my broker/exchange provider.  More details:
1. HFT (high frequency trading) coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready
2. Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 1
3. Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 2
All of these steps will generate my capabilities to deliver the components of a simulated high frequency trading (HFT) environment in Matlab or Simulink as well as live trading. As said, it will even have FPGA capabilities somewhat.
Thanks Bryan
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!

Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 1

Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 1

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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!

Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 2

Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 2

JOIN NOW TO GET ACCESS

Get more info on this with my free newsletter as I developm this HFT system 

 

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!

HFT coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready

HFT coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready

This will entail a complete end to end automated / algorithmic trading system . It will entail real time market data capture from IQFeed, FIX trading execution using QuickFix/J, with various trading algoirhtm or strategies using genetic programming for rule based to generate from a combination of trading signals or indicators. These can be derived from statistical, news, technical, or any other type I want. All algos will be part of a Simulink model where C++, C, or HDL code can be generated for FPGA. This includes my choice of HDL or Verilog depending which FPGA hardware manufacturer I go with. This will eliminate concerns of latency when I take this into a production environment. I would be able to drop th C/C++ generated code into a API client using IQFeed. Also, the QuickFIX component is already complete as I just execute orders through it by configuring a file for Interactive Brokers need.

In my notes availabe for my QuantLabs.net Premium Members, I list the complete architecture details.

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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!