Tag Archives: message

Source code walkthrough of Python C++ message queue with market entry exit algos

Demo of Python C++ message queue with market entry exit algos

I just made a very detailed 44 minute video to showcase the importance of using Python and C++ with messaging through a queue managed by Redis NOSQL. In this video, I describe how multi-threading, multiple algorithms, and other functionality work together when you put on trading positions. This video details how to handle all trading logic needed between your market entry and market exits. I will be also adding new videos in the future to finish how this position manager will work.

Check out this video here

If that’s not enough for complications in your life, you should be checking out my make up classes for all my options and futures trading strategy that I started back in the fall of 2016. This will cover about six topics in detail which i will be only covering once.

I have selected Saturday, January 21 at 9 EDT. . This is the same time as New York City.

I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Optimal Hedging
Options on futures
Options examples continue
Additional Options concepts with comparison to Futures    
Option pricing more examples    
Call put parity
Options trades

Coding samples will be offered in a combination of Python and C++.

I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT.  Let me know what works for you.

This will be available to all my Quant ELITE members.

Not a member, join now!

Thanks Bryan

P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.
P.P.S. Looks like it will be for Sat Jan 21 at 9PM EDT! Details coming soon. 

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!

Demo of Python C++ message queue with market entry exit algos

Demo of Python C++ message queue with market entry exit algos

I cover the entire flow of a ‘simpler’ demo of the crust of this queue for managing open positions to close/exit out of market. I demo with a single stock but remember this work doubles up for both a long vs short. Multi threading will be key here which is mentioned towards the end.

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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!

Demo of primitive C++ Python message queue with Redis NOSQL

Demo of simple C++ Python message queue with Redis NOSQL

Demo of simple C++ Python message queue with Redis NOSQL

Primitive queue with minimal multithreading

30+ minute video demo posted here

IMPORTANT

Which days work better for our make up workshop for our option futures trading course ?

Here is the survey to poll for which days work for you

Go here https://www.surveymonkey.com/r/X85X2BF

I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Optimal Hedging
Options on futures    
Options examples continue
Additional Options concepts with comparison to Futures    
Option pricing more examples    
Call put parity
Options trades

Coding samples will be offered in a combination of Python and C++.

I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT.  Let me know what works for you.

This will be available to all my Quant ELITE members.

Not a member, join now!

Thanks Bryan

P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.

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!

Demo of simple C++ Python message queue with Redis NOSQL

Demo of simple C++ Python message queue with Redis NOSQL

Primitive queue with minimal multithreading

Join my FREE newsletter to learn more about how these capabilities for automated trading

 

 

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!

Video on message to hedge funds banking private equity and HFT shops

Video on message to hedge funds banking private equity and HFT shops

I posted this yesterday

https://quantlabs.net/blog/2015/08/my-message-to-hedge-funds-banking-private-equity-and-hft-operators/

Here is the long video version

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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!

My message to hedge funds banking private equity and HFT operators

My message to hedge funds banking private equity and HFT operators

After posting this

 

Another fine example of bad HFT shops

I got this response via email:

To correct you…ITG is headquartered in NYC…not the netherlands.

My mistake, I got this confused with IMC: https://quantlabs.net/blog/2015/07/imc-hft-shop-hires-ubs-dark-pool-exec/

My apologies there.

I am disappointed with the use of the term “friggin cheaters”. Perhaps read more about what ITG does as a business before making comments like this. While I understand your writing style (I have been reading you for a number of years)‎, it’s unfortunate that you choose to dramatize this way.

I don’t believe this will be the last SEC settlement  in the industry nor will ITG’s settlement remain the largest for long.

Being fined should be taken seriously. Any employee of a firm who thinks it is ok to be fined by a trading regular comes a from a world of arrogance. Not putting you in this camp but seriously, your firm got busted for a misdeed. A big fine of $20M. That to me is the same as cheating! That is why banking and hedge funds are the #1 hated industry according to public opinion.

You need to be reminded you also work in a multi million dollar or even multi billion dollar fund making oodles of money while us schmucks fight for the crumbs trying to make a living on scraps.

As said, HFT is a good technology but hated upon because cheaters use this  for their own gain at the expense of others esp. retail trader.

Have a good day sir…

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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!

And now a message from Dukascopy regarding an incorrection of a forex trading broker losing due to the Swiss National Bank forex fiasco

And now a message from Dukascopy regarding an incorrection of a forex trading broker losing due to the Swiss National Bank forex fiasco

Hello, There is a mistake in the news item hosted at https://quantlabs.net/blog/2015/01/this-is-the-trading-forex-broker-carnage-from-this-swiss-national-bank-chf-event/, stating Dukascopy lost $40 million. It was corrected in the original article, see http://www.fxstreet.com/news/forex-news/article.aspx?storyid=6ea97fd7-1a48-4a91-8ae0-43b33c2ef4bd Please correct this issue.

 

The amazing thing is these forex brokers seem extra sensitive on ‘misinformation’ for what their customers or new customers. Dukascopy seem to be a decent broker but this shows how paranoid they are due to their crappy risk management that was exposed vs a solid brokers like Oanda. You choose? And why would they care about a little blog like mine?

 

UPDATE: Apparently we hit their news channel:

http://www.dukascopy.com/swiss/english/about/ournews/

They also posted this message:

Therefore, initial erroneous FXStreet statement shall be ignored and not duplicated. Any dissemination of such wrong information may lead to legal actions. We refer in particular to following websites:…

Instead of calling your lawyers, why don’t you focus on improving  your risk mangement and putting your customers at risk of losing their portfolios or trading accounts?

They also posted this after what Oanda posted;

DUKASCOPY: NO TRADE CANCELLATIONS, NO NEGATIVE BALANCES

Genius, I think I will stay away from them as Oanda seems to be the only forex broker out there to be trusted. Sorry. FXStreet.com must be dependent on their ad dollars from Dukascopy but we don’t!

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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!

And a message from Dominic Connor for his Meetup: Random Walkers in London

And a message from Dominic Connor for his Meetup: Random Walkers in London

On Thursday the 18th an arbitrary number of Random Walkers will descend upon The Counting House pub on Cornhill (50<R<170) to eat chips, be Merry and socialise.We will look back on a year of (mis)using maths in finance and the usual eclectic mix of dodgy valuations, the interesting world view of regulators, the antics of central IT departments and then apparently interminable debate about the EMH.

We will be upstairs in the Gallery in our own private area looking down on the huddled masses.

If you have not already RSVPed on Meetup.com, it would be helpful if you did because as always I’m buying the chips.

Even if you are so bogged down in what you choose to call “work” that you can’t come, I will take this opportunity to be the first to wish you a merry Christmas.

 

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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!