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And now a message from AerospikeDB to all my queries with a design for potential HFT

And now a message from AerospikeDB to all my queries with a design for potential HFT

This came from their business development manager at AerospikeDB. Hearing from a vendor is a very cool thing:

Hi Peter
Thanks but what is cost structure for Aerospike?
Thanks

AerospikeDB is open source. So it’s the customer’s favorite price: free. The Community Edition is free. Is and always will be. The Enterprise Edition, which includes XDR (Cross Datacenter Replication) and security features, amongst others, is where the costed product is. For small businesses, we also have a Start Up Special which is also free, and gets you the Enterprise Edition until you meet revenue numbers ($2 million in annual revenues, or $20 million in funding). For companies big and small, we publish the following price list:http://www.aerospike.com/products-services/

Also note that we only charge based on total data in your database; unlike a cloud provider, we do not charge based on usage of the data.

More comments are embedded below, which was part of your original email….

 

Hi Bryan! I am looking through your video. I will get back to you once
I have a chance to check it out in full. Very exciting stuff!

The one thing I will note is that Redis doesn’t scale beyond a single
server. So if you need scaling and performance, and especially
cross-datacenter replication (XDR), then Aerospike can do what Redis
just doesn’t do. They are attempting to solve scaling via clustering,
but it’s a work-in-progress, and certainly not mature.

 

Peter

I posted an hour long video that explains evertyhing I learned in
the last 5 years

[1]

_Final architecture walthru of automated trading Linux Windows based
system with HFT potential. Hail Python?_

This is an important 1 HOUR VIDEO to take away confusion for a
trading system. I talk about all the pros and cons of each language
including NOSQL vs SQL databases. I hope this covers everything.

In a way, yes, but I wanted to get a clear idea. It looks like you want to have the following:• A desktop (Windows-based) trading desk application (buys and sells); broker-level, but not “exchange-floor” or “HFT cluster”-level.

• Seem you want an application that would allow brokers to control up HFT, but not the architecture to actually *execute/run* the HFT.

• This is important, because you are looking to allow what you call “HFT”, but not really the sort of thing where people are doing silicon-based HFT architectures to actually put in automated trading systems (q.v., Cisco Nexus: http://www.networkcomputing.com/networking/cisco-flexes-custom-silicon-muscle-for-high-frequency-trading-crowd/d/d-id/1233885?)

Let me know if any of those assumptions are correct or incorrect, because the kinds of solutions you are talking about are orders of magnitude larger and more complex to actually create an HFT cluster.

Also, this article on the topic was interesting to me. It was from 2012:

Rather than just say “this is best,” or “that is best,” the real thing to do is to check out your data modal, and your application architecture. First, I noticed that you created a two-part model, which inferred a desktop client, and then some remote “server,” but the differentiation between one and the other wasn’t very clear. For instance, are you doing server-side analytics, real-time analytics, or non-real time? Is it all desktop-based, or will there be a component of server-based, or both?

For instance, you might want to do “live” analytics with Hadoop or Spark; we have connectors for both. But that’s the sort of “big data” analytics that would fry your typical PC.

Also, I am presuming that any server you are using would have some sort of “upstream” connection to the live markets, such as NASDAQ FIX API (which replaced CTCI) (q.v., http://www.nasdaqtrader.com/content/technicalsupport/specifications/tradingproducts/fixactspec.pdf).

My thoughts would that you would need a “three tier” model, with the actual market APIs connecting to the “first tier” — the markets themselves. Then the “second tier” would be some sort of brokerage-based (or service-based) big data aggregation, transaction and analytics engine. The third tier would then be the desktop trader/broker desks.

Something akin to this?

Inline image 1

Your desktop-analytics engine would be different than your server-side engine, just looking at a subset of the overall market data model. For instance, a single ticker symbol, or a set of them, or some time-series data.

Aerospike only runs natively on Linux. Though you could make it work on a desktop OS (Windows, Mac) with a virtual box, it might be best to use some other sort of local datastore for the desktop.Then the big thing would be to make sure you used some sort of data schema that would allow portability, such as JSON, so that data on the middle tier could be easily interchanged regardless of what desktop app, or even a “headless” transaction processing engine, was subscribing to it.

I do also see Redis is used for: To store real-time stock prices.

Again, Redis is fine if you are just doing a single-node architecture. But it’s not for a scalable middle tier. However, if you wanted to use something like MongoDB or Redis, or whatever for the desktop, that would be fine; the middle tier could still be optimized for performance and scalability on Aerospike.

If you want to try out Aerospike:

And if you want to have more of a discovery call, give me a ring. If you decide to use us, I’d love to sign a “Start Up Special” agreement with you, or have you use the Community Edition, and then get you to blog about your project more. It would, of course, have to pass the muster of our marketing team.

Let me know if that makes sense, and whether you’d like to follow up with a call.

 

I say very cool!! But let’s see how my trading idea with Redis goes ….

https://quantlabs.net/blog/2014/12/more-simplified-potential-final-architecture-walthru-of-automated-trading-linux-windows-based-system-with-hft-potential/

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Message from Revolution Analytics on R in Finance and other R conferences

Message from Revolution Analytics on R in  Finance and other  R conferences

 

Hello,

Wanted to share some news and upcoming events where we hope we will be seeing you.

R/Finance in Chicago last month was a fantastic conference and we learned a lot about how R is being used in the financial industry. Joseph Rickert wrote an excellent round up sharing the new R packages that were presented. You can see his post on the Revolutions blog: http://blog.revolutionanalytics.com/2014/05/r-finance-2014-featured-r-packages.html

AdviseR, the technical support subscription for Open Source R, was announced last month and we wanted to invite you to find out more about the service and how it may benefit your own work with R. You can learn more here: http://www.revolutionanalytics.com/adviser

UseR! 2014 is coming up June 30 through July 3rd on the beautifully sunny campus of UCLA. Revolution Analytics will be sponsoring the event and we hope that you will all take the time to stop by, say hello and share some your R exploits with us. If you still need to register, you can do so here: http://user2014.stat.ucla.edu/#registration

Finally, want to let you know that a free 14 day trial of Revolution R Enterprise is available on the Amazon Marketplace. There is no installation required and each instance can support up to 16 terabytes of data. A great opportunity to take a closer, no obligation look at Revolution R Enterprise: http://www.revolutionanalytics.com/revolution-r-enterprise-aws-marketplace

Thanks so much and we hope you all have a great summer.

The Revolution Analytics Team

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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 special message from Tim Sykes: The Simple Strategy My Students & I Use To Become Millionaires Really?

And now a special message from Tim Sykes: The Simple Strategy My Students & I Use To Become Millionaires Really?

Man is it that easy? Where do I sign up? Why do all this quant stuff?

Join my FREE newsletter to see how we make you a millionaire so easily. ROTFL

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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!

Better than message queuring for technical analysis and real time data capture with IQFeed? Excel?

Better than message queuring for technical analysis and real time data capture with IQFeed? Excel?

I just posted a new video for my Quant Elite Members a video that will change the future on my trading environment. This is an affordable software product used with Excel for technical analysis.There can be many advantages of this software

Join my ELITE QUANT

Or Join my FREE newsletter to see what other secret sauce stuff I may to my trading environment

 

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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!

Aaaah! This is the last message presenting me from implementing a managed DLL into my trading application

Aaaah! This is the last message presenting me from implementing a managed DLL into my trading application

PublicKeyToken=null’ or one of its dependencies. An attempt was made to load a program with an incorrect format.
response threw exception: Could not load file or assembly or one of its dependencies. An attempt was made to load a program with an incorrect format.

I know the potential root of it but the combination of these are not fun.

http://stackoverflow.com/questions/4340362/system-badimageformatexception-an-attempt-was-made-to-load-a-program-with-an-inc

NOTE: This new platform is HFT ready which I could never reall talk about within Multicharts.net so there is an advantage already.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Music to my ears message for MATLAB Coder from M script to C++: coder(‘-build’, ‘Algo Trading.prj’) Code generation successful

Music to my ears message for MATLAB Coder from M script to C++: coder(‘-build’, ‘Algo Trading.prj’) Code generation successful

When using Matlab Coder for code generation from Matlab M script to C++, you want to see this message after the build:

>> l:  View reoirt

This only took a few hours to get to but once you understand, you quickly blaze through the recoding translation pretty quickly

I went through many changes to make this happen!

Get on my FREE newsletter to see how I build this custom HFT platform

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 LMAX the trading broker for forex

And now a message from LMAX the trading broker for forex

This was after my posting of

https://quantlabs.net/blog/2011/12/i-am-doing-my-due-diligence-on-lmax-as-they-impress-me-as-a-potential-forex-broker/

Here is an email from their sales manager:

Dear Bryan,

 

As means of introduction, my name is ___ and I am Group Sales Manager at LMAX.

I stumbled across your recent posting on LMAX and am pleased (but not surprised!) by your positive review so far.

Should you require, any support or information to further your study, then please let me know. We have a dedicated team of Technical Account Managers that can aid the API trading, plus Customer Services and Sales that can help more general enquiries.

 

Very nice! The problem I cannot email this person as their emails bounce back. Let me know a better email for carry out a private dialogue.

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

is this my first Linked In spam message? man, is Linked In is becoming a spamming haven like Facebook

Tatiana Zulmen has sent you a message.

Date: 11/30/2010

Subject: FW: Investment opportunity in a brasilian real estate developer

Hello

I’m forwarding Jorge’s message about an investment opportunity.

I also take this opportunity to invite you to the linkedin group “World Global Finance Network”: http://www.linkedin.com/groups?gid=3671110

Best Regards

Tatiana

On 11/29/10 10:28 PM, Jorge Lascas wrote:
——————–

Hello Tatiana

Can you help me to find an investor for Zanutto Corp?

Zanutto Corp is a small real estate developer in the Sao Paulo region, Brazil, looking for an investor or partner to fund the company growth for the next two years.

You can find more info in http://jorgelascas.com/en/brazil/business-opportunities/zanutto-corp

Please forward this message to possible investors and funders.

Thanks

Jorge Lascas

jlascas@jorgelascas.com
http://www.jorgelascas.com/index.php?lang=en

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!