Tag Archives: Open

Should Goldman Sachs CEO Blankfein be open to Bitcoin and cryptocurrency

Should Goldman Sachs CEO Blankfein be open to Bitcoin and cryptocurrency

Here is yet another Podcast as this thing gets popular

 

https://www.bloomberg.com/news/articles/2017-11-02/blankfein-says-don-t-dismiss-bitcoin-while-still-pondering-value

https://www.podbean.com/media/share/pb-g353v-7a8ca0

 

 

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!

Open HFT architecture for reference

 

Open HFT architecture examples for reference

You have read multiple stories on this open source HFT library called Open HFT. This time, I have spent a couple of days with the example code. I find this library a monster but the easiest way to consume it, you may want to just focus on the 3 trading software examples found in Chronicle Queue, Map, and Engine. I have a video where I describe all this. Just remember this code is very basic so don’t expect to be trading tomorrow.

Check out my video here

Note that I have identified Chronic Engine, Map, and Queue as the projects most likely worked on.

I will be eventually  be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo  trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Open HFT architecture examples for reference

Open HFT architecture examples for reference

UPDATE: I dug and dug. I tested and tested. I found many exceptions which could not be explained. I also went through this forum but found functionality gets removed which eventually gets moved into the commercial product. Not sure if I can keep working with this under these type of conditions. As a result, I may abandon this for now.

These testing examples can be used when loaded into your IDE

Chronicle Engine->test->net…..engine.eg

Note WireRemoteStatelessQueueClientTest.java example
Chronicle-queue-test

net.openhft.chronicle.queue.micros

Under Chronicle Map test example, look for

http://chronicle.software/

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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!

Open HFT Chroncle Map video tutorial

Open HFT Chroncle Map video tutorial

i wish there were more of these as they are really helpful

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Chronicle Queue in French

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!

Open HFT 10x faster than REDIS NOSQL?

Redis NOSQL performance vs Open HFT


I have gone through a surprising set of comparison of this newly discovered Open HFT framework versus Redis NOSQL. It seems this NOSQL database is widely used in the HFT world but this newer framework may give you up to 10:1 performance. Pretty impressive? I think so but you need to architect your code correctly to fully reap the benefits of this. You will be constrained to  using Java 8 if you want to stick with the open source model. It seems that extending to other languages will involve the Enterprise edition which is fairly expensive on a monthly basis.

Check out my links here

Note that I have identified Chronic Engine, Map, and Queue as the projects most likely worked on.

I will be eventually  be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo  trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://ww

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!

Redis NOSQL performance vs Open HFT

Redis NOSQL performance vs Open HFT

This exact question answers my concern with Redis with newly discovered framework. Just goto the bottom of this link

https://github.com/OpenHFT/Chronicle-Map

In the answer, the keyword is ‘stateless’.

It looks performance can be up 10 to 1 against Redis. Impressive huh?

More useful comparison links:

https://github.com/OpenHFT/Chronicle-Engine/blob/master/src/test/java/net/openhft/chronicle/engine/redis/RedisEmulator.java

http://vanillajava.blogspot.ca/2014/05/sharedhashmap-vs-redis.html

https://github.com/OpenHFT/Chronicle-Map/issues/30

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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!

Ever use this Open HFT open source Java project?

Ever use this Open HFT open source Java project?

NOTE: I have verified I can these project examples can be build and even tests run.

Don’t hate me as I just discovered this last nite. When I listened to one of the videos below,  I was stunned by the performance yet ingenious simple to use architecture and implemention. It got me thinking that maybe I need to revisit what I have done over the last year. I am about to do that with this newly discovered framework. If you look at testimonials for this sit, you will find when Redis was used , it was limited by the TCPIP connections.

http://chronicle.software/

If you replace with this framework, it should enhance the performance even more!! From my POV, I only want to do this end target trading system right once. As a result, I am looking at replacing everything with this thing in coming days. Just poke around with the videos and links to let me know what you think. More importantly, if you have used this framework, let me know you opinions of it. If not, let me know what you think of it or the potential of it.

Just always that nothing is ever final until you start live trading with real money!

 

https://github.com/OpenHFT

Using ‘HugeCollections’ To Manage Big Data

http://vanillajava.blogspot.ca/

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Different vendor from Chrionicle

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!

Refresher quant open MIT course with tools

Refresher quant open MIT course with tools

I had an interesting Facebook Messenger conversation who is going through this with some useful tips and tools:

 

http://dirk.eddelbuettel.com/code/rquantlib.html

http://quantlib.org/index.shtml

https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/

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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!

Free ebook: Effective Graphs with Microsoft R Open

Free ebook: Effective Graphs with Microsoft R Open

I have posted many of these Microsoft R Open topics and they don’t get read at all. Do people really care about what MS is doing with R? I will give this posting one last chance before ditching any future ones.

 

http://blog.revolutionanalytics.com/2016/05/e-book-effective-graphs.html

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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!