Tag Archives: PDF

Market Making and Mean Reversion research paper PDF

Market Making and Mean Reversion research paper PDF

This came in from my Telegram private group

https://www.cis.upenn.edu/~mkearns/papers/marketmaking.pdf

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Cisco routers HFT spec PDF

Cisco routers HFT spec PDF

This how the networking side of HFT works

Thanks to someone among my Skype contacts

http://www.cisco.com/c/dam/en_us/solutons/industries/docs/finance/c22-658397-01_sOview.pdf

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Spark as a Real-Time Web Service PDF

Spark as a Real-Time Web Service PDF

This does 700 updates per second so should I be impressed?

https://www.slideshare.net/mobile/EvanChan2/700-updatable-queries-per-second-spark-as-a-realtime-web-service

For me Redis is super impressive!! http://redis.io/topics/benchmarks

redis-benchmark -t set -r 100000 -n 1000000
====== SET ======
  1000000 requests completed in 13.86 seconds
  50 parallel clients
  3 bytes payload
  keep alive: 1

99.76% `<=` 1 milliseconds
99.98% `<=` 2 milliseconds
100.00% `<=` 3 milliseconds
100.00% `<=` 3 milliseconds
72144.87 requests per second

$ redis-cli dbsize
(integer) 99993

redis-benchmark -n 1000000 -t set,get -P 16 -q
SET: 403063.28 requests per second
GET: 508388.41 requests per second

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Conic Trading in Markovian Steady State PDF

Conic Trading in Markovian Steady State PDF

From the NYC Contact so thanks to him for sending

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2732826

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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!

PDF download and video on Algo or Automated Trading Pros

bry

Download Powerpoint and video on Algo or Automated Trading Pros and Cons

Wow! It is amazing on the amount of info you can get in a span of 24 hours. First off I have posted my 20 minute quick presentation on the benefits of algo trading here.

 

This does include my Powerpoint slidedeck as well.

 

To be honest, my Meetup from last night had a surprise guest of a highly experienced options trader from the trading floors in Chicago who is automating his knowledge. Do you honestly know how valuable to talk to somebody like this is? Well I managed to record it and it’s been posted for my Quant Elite members so see more details below.

Microsoft windows 10 is utter pure rubbish

Just a quick info tidbit as I try to upgrade to Windows 10 which crashed, it literally destroyed much of my virtual machines that I had configured. In summary, I can say I am fully dumping all Microsoft Windows technologies a lot sooner than originally planned. In fact, I call it an urgent situation to get off of this. Oh and I did not mention the uncontrollable updates Microsoft forces on you when you use Windows 10.

 

Go here to see some of the stupid bugs I came across

ExtremeDB vs open source NOSQL Redis

 

Anyhow, as I mentioned about the webinar last night, it was revealed about a database called ExtremeDB which was introduced at a HFT trading show in Chicago. My question is: how does open source NO SQL Redis compare to it?

 

I have a list of some known comparisons here

 

OK, I mentioned my Quant Elite membership. What I’m hoping for is that my “Python Experiment” will be a HUGE success. If I can probably integrate with C++ and Redis with a sprinkling of Matlab and R, I do think we will be well on our way to building out an amazing modern open source trading operation that any person would salivate to have. As you know, I have so much information to provide anyone who is new at this to shave literally years of development time to get this kind of operation up on their own. Over the years, I’ve learned to keep these costs down to bare-bones minimum with no license hassles. As a result, I present a few options for any person that is driven for their success:

 

Choose a monthly plan to try it out by going here

 

If you’re extremely driven and follow what I do (and literally I know there are thousands of you out there that do), I created last week an annual membership that will give you an extra six months which will save you US$600.

 

Go here to check that out

 

As always, I have lots of information on this membership listed here.

 

As I said about this “Python Experiment”, I’m also looking at cool looking charting (and fairly quick) packages for an iPad. This is the future in modern trading with potential high-frequency trading on top of that. Honestly, I hope this excites you but stay tuned on what that is about.

 

I do really think you should join my daily digest to follow all of my research. This newsletter only highlights what is the most popular set of topics so you’re most likely missing out on a lot of information.

 

Go here to join but do realize I strictly do not release anybody’s information at all.

 

I do spend lots of money to keep all information secure since my minor hack in December.

 

Either way, I hope this email helps you out on your decisions in which will help automate your trading.

 

Over and out, your pal

Bryan

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Modeling Volatility Risk in Equity Options Market: A Statistical Approach PDF

Modeling Volatility Risk in Equity Options Market: A Statistical Approach PDF

Thanks to the NYC Contact for sending

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Are there workaround for weakness of Redis for cluster and sharding? Excellent NOSQL comparison PDF links as well

Are there workaround for weakness of Redis for cluster and sharding? Excellent NOSQL comparison PDF links as well

Decent comparison of leading NOSQL databases:
http://vldb.org/pvldb/vol5/p1724_tilmannrabl_vldb2012.pdf

Redis still show as a top contender but the limitation of sharding,failover, cluster, etc is a limitation. Here are some hopeful  workarounds

More Redis cluster and sharding capable info links:

http://stackoverflow.com/questions/27140459/does-spring-data-redis-support-jedis-sharding-pool

 

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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!

A research paper PDF on Selective Overview of Nonparametric Methods in Financial Econometrics

A research paper PDF on Selective Overview of Nonparametric Methods in Financial Econometrics

I like non parametric as it is easire to maintain and no calibration. Is there a woot woot in the house?

http://orfe.princeton.edu/~jqfan/papers/03/finance2.pdf

Thanks to Sholom for sending

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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!

Download this Thelasians PDF on how to Carry the news trader filteringfore news with Ravenpack

Download this Thelasians PDF  on how to Carry the news trader filteringfore news with Ravenpack

Have you checked tou this huge Thalasians Meetup group?

The Thalesians

New York, NY
2,330 Thalesians

The Thalesians are a group of dedicated professionals with an interest in finance, economics, mathematics, physics and computer science, not necessarily in that order.  We cur…

Check out this Meetup Group →

Thanks for Sholom for sending this

Join muy FREE newsketter to see what else Sholom sends over

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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!

How to Survive a Low-Frequency Traders in a High-Frequency World? Download this research paper PDF

How to Survive a Low-Frequency Traders in a High-Frequency World? Download this research paper PDF

This is a great topic to consider so thanks to Sholom for sending

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2150876

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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!