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.
Whoo. First version done but not my finest. This is a quick and dirty method to test connectivity into my trading charting front end called Infragistics Equity Trader. I explain all this in the video. All source code and tick database DDL are in my Elite membership section.
What DotNET frameworks do I use for my primitive automated trading system?
A question via email:
Hi Bryan, just wondering if you were using the new .NET 4.5 Async/Await functionality in your platform?
There seems to be so much in 4.5 such as Rx not to mention F# and so on….
The brain aches.
No I do not use this framework. I also played with Rx but sort of slow. F# looks interesting as well. For my system, I showcase a popular low latency queuing library which many trading houses use. Sorry about your brain but I know how you feel. Hope this helps.
How do you do debug using primitive Linux or UNIX using GDB? C++ job interview hint
GDB is old but I have heard some more advanced interviews do ask these questions so be prepared on how to do the basics within GDB at a shell command line at a Linux terminal session. It is meant for C++ debugging and make sure you set your GCC compile mode to debug to enable this.
As you would, you need to enter on the shell command line:
This will load up your biary n execute program. .
This will set breakpoint in your method like main.
Once set, you need execute program the program using ‘run’.
This will then move to the next call within your executable file.
This will display any variable values GDB may have access to the point at which it is executing.
There are numerous settings in which you would want to run GDB. If you have a process which is being run by your program , it may strangely hang. All you need to do is the get the process id (PID) it is running on. This can be known by executing ‘ps –ef|grep xxx’ where xxx is your program that hung.
gdb convdoll 9198
9198 would obviously be the process id you want to query on.
Sometimes C++ programs that leak memory may terminate abnormally and generate core files. You can always run through the program’s session by debugging it with GDB. Just do on the command line against a dumped core file.
gdb /system/location/convdoll core
Hope this helps you get past those gnarly questions posed at c++ job interview.