Tag Archives: programming language

Open debate of which programming language for trading Meetup login details

Open debate of which programming language for trading Meetup login details

If you have not seen my recent video on this exact presentation I want to propose for this Meetup, I would recommend you attend. I already had a ‘lively’ debate on Twitter on the merits of R. I am still not convinced compared to other languages. Let’s have an open debate when all these important languages should be used for what conditions of your trading.

1. Please join my meeting, October 20, 2015 at 8:00 PM Eastern Daylight Time.
https://global.gotomeeting.com/join/218842581

2. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

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Access Code: 218-842-581
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Meeting ID: 218-842-581

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Open debate of which programming language for trading

Tuesday, Oct 20, 2015, 8:00 PM

5 Members Went

Check out this Meetup →

Visualization for CSharp DotNET and MATLAB

Monday, Oct 19, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

9 Researching Traders Went

Visualization for CSharp DotNET and MATLABLet me demo my latest effort in simply having .NET C# call Matlab charting functions. Let’s also talk about your experiences with whatever charting or visualization for your trading needs. I can add my own as well if you’d like

Check out this Meetup →

Visualization for CSharp DotNET and MATLAB

Monday, Oct 19, 2015, 8:00 PM

Oline via GotoMeeting
GotoMeeting Toronto, ON

11 Members Went

Visualization for CSharp DotNET and MATLABLet me demo my latest effort in simply having .NET C# call Matlab charting functions. Let’s also talk about your experiences with whatever charting or visualization for your trading needs. I can add my own as well if you’d like

Check out this Meetup →

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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!

Know thy programming language: C Rules

Know thy programming language: C Rules

Yes our fave NEW language so know the rules

http://motherboard.vice.com/read/know-your-language-c-rules-everything-around-me-part-one

Join my FREE newsletter to learn more about how I accomplish this hand coding with Redis and the trading model (I already done that remember?)

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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!

R is the big programming language for 2014. Thank big data

R is the big programming language for 2014. Thank big data

Interesting article about TIOBE. Funny they don’t mention F#?

http://www.infoworld.com/article/2857133/application-development/r-swift-soar-in-language-popularity-in-2014.html

Join my FREE newsletter to learn more about our future with R

 

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!

This could be considered the best low level programming language for trading: Meet D

This could be considered the best low level programming language for trading: Meet D

http://en.wikipedia.org/wiki/D_%28programming_language%29#Development_tools

Check out some of the features:

See the advantages

http://www.prowiki.org/wiki4d/wiki.cgi?LanguagesVersusD

Performance with out of box parallel:

 

Tutorials of all the features:

http://ddili.org/ders/d.en/

Map and reduce:

http://ddili.org/ders/d.en/parallelism.html

Memory mapping:

http://ddili.org/ders/d.en/memory.html

Parallelism:

http://ddili.org/ders/d.en/parallelism.html
http://www.prowiki.org/wiki4d/wiki.cgi?HowTo/RealtimeTypeInformation

Python with D or Lua:

http://stackoverflow.com/questions/11081333/calling-d-code-from-an-interactive-shell

http://dlang.org/

Check out Mixin Statement:

http://dlang.org/statement.html#CaseRangeStatement

Visual Studio support with D

http://www.dsource.org/projects/visuald
http://en.wikipedia.org/wiki/D_%28programming_language%29#Development_tools

It is fully compatible with C libraries.

http://walterbright.com/

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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!

Which programming language is best for quant trading and HFT

Hi there
I am really get tired of this agruement regarding which programming language is best for quant trading and building financial models. As a result, I created a video on this:

Youtube video on Which programming language for quant finance c++ r matlab python dotnet with potential HFT?

https://quantlabs.net/blog/2013/06/youtube-video-on-which-programming-language-for-quant-finance-c-r-matlab-python-dotnet-with-potential-hft/

Need FREE open source trading documentation like Tradelink:

Where to learn more with documentation about Trdelink FREE open source DOTNET CSharp trading platform with potential HFT

https://quantlabs.net/blog/2013/06/where-to-learn-more-with-documentation-about-trdelink-free-open-source-dotnet-csharp-trading-platform-with-potential-hft/

Also, there is an awesome document floating on the internet.so I posted my thoughts on this:

Who knew Max Dama would be put out a book on Automated Trading? Use Matlab or Excel as well

https://quantlabs.net/blog/2013/05/who-knew-max-dama-would-be-put-out-a-book-on-automated-trading-use-matlab-or-excel-as-well/

This written by Max Dama so if you want to read a great PDF, this is it.

Finally, I am pretty close to completing my NEW quant school. I will be putting some really really affordable deals for those interested so watch your mail inbox.

Quantlabs.net School how to Intro soft-launch for Premium members: Learning quant algorithms and trading platform development
quantlabs.net/blog/2013/05/quantlabs-net-school-how-to-intro-soft-launch-for-premium-members-learning-quant-algorithms-and-trading-platform-development/

You may want to consider joining the QuantLabs.net Premium Membership which will give you FREE full access (an $800 value) to our upcoming QuantLabs.net School .

–> JOIN NOW TO TAKE FULL ADVANTAGE <-–

Remember: This is a limited promotion get fulling access to our upcoming school of courses!

There are so many benefits listed here:

Thanks for reading
Bryan

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!

Youtube video on Which programming language for quant finance c++ r matlab python dotnet with potential HFT?

Youtube video on Which programming language for quant finance c++ r matlab python dotnet  with potential HFT?

Learn which programming languages I will use to do quant? Join my FREE newsletter

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!

Why waste your time hand coding your strategy or model for your HFT trading platform’s native programming language?

Why waste your time hand coding your strategy or model for your HFT trading platform’s native programming language?

Once again, I am learning how people are hand coding their strategies in their platforms native language like C++, Java or C#. Why would you do that? That is why I am trying to use ways to bridge code from either proven prototyping products or statistical tools. If you want to waste your time hand coding an unproven strategy, go for it. I won’t stop you but it could lead you down the wrong path. In some cases years, or other cases dozens of programmers who get fired due to some guys vision of his potentially unprofitable strategy. Believe me, I have seen it. It isn’t pretty especially when it involves a spouse!  Anyhoo…. I have got two options at my disposal to alleviate this dilemma with my new HFT platform. Don’t ask me about it ’cause I am not going to tell you. You have two choices to follow on this:

1. Search and search and search my blog or anywhere else online. Good luck! Or follow me via my email list or Linked In to get an idea.

2. OR…join my QuantLabs.net Premium membership now to save the time and maybe even your relationship.  Sacrifices may need to be made if you believe in what you believe.

The choice is yours.

 

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 c++ programming language for an independent trader doing quant development?

Is c++ programming language for an independent trader doing quant development?

Java, there are very nice IDEs and OS independent. Most importantly, it is all free.

 

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!

Presentation material for Quant Finance Meetup on Pairs Trading in R programming language

 

Presentation material for Quant Finance Meetup on Pairs Trading in R programming language

This is from Alon who presented last nite:

You can reach the slide deck with the code at
alonhonig.com in the ‘resources’ tab
Here is a paper that refers to logarithmic as well as arithmetic returns:
http://ssrn.com/abstr…
Here is the pairs trading paper:

http://69.175.2.130/~…

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!

Quant development: Any opinions on what programming language to use when developing a trading system?

Any opinions on what programming language to use when developing a trading system?

—-

I was asking myself the same question while looking for Trading platform. I’m in favor somehow for C# because it is really open for your own development and you can somehow put old C or C++ code in a kind of wrapper to support it. If you don’t have already a trading platform, take a look at Ninjatrader or WealthLab which made the transition to support C# in the past. I would not recommend to start with a proprietary language like EasyLanguage (Tradestation) because it is not really open for future developments -that’s my personal opinion.

—

We are in the same boat. I can confirm big wigs like Ernest Chan uses Matlab for research using C++/C# Interactive Broker API. We are probably going the same route as most large firms use this combination with an Excel front end.

 

 

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!