Tag Archives: questions

More questions for the HFT insider experts on NOSQL R and GPU CUDA

More questions for the HFT insider experts on NOSQL R and GPU CUDA

Of course, I will never publish the answers but hey, these are fun to ask

1. What is your view on a decent fully featured open source Java front end?

https://code.google.com/p/trade-manager/

2. NOSQL Redis in memory database Videos on cluster and failover for new version
This is a presentation by the founder of this impressive NOSQL true open source solution


Do you think this is more viable to use over something like Erlang since it could be considered more modern?

3. Do you think this is worth looking into as another potential in memory database with Postgres? Based on the info of Redis, would you go with this over all the other options of Erlang? Another high speed open source in memory database option is Postgres with a GPU backend. I find it confusing but I want to verify that Redis is still the more viable option due to it less complicated with somewhat complicated coding of GPU or CUDA
https://wiki.postgresql.org/wiki/PGStrom

4. Would you think these sort of Redis options with LUA which would put it at the top your choices with for message queue bus, failover, clustering, and in memory database over other options including Erlang or PostGres with CUDA?
Or do you think Couchbase would still be your top pick with HFT potential needs?
Also, there was this interesting demo with ZeroMQ for potential uses with a decent Message Bus

Interesting LUA open source projects where it can be embedded into a running Redis Server session
http://stackoverflow.com/questions/21707021/lua-script-for-redis-which-sums-the-values-of-keys
https://github.com/nrk/redis-lua
https://github.com/niedbalski/libbacktesting/blob/master/README.md
Only demo use of LUA scripting for a training environment

5. As you hinted at R being ‘fast’, would you think these packages of RCPP or RInside to be embedded into an C++ process? Is this something you would consider for an HFT potential environment?
http://dirk.eddelbuettel.com/code/rinside.html

6. I struggle with a decent front end charting package with C++? Here is an example but it seems QT is the only one.
http://dirk.eddelbuettel.com/blog/2011/03/25/

 

Join my FREE newsletter to learn more about this technical topic 

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!

Here are Questions I would ask those experienced running a HFT trading operation

Here are Questions I would ask those experienced running a HFT trading operation

I have posted algos exclusively available only to my Elite member. I have details on this below!

-> GO HERE FOR IMMEDIATE ACCESS <-

I have sliced and diced the various components you would need if you were to deploy your own world class High Frequeny Trading (HFT) environment.  These are the exact same metholodgies explained by the VP of High Frequency Engineering at Barclay’s Bank. Here are the listings:

1. Questions I would ask those experienced running a HFT trading operation

https://quantlabs.net/blog/2014/12/questions-i-would-ask-those-experienced-running-a-hft-trading-operation/

2. Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution

https://quantlabs.net/blog/2014/12/erlang-from-barclays-bank-go-big-video-with-weaknesses-including-potential-rdma-open-source-solution/

3. Barclays HFT uses with vendor panel including Solarflare and Corvil video: Decent Open source solutions?

https://quantlabs.net/blog/2014/12/barclays-hft-uses-with-vendor-panel-including-solarflare-and-corvil-video-decent-open-source-solutions/

4. C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video

https://quantlabs.net/blog/2014/12/c-secret-vendor-and-open-source-libraries-potentially-used-for-hft-environments-thanks-to-this-barclays-bank-presentation-video/

  1. Need to learn options trading or futures?

Sang Lucci views on options trading and live Youtube video for their Master Class

https://quantlabs.net/blog/2014/12/sang-lucci-views-on-options-trading-and-live-youtube-video-for-their-master-class/

Also don’t forget:

2015 will be the year of the algorithm: 226 reasons that will make you a better quant or indie automate trader

Download your sample Excel spreadsheet here or watch my 20 minute presentation video on this:

https://quantlabs.net/blog/2014/12/2015-will-be-the-year-of-the-algorithm-226-reasons-that-will-make-you-a-better-quant-or-indie-automate-trader/
That’s right, get your immediate access to all 226 related algorithms now!


->  GO HERE FOR IMMEDIATE ACCESS <-

This will double in price after New Years Day Jan 2 2015!

Happy New Year!
Thanks 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!

Generic Questions for our Meetup Webinar TONIGHT on The Year 2014 in our FIRST Trading Non Techie Babble Session

Hi there

Generic Questions for our Meetup Webinar on  The Year 2014 in our FIRST Trading Non Techie Babble Session

I am keeping these questions general in our first ‘traders club’ online. I am hoping this will evoke a good discussion which will get posted onto my Youtube channel at youtube.com/quantlabs

1.    What is your primary focus in terms of trading instrument/security/asset class? E.g. Options, futures, forex, stocks, mutual funds/indices, fixed income, etc? What shows the most profit potential? Why do you think that is?
2.    Will 2015 be a more profitable trading year as compared to 2014? What your is
3.  What is your primary short term profit goals and trading strategy going into early 2015? Any specific areas you can discuss?

See you tonite at 7 PM Eastern Standard Time.
Easiest log info:

http://www.joingotomeeting.com/fec/?locale=en_GB&set=true

Access Code: 132-070-381

Audio PIN: Shown after joining the meeting

Meeting ID: 132-070-381

More details at
http://www.meetup.com/quant-finance/events/219137341/

Join my FREE newsletter to learn more about these ‘trading club’ webinars

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!

Questions for databases tonight: NOSQL vs SQL database smackdown, which one for what?

Questions for databases tonight: NOSQL vs SQL database smackdown, which one for what?

All related about high speed access, throughput for housing tick/bar market time series data in very high volume.

SQL:

Who uses Oracle for high speed live trading and data store? Feedback??

Who uses SQL Server for high speed live trading and data store? Feedback??

Anyone ever do apple to apple comparison between SQL Server and Oracle?

Upper limits of performance hit with MYSQL or Prestgres?

NOSQL:

Who used Cassandara? Anyone still using it?

Overall perspectives of the NOSQL solution?

NOSQL:

Anyone use Redis? Try out the clustering or message queuing?

Anyone see limitation on MongoDB insert throughput? Does it cluster at higher transaction volume? Does it corrupt data?

Anyone ever look other solutions like Aerospike or Cassandra? Looking for same info on the above.

Anyone have any luck with the above limitation NOSQL options:

Roll your own solution:

Which language? Which design patterns? How do you handle message queueing? Clustering? Fail over? Redundancy?]

Anyone ever work with flat files? What language? Any compression algo techniques? Performance issues? How do you manage all of them?

Ever look at a solution like TEA Files in C#?

Performance better overall?

Remember that there is no public playback for this event.  You will only be able to get access here

Join my FREE newsletter to learn more about these events

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

Oline via GotoMeeting
GotoMeeting Toronto, ON

11 Members Went

Online Meetup LIVE Event: NOSQL vs SQL database smackdown, which one for what?There are so many databases usedbut what for what reason. I really want to investigate this with others online. If you are interested in our poll on this on popularity, please, visit:http://quantlabs.net/surveys/tick-db/This should also cover the experience with pros a…

Check out this Meetup →

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

23 Researching Traders Went

Online Meetup LIVE Event: NOSQL vs SQL database smackdown, which one for what?There are so many databases usedbut what for what reason. I really want to investigate this with others online. If you are interested in our poll on this on popularity, please, visit:http://quantlabs.net/surveys/tick-db/This should also cover the experience with pros a…

Check out this Meetup →

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

13 Members Went

Check out this Meetup →

 

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!

Questions for: Oh me oh my so programming languages for automated trading and quant Which one?

Questions for: Oh me oh my so programming languages for automated trading and quant Which one?
Questions for tonight:

1. Who is using Python exclusively for trading with executions? Do you worry about speed and execution? How do you overcome it? i.e. Which packages help here?

2. How many believe in a potential Java/Erlang/Python or R development stack for end to end trading with exceution? Do some think this could address weaknesses of Pythoon exclusively?

3. How many develop with Microsoft Windows .NET stack for complete end to end trading ? Any issues to be aware outside of typical licensing?

4. Anyone using Linux technologies completely including desktop with no desire for Windows technologies? Why not? If vice versa, why you stick with Windows exclusively?

5. Anyone using R for prototyping or researching trading ideas? How does it compare to Python or Matlab in your view? Any unique advantages? Has anyone considered using F# for this|?

5. Which languages are people using to concurrency, parallelism or multithreading use? Any one harnessing the power of CUDA or GPU like technologies?

6. Who is using C++ for any part of the trading system? At what point and for what unknown reason outside of speed? Anyone using it for low level usage with taking advantage of Linux power and advantages? I.e. High frequency trading? C++ to be addressed further Dec 22?

7. Anyone using FPGA deployment solutions? If so, how do you author the algorithm?

8. Database users on the client side? Who uses what to connect to? What advantages does your this technical stack bring? (further discussion Dec 8)

9. Has anyne moved onto Java 8? Can anyone confirm speed enhancements as compared to previous versions? Anyone leveraaging the use of lambda calls?

Login id for 7PM tonight:

http://www.joingotomeeting.com/fec/?locale=en_GB&set=true

Meeting ID: 514-648-837

Note: There is no public video playback other than for members of:

Elite

or

Analytics

JOIN MY FREE NEWSLETTER TO LEARN MORE ABOUT MY FREE ONLINE EVENTS

 

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!

Now the questions becomes: Can a quant magically make a fruit salad?

Now the questions becomes: Can a quant magically make a fruit salad?

This is what I call a reality check article

http://seekingalpha.com/article/2682675-can-a-quant-make-a-fruit-salad

Join my FREE newsletter to learn more about being a so called quant

 

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!

Are these math resources good for asking quant finance trading related questions?

Are these math resources good for asking quant finance trading related questions?

Sometimes you feel like an idiot pestering people for help on math related questions, here are some resources that could help:

http://quant.stackexchange.com/

http://math.stackexchange.com/

As it is run by the folks at StackOverflow, it makes me wonder if they have the Nazi moderators who close down every question you ask so I cannot judge these particular sites. I never used them yet.

Join my FREE newsletter to see how I learn math

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!

Deutsche Bank Forex trading strategy questions for clarification on math symbols and calculations

Deutsche Bank Forex trading strategy questions for clarification on math symbols and calculations

This is a first of a series of questions to people out there

Most questions are to clarify what the symbols/variables/functions mean. This will more specific questions.

Pg 6 theory (2)

Is the the whole optimization set of calculations?
What does v represent? Closest I got lower case upsilon.
E is an estimation or an expected function?
P is probability function?

Pg 7 theory (3)

What does s represent?
Is the G represent the GIRSANOV algo function?

Pg  8 theory (4)

Is the F a Fourier transform ?
Is the L a Levy process?
Is the pi Greek symbol linked back to the posterior probability process found on pg 6?
Where does the omega Greek symbol during Brownian motion process?

Pg 9 theory(5)

What does the inf{… Is this a function or set?

Pg 13 from thesis to trading model (3)

Under figure 3, is the top chart an inverse switch lileliHood measure? If do how does one calculate this? on same chart, what do these stars represen? How does one calculate original to the new change point?

 

JOIN MY FREE NEWSLETTER TO SEE HOW THIS STRATEGY DEVELOPS

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!

Questions answered by Dr Ernie Chan about this complex Deutche Bank forex quant trading model strategy

Questions answered by Dr Ernie Chan about this complex Deutche Bank forex quant trading model strategy

These are math notation related in this PDF

dbfx-questions-ernie

Join my FREE newsletter to see how our model development goes 

 

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!

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Just a quick question about R with Arbitrage.

Is for forex?

–>This can be used for any market asset
Apart pay 67 usd, what else more do I need ? I am not R coder. Do you include a basic R training ?

–> We don’t offer any basic R training but you usually just R or Matlab to work on your trading strategy idea. From there, you need to deploy it into a trading platform somehow. I am unsure how you do this but we offer other courses for this:

 

Complete Custom Trading Platform

http://quantlabs.net/academy/buy-our-custom-trading-platform-course-with-source-code/

We offer a complete end to end solution for trading ideas with all component for a trading operation:

http://quantlabs.net/academy/be-an-elite-quant/

Either of these are your best bets as opposed to be ‘nickled and dimed’ to death. It just depends where you are with your development and goals.

 

As for R itself, we use free RStudio as the Integrated Development environment and R.NET package to integrate our custom trading platform. This is not a recommended path due to the slow session imitation from within your .NET application. Matlab is a better path for this.

 

Do I need iqfeed for arb forex?

I would recommend as they have a new menu offering where you can get 40 sources of data globally.
Arbitrage is “one way” arbitrage or “two way/two legs” ? 

I am not sure how you mean by this type of arbitrage. You just look at the spread different between bid/ask. Is this what your are l=eluding to?
Do I need 2 brokers for make arbitrage?

Yes for sure but we only recommend Interactive Brokers. External suggested brokers would be Dukascopy (Java API only) and LMAX (both .NET and Java support). If do you need Java, I would recommend Marketcetera as open source Java platform but that is changed a lot since we looked at it 5 years ago.
How much pips is the target on this systems ?

 

You would need to code these targets yourself but remember all source is included.
My broker give me 2-3 pips in spread, is it possible get oportunities on Arbitrage?

I don’t see it. Who is your broker?

 

Join my FREE newsletter to learn more about items like this 

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!