Tag Archives: QuickFIX

FIX exchange environment using QuickFIX Java open source

Demo of FIX exchange environment using QuickFIX Java open source



From time to time, I get an occasional article that surprisingly becomes popular for the day. This one article is such a case where it will demonstrate how to use open-source Quick FIX for any Java open source trading platform

Check out this video here

How to load market data into NOSQL MongoDB server with GUI

The last two days I have posted quite a few Python script tutorials. These include:

How to load data into no SQL Mongo DB server with GUI

Ultimate mother load Python packages list for quant trading

I have also included a 'safekeeping' posting for my Quant Elite members which includes those Yahoo Finance tags they use for their data service. Our favorite website in the last year was taken down by a Yahoo takedown request. This is one of the many many benefits I provide my Quant Elite members for their convenience

Don't forget about those important surveys that I'm running for my life learning on automated trading coming in a couple of weeks. You can help select the times are most convenient for you.

Please choose the most convenient day here
Please choose the most convenient time here

Thanks for reading 
Bryan
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!

Demo of FIX exchange environment using QuickFIX Java and C++ open source

Also, before the webinar on FIX8, I decided to give QuickFIX a test run. I was quite surprised on some of the results:

 

Demo of FIX exchange environment using QuickFIX Java open source – See more 

 

QuickFIX for C++ does build with Visual Studio with trade client connecting – See more

 

Some more analytics research territory with Matlab that opens my eyes on areas no other traders or quants ever tread

 

A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab – See more 

 

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? – See more

 

Now that the high level trading analysis is complete, I am entering into a new a phase called ‘Battle of the Strategies”, I am looking at automating a process to measure the performance of these proposed strategies. I am looking for those bring robustness and consistent profits with them for forecasting. All of these reports will be ranked for Elite Quants. As you can imagine this will easily be the most important benefits of being part of this private community.

 

–> I want to be an Elite Quant NOW <–

 

Bryan

 

P.S. I will be giving FIX8 a run as well as introducing how this “Battle of the Strategies’ will be set up.

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!

Fix8 2.5 hour video A high performance alternative to quickfix and commercial FIX offerings

Fix8 2.5 hour video  A high performance alternative to quickfix and commercial FIX offerings
Here is the 2.5+ video of the webinar

From the following Meetups

Fix8 – A high performance alternative to quickfix and commercial FIX offerings

Tuesday, Apr 22, 2014, 7:30 PM

20 Members Went

Check out this Meetup →

Fix8 – A high performance alternative to quickfix and commercial FIX offerings

Tuesday, Apr 22, 2014, 7:30 PM

LiveStreram Online meeting
Where ever you can get online Toronto, ON

9 Researching Traders Went

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.- what is Fix8? brief history of the project – why do I need it? do I need it? – is Fix8 a turnkey solution? a framework? a library? a toolkit? – what do I need to build a FIX adapter using Fix8 – Windows – how? – support and help? who can I …

Check out this Meetup →

Join  our FREE newsletter to see if we use Fix8

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!

QuickFIX for C++ does build with Visual Studio with trade client connecting

QuickFIX for C++ does build with Visual Studio with trade client connecting

Could this build as easily under Linux?

Join our FREE newsletter to see how we use  this project

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!

Demo of FIX exchange environment using QuickFIX Java open source

Demo of FIX exchange environment using QuickFIX Java open source

This is done is Java and it seems the best environment for a stock simulator with this popular FIX engine open source project

Join my FREE newsletter to see how we may move ahead with this FIX project 

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 TONITE! Fix8 A high performance alternative to quickfix and commercial FIX offerings

meetup

FIX is being discussed more around here as another FPGA project for ultra low latency high frequency trading has started. Join this FREE webinar TONITE! See below to see where we are at:

 

FREE Login info Fix8 – A high performance alternative to quickfix and commercial FIX offerings – See more

 

These are high level opinions of a few of my users:

 

Another quant user POV of what HFT should be about – See more

 

Does this Ninja Trader platform really matter for a community like ours? – See more 

 

This list hints at some advanced trading ideas I may revisit in the future at some point:

 

Various market event arbitrage example source code in Matlab including HFT Bitcoin quant uses – See more

 

OK. I  am hoping to finish off this high level of analysis of source code projects that are useful for future quant trading. As I have devised plans to help drill down to showcase what quant forecasting models will constantly profit under which conditions and for which market securities, this will easily be the most important benefit yet for my Membership

 

–> I WANT TO BE A MEMBER NOW <–

 

Thanks and hope you have a profitable day,

 

Bryan .

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!

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.

Fix8 – A high performance alternative to quickfix and commercial FIX offerings, for Linux, Windows and OSX.

– what is Fix8? brief history of the project
– why do I need it? do I need it?
– is Fix8 a turnkey solution? a framework? a library? a toolkit?
– what do I need to build a FIX adapter using Fix8
– Windows – how?
– support and help? who can I ask?
– FIX versions; will Fix8 work with XYZ broker?
– Fix8MT – what do you guys offer?
– QA – Bryan to lead this

http://www.meetup.com/quant-finance/events/176016702/

http://www.meetup.com/R-Matlab-Users/events/176016812/

Join our FREE newsletter to learn more about online Meetups for topic like this 

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 QuickFIX or FIX8 the best ways to learn FIX fast?

Is QuickFIX or FIX8 the best ways to learn FIX fast?

This came in via Linked In:

Hi Bryan, What is the best way to quickly learn FIX? How did you learn it?

Thanks

I replied with:

There are many versions of FIX protocols which makes it confusion. The best way MAYBE QuickFIX http://www.quickfixengine.org/

Or use FIX8? http://fix8.org/

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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!

Rapid trading model development breakthrough? FIX8 over QuickFix? Next steps?

Hi there

I may have found my breakthrough for rapid trading model development. I am not sure why people don’t use it, but see below. Onwards and upwards.

If this proves itself, expect that QuantLabs.net Premium 50% increase come Jan 14, 2013.
1. 50% increase coming my Quant Membership for HFT and trading model development! Join now for the affordable rates!
2.  We are now working with FIX8 for potential HFT, C++ FIX replacement for QUICKFIX?
3. Next steps: Moving average and pair trading strategies with GPU CUDA to implemented into HFT C++
3. Matlab Simulink for visual model design? Stateflow real time data analytics? Simulink Coder for C++ code generation?
So get in on the action now  which will give you access to my private Webinar for Quantlabs.Net members come Dec 18!
Here are those member benefits 
Got questions or comments, let me know
Thanks
Bryan
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!