Tag Archives: records

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

From someone on my newsletter sent this. The questions is why Bitcoin is not part of your portfolio mix? it has been hitting new records all the time this year

One instrument that we should consider in our portfolio is cryptocurrency.  Most of the big exchanges have API’s, so the more brave and tech of us can automate as needed.

This article discusses the problems and profit potential of HFT, half of which is “front-running”.   There is a new distributed system, where there will be a level playing field, no fees, less ability to game the system with physical hardware at the exchange, which obviously cuts out almost everyone else.  This is a really interesting exchange.  Your “wallet” or account is kept in “cold storage”, i.e., on your computer.  So it is much safer than in someone else’s hands.  There is a matching system which matches buy/sell orders, and no broker scooping up fees in between.  There is an open order book.  This sounds almost too good to be true.  What got my attention is that it is founded by Dr. Olsen, who started a little currency exchange called OandA.  Anyway, here is the article…

https://medium.com/@pullnews/the-lykke-platform-9bc2b7785da2

About the founder…

Dr. Richard Olsen holds a Licentiate in Law from the University of Zurich (1979), a Masters in Economics from Oxford University (1980) and a Ph.D. from the University of Zurich (1981). He worked in banking as a researcher and foreign-exchange dealer before founding Olsen and Associates in 1985. This consulting company brought served clients in the microstructure of market exchanges, trader behavior, and high-frequency trading. His company, under the name of Olsen Data, continues to sell high-frequency data sets and advise clients. He is a visiting professor at the Centre for Computational Finance and Economic Agents at the University of Essex and a start-up mentor to Swiss start-ups.  In the early 2000s, Olsen and his partner founded OANDA, now one of the premier foreign-exchange platforms. This small start-up took FX trading from professional terminals to people’s browsers, giving them access to the high-frequency, low-spread world of FX trading previously unavailable to all but the largest firms. OANDA now has licenses in dozens of countries and employs almost 300 people. In these years, Olsen created many innovations for the FX industry.

On Sun, May 7, 2017 at 7:11 AM, quantlabsnet <feedback@quantlabs.net> wrote:

Daniel,

Trade Like a Casino for Consistent Profits 

Sure. The casino is the house that controls the output. Markets are random so it sort if makes sense. Does this philopsphy work as to what is presented in this video?

Watch it here

Lastly and finally as before Monday hit so I extended this until today as requested by a few people.

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C++ compiler speed records

C++ compiler speed records

An open source compiler not yet proven

http://www.infoworld.com/article/3145438/application-development/c-compiler-guns-for-speed-records.html

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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!

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT

Here are the links I visited to accomplish this:

http://msdn.microsoft.com/en-us/library/dn133186%28v=sql.120%29.aspx

In-Memory OLTP Code Samples

http://msdn.microsoft.com/en-us/library/dn296373%28v=sql.120%29.aspx

Demonstration: Performance Improvement of In-Memory OLTP

http://msdn.microsoft.com/en-us/library/dn530757%28v=sql.120%29.aspx

Creating a Memory-Optimized Table and a Natively Compiled Stored Procedure

http://msdn.microsoft.com/en-us/library/dn133079%28v=sql.120%29.aspx

Under code sample of:

— insert 1,000,000 rows
DECLARE @StartId int = (SELECT MAX(ShoppingCartId)+1 FROM dbo.ShoppingCart)
EXEC usp_InsertSampleCarts @StartId, 1000000
GO

—- verify the rows have been inserted
SELECT COUNT(*) FROM dbo.ShoppingCart
GO

This seems to be the best test to measure performance with 1000000+ insertions and reads.

Do realize I pushed these insertions to 100 million + but I got:

DECLARE @StartId int = (SELECT MAX(ShoppingCartId)+1 FROM dbo.ShoppingCart)
EXEC usp_InsertSampleCarts @StartId, 100000000
GO

Msg 701, Level 17, State 109, Procedure usp_InsertSampleCarts, Line 11
There is insufficient system memory in resource pool ‘default’ to run this query.

I was able to get performance of 1 second read of  SELECT COUNT(*) FROM dbo.ShoppingCart with 21,000,000 records.

It will chew up your system with these types of queries if you don’t have the right kind of processor or memory.

For my basic desktop of I7 with 8 gb probably can handle 1-2 million tops. The 21 million will chew up the processing time slicing of other applications and processes.
As a result, when you do go into live trading production, you will need a dedicated server or cluster with very fast processing power and memory to handle the data load you need. Azure could be helpful here.

Overall, I do see potential of using this for a high speed automated trading system but there will be a need of proper hardware allocation to accomplish this.

Although all tests were done using SQL Server Management Studio, I still have to test this with a C# application calling this same tested database.

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Sawzall is a procedural domain-specific programming language, used by Google to process large numbers of individual log records

Sawzall is a procedural domain-specific programming language, used by Google to process large numbers of individual log records

Google’s server logs are stored as large collections of records (protocol buffers) that are partitioned over many disks within GFS. In order to perform calculations involving the logs, engineers can write MapReduce programs in C++ or Java. MapReduce programs need to be compiled and may be more verbose than necessary, so writing a program to analyze the logs can be time-consuming. To make it easier to write quick scripts, Rob Pike et al. developed the Sawzall language. A Sawzall script runs within the Map phase of a MapReduce and “emits” values to tables. Then the Reduce phase (which the script writer does not have to be concerned about) aggregates the tables from multiple runs into a single set of tables.
Currently, only the language runtime (which runs a Sawzall script once over a single input) has been open-sourced, and the supporting program built on MapReduce has not been released

 

Sawzall was first described in 2003,[1] and the szl runtime was open-sourced in August 2010.[2] However, since the MapReduce table aggregators have not been released, the open-sourced runtime is not useful for large-scale data analysis off-the-shelf

 

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!