How to set up your C++ IDE environment using Ubuntu Linux for automated trading
The history of this choice from any other programming language for high speed automated trading. This will start out at a low frequency but hopefully be an easier transition to higher frequency.
Remember that the combination of Python and C++ are the standard used by high end HFT shops!
Setting what could be my preferred Integrated Development Environment (IDE) for Ubuntu Linux. This IDE is CodeLite which is open source and free!
To install Codelite onto Ubuntu, follow these instructions:
Here is how you could typically build out a trading library for algos based on the asset class your are interested. I am starting out with Futures but eventually add options and FX in separate ones.
This Codelite package can be downloaded for my Quant Elite Members at
Codelite IDE can be downloaded here http://downloads.codelite.org/
This is all part of my Algo Trading Course series found here
Walkthrough of first trading algo in Cpp for future library use
As for the complicated integration of Graphical User Interface and database:
- I plan to use wxWidgets as explained in my various 60+ C++ videos in my ‘Wonderful World of C++ for trading ” playlist from Youtube channel at youtube.com/quantlabs
- I also plan to integrate MongoDB as well as the preferred NOSQL database choice. You can see some demos in this playlist but understand my ultimate choice is for Redis but I am running into technical challenges with integrating the hiredis C client library into a Codelite C++ project.
Note that the above points are nowhere final as I still need to build out a stable IDE environment to integrate all of the above. I would just focus on the getting your C++ libraries together for algos for now. This is my intention until I get all the basic algos working for FX, options, future, and the artibtrage for equities implemented. Lots of work ahead I know.
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