SQL is slow for analysis but use dplyr
There goes that idea but could this be done with Redis?
https://blog.exploratory.io/why-sql-is-not-for-analysis-but-dplyr-is-5e180fef6aa7#.nfciyobza
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Std C++ streaming fast or slow
I heard from the last posting it was slow thanks to a Facebook group comment
http://www.codeproject.com/Articles/1113332/Streaming-with-Cplusplus-is-brilliant
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Slow stat arb definite future of HFT shops?
An oxymoron I know by that statement but Manoj Nerang’s new HFT firm shall focus on this. He was the guy who founded Tradewerx
From a few weeks ago
https://quantlabs.net/blog/2016/03/slow-stat-arbitrage-strategy-next-frontier-for-hft-shops/
My Phase 1 in my “Indie Algo Trading Business in Python” course series focuses exactly on this!
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Who remembers Manoj Nerang? You know that guy that started started Tradewerx? That little high-frequency trading company that wanted all the media attention years ago. As we know, he got booted out of his own company he founded a while back. Anyways, this is not the whole point but he has resurfaced this week with a statement on how he feels statistical arbitrage for slow-moving data is the next wave for algo trading blended with HFT. This time, I think he’s absolutely right.
Check out this article to find out why?
Speaking of slow moving statistical arbitrage trading strategies, guess what I have? You know, that Phase 1 of my course series in introducing just this, slow-moving statistical arbitrage or pair trading strategy for equities. Over 80% of the content has already been uploaded for all my Quant Elite members. Within a few days, they should be able to preview all of this content with lessons via video, source code, and all kinds of awesome little shenanigans I am world renown for. I will also be presenting 10 weeks of this LIVE starting the second week of May.
In the meantime, we are in our last weekend before I start my first LIVE lesson of this entire “Algo Trading Business with Python Course Series.” What am I speaking about?
Get the details here with all the benefits of getting your trading business up and running today
Remember That this starts live within 3 days! You shart reaping all the benefit of this before we get started on Tuesday!
Join here to get access to my live trading content right now
Thanks
Bryan
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Why is Python popular for but so slow
Popular question on this topic:
https://www.quora.com/Why-is-Python-so-popular-despite-being-so-slow
This language does have some ingenious features but I do think you need to embed all your algo code into C++ libraries. From there you just use Python as the fron end to call them. It will make life easier.
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Java JNI slow but Redis batch fast
After various conversations online, it was agreed with the following:
I had to confirm this stack for where Java JNI is slow for a C process.
http://stackoverflow.com/questions/819536/how-to-call-java-function-from-c
http://docs.oracle.com/javase/6/docs/technotes/guides/jni/spec/invocation.html
We agree using Redis batch is a much better option:
http://redis.io/topics/mass-insert
Remember I have the C and Java components for Redis working so I can verify it is lightning fast!
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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!View of the R In Finance, eek slow Python
R is an interesting language and ecosystem. As you know I find it very hard bring everything together as I hope to do with my Matlab scripts starting next week. You always need to transform one data type to another on top of abandoned packages you rely. Personally, I can no longer work like that unlike in the Matlab space. Also, we have not attacked the performance issues as well.
It sounds like Gigi the Python developer made some big head way with Cython to speed up his operation. But seriously, that is a lot of work
http://www.r-bloggers.com/some-impressions-from-r-finance-2015/?utm_source=feedburner&utm_medium=email&utm_campaign=Feed:+RBloggers+(R+bloggers)
Onward and upwards
P.S. Thanks to Nuno in my Facebook group for highlighting this link above.
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Risk management doesn’t have to be this slow
When I read this article, I wonder if they are still in the stone age. I will be using Matlab as my next to do to get this stuff finally squared away for my next generatiuon AUTOMATED trading system
http://tabbforum.com/opinions/risk-data-aggregation-slow-progress-in-the-past-year
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Is CQG considered useless to dropping feed and slow connectivity?
This came in from a newsletter subscriber:
CQG were hopeless. Their datafeed API is COM and kept dropping. We found problems in their datacentre with servers dropping our connection due to slow connectivity. They told us they’d fixed only for them to recur. Unusable
Comments like this are imporant but feel free to provide feedback
Is CQG considered uselss”
Join my FREE newsletter to learn more about data providers like this
This was from this newsletter
Is CQG and Matlab a deadly combination I never thought of? Or Interactive Brokers?
There appears to be a hidden demand for my Quant Elite Members:
Do we say hello to a new FPGA board for potential HFT deployment?
Also I fixed this link:
Details on Matlab Econometric Toolbox
Hope these links help you but do let me know your opinions by comment on the blog or forum
Thanks Bryan
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Is SQL really too slow for real time market data with equity, forex, and options? Even complex event processing?
From a Youtube visitor
To:Bryan Downing
SQL is too slow to handle options tick data if that’s the road you’re headed down. Something you might want to test out before you get too deeply involved. Options data is much heavier than equities data.
Yes this is quite possible but I have been extensively testing this. I am reporting these results to my QuantLabs.net Premium Members. I am finding this is not the case but I still need to put it through a real world all day test with real market data. So far, it is enouraging with SQL Server and Stream Insights for the complex event processing.
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