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 Join my FREE newsletter to learn more about R with automated trading 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 …
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 Join my FRE newsletter to see how C++ can help in automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post …
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! …
Slower stat arbitrage strategy next frontier for HFT shops 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 …
Slow stat arbitrage strategy next frontier for HFT shops Read More »
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. Join …
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 …
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 …
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 Join my FREE newsletter to learn about …
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 …
Is CQG considered useless to dropping feed and slow connectivity? Read More »
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 …
