Tag Archives: speed

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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How HFT works effect trading speed with flash crash

How HFT works effect trading speed with flash crash

Decent video you may have missed on Youtube

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Why I choose Apple iOS OSX Swift for high speed automated trading

Why I choose Apple iOS OSX Swift for high speed automated trading

 

Despite my running of a recent survey for front end devices on automated trading system, it looks like I may be settling with deploying them on to Apple iOS devices like iPad or iPhone. This could make my deployment options much easier as I can also code in my new MacBook OS X XCode environment. These are of course fast-growing options but this is where the future lies. Yes it does cost money to get secure hardware from a company like Apple but it is worth the cost compared to sub par Microsoft product.

Go here to see my detailed video

 

I have made a number of postings and videos to explain all of this:

 

Intro to Apple Mac OSX with Xcode Eclipse C++ Python

 

https://quantlabs.net/blog/2015/12/intro-to-apple-mac-osx-with-xcode-:eclipse-c-python/

 

Apple IOS Swift could be the future in automated trading and even HFT

https://quantlabs.net/blog/2015/12/apple-ios-swift-could-be-the-future-in-automated-trading-and-even-hft/

 

NOSQL Redis bind into Apple Swift

https://quantlabs.net/blog/2015/12/nosql-redis-bind-into-apple-swift/

 

As usual things for reading and your patience

 

 

 

 

 

 

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Prefer C++ precision or speed?

Prefer C++ precision or speed?

Microsoft just put out this survey

http://blogs.msdn.com/b/vcblog/archive/2015/10/19/do-you-prefer-fast-or-precise.aspx

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NOSQL Redis blows MongoDB with speed and clustering

NOSQL Redis blows MongoDB with speed and clustering

From what I see here, it seems Redis is the SOLID solution for both in this article.

Got an opinion, let me know

http://stackoverflow.com/questions/5400163/when-to-redis-when-to-mongodb

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Meet Cap-n-Proto who will instantly speed up your trading system via C++ and Erlang

Meet Cap-n-Proto who will instantly speed up your trading system via C++ and Erlang

From our friends in London of course

http://kentonv.github.io/capnproto/cxx.html

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Is speed the problem for high frequency trading?

Is speed the problem for high frequency trading?

Over the last two centuries, technological advantages have allowed some traders to be faster than others. In the paper linked below we argue that, contrary to popular perception, speed is not the defining characteristic that sets High Frequency Trading (HFT) apart. HFT is the natural evolution of a new trading paradigm that is characterized by strategic decisions made in a volume-clock metric. Even if the speed advantage disappears, HFT will evolve to continue exploiting Low Frequency Trading’s (LFT) structural weaknesses. However, LFT practitioners are not defenseless against HFT players, and we offer options that can help them survive and adapt to this new environment.The Volume Clock: Insights into the High Frequency Paradigm papers.ssrn.comOver the last two centuries, technological advantages have allowed some traders to be faster than others. We argue that, contrary to popular perception, speed…
==Superior paper! Worth the read.
Check the “pack-hunter” scenario on page 7. One added thought – the packs don’t need to coordinate…cf A Krause, A Guerdjikova, and others on CBDT. i.e. herding without following the herd

 

 

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How important is microprocessor speed in the HFT ecosystem?

How important is microprocessor speed in the HFT ecosystem?

Its not the speed of the individual systems but the aggregate data models speed in coming together. This is a simplistic view of a very complex set of problems with latency factors for each layer as well as each delivery channel and application.

Simultaneity and the ability to react in advance of the market-workflows by fast-telemetry and its operations opens a number of potentials and new infrastructure control issues to prevent infrastructure-based frauds. So yes to some extent the speed of the HFT system is key as is the latency of the channels it talks to the exchanges it deals with.

Our solution by the way is to provide NIST UTC Services everywhere the trading platforms are operating. This makes compliance with the OATS and basic risk processing in secured computing much easier to document from a forensic standpoint

HFT will go to GPU and/or FPGA based computers/applications soon. CPU’s cannot keep up.
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Agreed – that’s why I already have NTP running as a stand alone process in the GPU. The CUDA GPU Direct rocks!

It all depends. If your network connection is not very fast, it makes no sense to invest in sophisticated solutions such as FPGA. Definitely it is better to invest your time and money in the optimization algorithms in C/C++ and possibly fast CPU.

GPU is not a particularly good option in the HFT. With GPU you gain high throughput and the possibility of parallel computing, but if you want to have ultra-low latency definitely a better choice will be a FPGA

do you have any links/papers that compare the benefits/drawbacks of using FPGAs vs GPUs?
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No and don’t have time to look for them… or to argue that I’m right. You just can compare the speed single CPU core vs single core on the GPU. Next consider that the communication from the GPU (and threads) consumes a lot of time and even if the GPU is integrated with the CPU it must be manage by the chip (like C204 or C206 for the new Intel CPU’s). Be aware that your software will run on OS, which means that the access to CPU/GPU will be based on the syscalls. Also remember that the OS allocates CPU time based on the scheduler, so you can speed up your code if you isolate the code from the os scheduler. The FPGA does not have the OS and all your code is directly in hardware.. so this is the fastest solution… but as I wrote at the beginning, I don’t have the time to explain everything…

GPU is good for the HPC.. and HPC != HFT 🙂

http://www.infoq.com/presentations/LMAX

Pay your attention what they say about the cpu’s threads.

FPGA’s are the fastest right now but multi-threading is ever improving in GPU’s. I think the eventual winner will still be a GPU. If the logic changes, the FPGA still has to reconfigured. People are already selling FPGA SDK’s fairly cheaply.

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