Tag Archives: systems

What I’ve learned after coding HFT Low Latency Systems

As you know, I have been studying high-frequency trading for a very long time. I even read one article where one person invested $10,000 into thousand five and got a return of over $1 billion in the last year. This is all due to HFT. I will not lie to you that this is complicated programming but is very beneficial for anyone interested. Just always think of Renaissance Technology as the lead influence. I posted a variety of CppCon videos that are beneficial for those interested within my Facebook programming group.

 

There is one article found on LinkedIn

 

There’s another article with those helpful videos

 

As I reported earlier, I found ways to get the most volatile currency pairs for Algo/Automated trading. Could you imagine if you were able to weight all the potential positions for optimal return? Would it not be great if you could measure expected average return or even expected trading ratios? This would be great to set up your next trading session. With the magic of quant, I found a Python script that enables you to do this on a very frequent intraday level. If you ask me, you could set up all your trading positions with weighting and potential sizing all trading sessions in an automated way.

 

Let me show you the benefits of this through this video

 

Imagine if I was to able to walk you through the source code, it would be a huge benefit as part of your automated trading tools. Very few retail traders ever think of these important steps which keep you not only in the game but also optimizes your trading potential.

 

As another benefit for all my Quant Analytics members, I will be providing this exclusive ‘sneak peek’ of the source code in Python. It will only be up for 24 hours in the next few days. Keep your eyes peeled for that as this will be the only time I’ll ever show this. Again, this will be part of my secret sauce tools that I plan to use when I launch my live automated trading. Once again, I will never ever show this ever again to nobody.

 

If you’re serious about your automated trading, you will not want to miss out on this exclusive video preview.

 

I will be also offering a one time live ‘question and answer’ session live this Monday Oct 23 at 7pm. This will not be recorded either and again will only be available for all my Quant Analytics members. As a result, there will be no playback for this as it is purely for questions you may have after this video shows up early in the week.

 

These are two private events that I plan to hold for my members who take their trading very seriously. If this all works out, I would even say could change your life as it could with mine.

 

How many more times do I have to tell you you may want to join this exclusive Quant Analytic membership.

 

Here are all the benefits

 

Join now for immediate benefit

 

From my Quant Analytic Lite members, here is the latest news that I posted.

 

You can also register here for my daily analysis for free

 

Thanks for reading

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What I’ve learned after coding HFT and Low Latency Systems

What I’ve learned after coding HFT and Low Latency Systems

This is an older article I posted but I find it critical for success in this area

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/

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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!

Modern vision for building algo trading systems today

Query from a member:

After a week+ of watching videos and taking notes (I do a lot of in-depth documentation, btw), I have notes on about 8 videos on Python, but decided to take a break and watch some of the other video links you sent… it’s tough to keep up.

There was a seminar video, about 32 minutes with this European company who did a powerpoint on their algo trading system…. very informative.

They discussed how they use Python for their research, simulation and data engines/servers, etc. and did C++ coding for their low level code. ( 1 am only 10 minute into it).

Question:
What are you investing in, in terms of hardware, coding and other things for your system? and…

Do you have a template that I could follow to build my system? Could you help me  with that?

I am gung ho about this and want to start doing something with it.

I answer in this video here

Also (I know I keep harping on this but it is pivotal you sign for this!)

I have also announced I will be moving this ‘newsletter’ to another server from Infusionsoft. You can also get my free 2 PDFs on (in case you never got them):

Trade Like a Boss

Tecbnical Secrets in Algo Trading

You can also be part of this new newsletter on this server. I am thinking of actually discontinuing this current one you are reading from. It has been highly recommended to manually opt in yourself into this new server.

Sign up for the above FREE PDFs and join the new server here

Thanks Bryan

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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!

Ever try Quantum macro assembler for D-Wave systems

 

Has anyone ever played with this? Let me know

Quantum macro assembler for D-Wave systems

https://github.com/lanl/qmasm

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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!

Better Systems Trader blog

Better Systems Trader blog

This was a comment from my Chat With Traders posting

LOL J  Brian you have discovered one of our best kept secrets in Oz!!

 

FYI another Ozzy broadcaster is Andrew Swanscott at Better System Trader http://bettersystemtrader.com/

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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!

Tech secrets of HFT systems

Tech secrets of HFT systems

From Ariel the HFT developer wonder

https://www.linkedin.com/pulse/considerations-when-developing-low-latency-hft-ariel

Join my FREE newsletter to learn more about these other secrets in HFT development

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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!

Partnering with other FX trading systems is recreating what I build

Partnering with other forex trading systems is recreating what I build

As you know I have had many people come to me with various trading strategies which show lots of promise. Another person came to me recently with these promises of some Forex trading strategy. Because I’m starting my own trading system involving currencies, it makes me wonder why I would want to take on additional strategies at this point.

 

Go here to see the proposition as well as my response

 

Visually build stock trading indicator for signal generation for automated order

A few weeks ago I made a video concerning this where I need people to meet certain set of requirements. I also use this as a BS filter test to see how serious they are. As required in this video, if you’re not able to meet the requirements I will see no reason to move forward with it regardless of their trading idea or promising results.

 

See this video here

 

How to build Microsoft Excel to C++ in Visual Studio and Mac OSX or Linux

Lastly, I have found ways to streamline my conversion from Microsoft Excel spreadsheet formulas to C++. I can also build them into standard Static or Shared libraries for any future trading logic source code.

 

See my detailed video here for both Windows, Mac, or Linux

Do you realize that I have worked with a Black Scholes pricing spreadsheet as an example? All my Quant Elite members can find both a Visual Studio or Eclipse project with both the original Excel file and C++ source code.

 

Did you know about our three-year amazing deal for the price of an annual rate for this?

 

Things are now getting exciting as I start this new Forex trading set of algorithms. I did say that 2015 will be the year of the algorithm but being December it’s never too late.

 

Over and out your trading pal

 

Bryan

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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!

Develop a Systems Command Tool

Develop a Systems Command Tool

Here is how to do it

https://github.com/dotnet/corefxlab/tree/master/src/System.CommandLine

Joi nmy FREE newsletter to learn more about other interesting software topics like this 

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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!

Here is a guide to the popular programming languages used for trading systems for quant and HFT

Here is a guide to the popular programming languages used for trading systems for quant and HFT
‘Interesting’ author but  Java was the first language mentioned. Does she know stuff here?
A guide to the popular programming languages used for trading systems – See more at: http://www.thinkingalpha.com/articles/detail/279/A-guide-to-the-popular-programming-languages-used-for-trading-systems#sthash.pVFV8xjI.FB6ZoTkf.dpuf

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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!

Would you Use this Futures Trading Systems Collection for Retail or Day Trading Systems like Tradestation or Multicharts

Would you Use this  Futures Trading Systems Collection for Retail or Day Trading Systems like Tradestation or Multicharts

Would you Use this Affordable Futures Trading Systems Collection for Retail Systems like Tradestation or Multicharts

This was sent from a local Meetup follower but I am holding back on these kind of systems as I don’t know. I will stick with my Trade Manager for now What is your view on these kind of future system?

What is your general opinion on these type of systems?

Hmm..

Tower Research founder Mark Gorton is HFT modern god as he is hiring like a mad man

These HFT founders looks solid compared to others. He was a developer of the infamous Lime Wire network but also built out Lime Brokerages. As this brokerage became the goto one for smaller HFT shops, I did not know he was connected to this shop:

Go through these career postings including the tech ones which specifically identifies what they use (that is fascinating a no one else does this I have seen)

Here are the latest posting for my Elite members:

Black scholes continued, the Delta effect

Very cool!

Bryan

P.S. As usual, I posted some not so pretty looking US housing data on my Facebook, check it out

https://www.facebook.com/bryan.downing2

Reminder #1 on our my fave charting library demo for .NET is coming up

GOTOMEETING Login details for DOTNET MEETUP GO Infragistics Charting Demo this Tues Feb 3 at 7PM EST!

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!