Tag Archives: systems

Would you Use this Affordable Futures Trading Systems Collection for Retail 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

http://timingcharts.com/tradingsystems/

Join my FREE newsletter to learn more about which is the right same systems for

 

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!
Microsoft

With the recent hacking of Sony Entertainment and my own attack, would you consider moving off of Microsoft Windows technology to mitigate risk in a live trading systems?

With the recent hacking of Sony Entertainment and my own attack, would you consider moving off of Microsoft Windows technology to mitigate risk in a live trading systems?

This is a consideration for input ONLY

I am no Linux admin expert but I saw a video on this public/private key video tutorial to access remote servers. It makes me think is this something I should be considering especially when you enter into a world of live trading systems with money?? It was recently asked if Wall St should be concerned about topics like this. It is a very big when it personally happens to you. If I stick with Matlab for trading ideas, I could still extend the scripts to C/C++ or Java still.

Alternative technologies would of course include Apple Mac but seriously, is it really that much different in terms of risk reduction?

Let me know.

 

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!

Regulation on your trading systems and its signals? NFA and CFTC

Regulation on your trading systems and its signals? NFA and CFTC

America the free. Regulated to death.

055 – NFA BYLAW 1101, COMPLIANCE RULES 2-9 AND 2-29: GUIDELINES RELATING TO THE REGISTRATION OF THIRD-PARTY TRADING SYSTEM DEVELOPERS AND THE RESPONSIBILITY OF NFA MEMBERS FOR PROMOTIONAL MATERIAL THAT PROMOTES THIRD-PARTY TRADING SYSTEM DEVELOPERS AND THEIR TRADING SYSTEMS

http://imarketslive.com/fru/pg/39796/pmid/12450/print/1/frmmh/1/default.aspx

Are there any ways around? Don’t this make sense. Join my FREE newsletter 

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!

How To Win With Mechanical and Automated Trading Systems

How To Win With Mechanical and Automated Trading Systems

Thanks to the NYC Contact sending this

How To Win With Mechanical Trading Systems

Join my FREE newsletter to see how you can implement this 

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!

Is Building Algorithmic Trading Systems with A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading still useful?

Is Building Algorithmic Trading Systems with  A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading still useful?

From my NYC contact so thanks to him for sending this:

interesting book coming out this summer:

http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118778987.html

Description

Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns.  An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the market.  Along the way, Davey provides insightful tips culled from his many years of successful trading.   He emphasizes the importance of identifying the  maximum loss a system is likely to produce and to understand that the higher the returns on a system, the higher the maximum loss.  To smooth returns and minimize risk, Davey recommends that a trader utilize  more than one system.  He  provides rules for increasing or decreasing allocation to a system and rules for when to abandon a system.  As market patterns change and system performance changes and systems that performed spectacularly in the past may perform poorly going forward.   The key for traders is to continue to develop systems in response to markets evolving statistical tendencies and to spread risk among different systems.   An associated website will provide spreadsheets and other tools that will enable a reader to automate and test their own trading ideas.

Readers will learn:

–   The systems Davey used to generate triple-digit returns in the World Cup Trading Championships

–   How to develop an algorithmic approach for around any trading idea, from very simple to the most complex using off-the-shelf software or popular trading platforms.

–    How to test a system using historical and current market data

—-

I personally find these books to redundant after a while

Join my FREE newsletter to see how I plan to attack the markets

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!

Trading Systems and Methods book review will have an impact on my programming and quant strategies

Hi there

It is like book Armageddon here. 2 recommended have just come in the last 12 hours.

Here is the is first batch:

Trading Method and Systems book review with impact on my programming and quant strategies – See more at: https://quantlabs.net/blog/2014/01/trading-method-and-systems-book-review-with-impact-on-my-programming-and-quant-strategies/#sthash.KOOPMiqj.dpuf

This one will impact my programming and basic components I have demoed in my last month’s workshop.

Yet another book to consider The Encyclopedia of Trading Strategies with coding samples in C – See more at: https://quantlabs.net/blog/2014/01/yet-another-book-to-consider-the-encyclopedia-of-trading-strategies-with-coding-samples-in-c/#sthash.wXKWkYtA.dpuf

There is one more I will post in a couple of days for just .Net C#.

We are coming down to the crunch now!

Hey don’t forget about my QuantLabs.net Premium Membership will be closed off to the public forever after Jan 6.
Here are the major benefits of
GET YOUR ACCESS HERE
Thanks for reading
Bryan

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!

Trading Method and Systems book review with impact on my programming and quant strategies

Trading Method and Systems book review with impact on my programming and quant strategies

This is easily mostly complete end to end book I have seen for these type of topics. I do talk about the impact this will have on my programming for the future

http://www.amazon.com/Trading-Systems-Methods-Website-Wiley/dp/1118043561

Join my FREE newsletter to see how I plan to apply this book

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!

Free R tutorials? 1 hour video on how to learn R, Matlab, trading systems

HI there
I just posted an hour long video webinar on this new Academy to a group of people. I went into many details of what you can expect:

1. Youtube video on QuantLabs Academy Overview to learn quant and HFT with R Matlab open source QuantLib and Tradeink

https://quantlabs.net/blog/2013/06/youtube-video-on-quantlabs-academy-overview-to-learn-quant-and-hft-with-r-matlab-open-source-quantlib-and-tradeink/

2. LAST CALL to get FULL ACCESS to our New Academy Courses and are EARLY afternoon webinars ok?

https://quantlabs.net/blog/2013/06/last-call-to-get-full-access-to-our-new-academy-courses-and-are-early-afternoon-webinars-ok/

–> JOIN NOW FOR FREE COURSES <–

Remember, this is a last for everyone who becomes a Member. This closes next Monday June 31!

3. I transferred all the R content to my new Academy. I may make this private for anyone who get the R courses. For now, it is FREE so take advantage

http://quantlabs.net/academy/category/r/

Remember. You got one week left.

–> JOIN NOW FOR FREE COURSES <–

Here is a complete list with videos:

http://quantlabs.net/academy/buy-all-our-courses-in-r-matlab-quanthft-and-trading-software/

Many many Membership benefits listed here:

http://quantlabs.net/quant-member-benefits/

Will I see you on a future Private Member webinar?

Thanks Bryan

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!

Review of HFT systems including X_Trader, Deltix, Quant Factory, Smart Quant, RTS RTD, Matlab Simulink with FPGA option

Hi there
Here is the second of half of this entire evaluation. This includes the following:
1. X_Trader from TradingTechnologies review: This trading platform is leading for professionals with a risky business model
2. Deltix is most feature rich HFT quant trading high end platform on the market!
3. QuantFactory has blah HFT solution not as rich as Deltix or X_Trader
4. Smart Quant is kind of dated and not so polished as compared to the major HFT trading offerings
5. Popular RTS RTD Tango is decent solution for HFT but nothing compared to competition
6. Use of Matlab Simulink with FPGA hardware option for ultimate ultra low latency HFT option if you want DMA
This is well worth the effort to do but I spent 6 hours of my time doing it. This is why I promote the QuantLabs.net Premium Membership to help fund fund these types of investigations. Without my members, efforts like this would not be possible! So thanks to them.
Thanks Bryan

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!

Bye bye GPGPU and GPU? This Nvidia CUDA vs FPGA debate for real time data HFT systems

Bye bye GPGPU and GPU? This Nvidia CUDA vs FPGA debate for real time data HFT systems

I always thought they were the same but nope!! FPGA is for real time data systems. Where have I heard this before? Also, it seems I need to thank this person at the end for adding a lot of intelligence and experience to the debate. As you know, I am newbie at all this.

Thankfully I have not made a huge investment of time and dollars into CUDA

This confuses one person with this GPU vs CUDA debate.
http://stackoverflow.com/questions/317731/cuda-vs-fpga
” FPGAs are great for realtime systems, where even 1ms of delay might be too long. This does not apply in your case;
” FPGAs can be very fast, espeically for well-defined digital signal processing usages (e.g. radar data) but the good ones are much more expensive and specialised than even professional GPGPUs;

Offcourse the FPGA has also some drawbacks: IO can be one (we had here an application were we needed 70 GB/s, no problem for GPU, but to get this amount of data into a FPGA you need for conventional design more pins than available). Another drawback is the time and money. A FPGA is much more expensive than the best GPU and the development times are very high.
More comments from the previous post (this person sounds the most intelligent I have found with regards to financial HFT use)
It still has some serious issues. The best way to bypass it is by cheating a little bit and using OpenGL and CUDA at the same time. The FBO by using the OpenGL Textures (frame buffer objects) has faster access to the device. Also this is in practice the major reason that graphics running with CUDA and opengl run better than the equivalent of cuda with directx. (see the fluids demo on the nvidia projects sample) (other than directx being heavy as it is).

Even though CUDA offers some beautiful features I would highly recommend not to have your code too much sensitive to the version of your cuda sdk.

Feel free to throw any questions when you start running cuda.

You are welcome. FPGA is much better. In the previous fund I was working (market maker) we did some work on FPGA for price impact analysis on 20 levels of order book just because it is simply faster to access a hash array on a few registers.

Again it depends on the problem and how you approach it. For example solving a typical backprogation neural network (100k patterns+) with gradient descent method is too much annoying. Too many sync_barriers and the neural network is bound to stuck on some local minima,… and you will have to use some method of adaptive learning rate or pruning technique in order to get to an optimal solution. The annoying part is simply because you are using the cuda as a multithreading model. But in practice the cuda threads are so light weight that you can use them in a multi-process fashion (instead of multi-threading) so instead of solving the NN with gradient descent you could solve it with adaptive differential evolution since you would only need a single sync_barrier for every iteration. In a similar fashion you could solve an maximum likehood estimation.

Hardware, at work I have 2×590 and at home I have 3x480s.
The only reason I might move to tesla in the future is simply because they have more ram, otherwise their specs are almost the same with the ones of geforce.

Compiler wise I am using llvm. It is more standardized than the gcc. I still have though many models running on .net (primarily models of genetic programming and multi-expression programming) simply because it is faster than C++.

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!