Tag Archives: trade secrets

Revealing trade secrets in building an amazingly ultra fast REAL WORLD HFT system in Microsoft .NET C#, Mongo DB NOSQL, ZeroMQ, etc

Revealing trade secrets in building an amazingly ultra fast REAL WORLD HFT system in Microsoft .NET  C#, Mongo DB NOSQL, ZeroMQ, etc

After spending about 7-8 hours in the last few days on an amazingly fast demoed HFT capable system, I am easily impressed to mimic the technology chosen for it. The person who is a real world top level quant showed this to me but I am not going into great detail here. I need to really to thank him for this demo as it once again, prevents me from going down hundreds of rabbit holes I have gone down over the last two years.  The Matlab Simulink model code generated DLL will still  play an important role in what is being discussed below.

Here is the comparison between Visual C++ and .NET C#.

http://www.codeproject.com/Articles/212856/Head-to-head-benchmark-Csharp-vs-NET

I plan to use C# for the following logic with a solid in memory database and message queuing. The maintainability of C# is much easier than C++ but make sure you use the correct data type for collection for speed. Please do not engage on Java 7 with its latest headline news of insecurity where my confidence is pretty well shaken.

As this system is to deployed on to Windows, Redis does not offer any official support on Windows. Depsite Microsoft’s port, it does not seem to be production ready which is kind of too bad. Redis does have a nice pub sub model with clustering capabilities but after my counterproductive debacle in Linux, I find I really want to stick with WIndows.

Because there is no real Redis offering for Windows, I am going with MongoDB. Here are some decent tutorials in C#:

http://stackoverflow.com/questions/7272967/any-good-tutorials-for-the-offical-mongodb-c-sharp-driver

How to install MongoDB on Windows:

http://docs.mongodb.org/manual/tutorial/install-mongodb-on-windows/

The secret sauce in making this platform fast is your schema but I got that inside scoop for my Premium Membership.

I like CodeProject.com stuff.

Here is ZeroMQ is the choice of messaging libraries:

http://mikehadlow.blogspot.ca/2011/04/message-queue-shootout.html

http://serverfault.com/questions/80679/how-to-pick-between-rabbitmq-and-zeromq-or-something-else

http://stackoverflow.com/questions/7921324/performance-comparison-between-zeromq-rabbitmq-and-apache-qpid

http://www.zeromq.org/intro:get-the-software

As you can imagine, these tips are part of the inside scoop of REAL WORLD HFT system from the most experienced and intelligent quant I have seen. As  a result, I will be following the above tips as of today to implement. Do note that is this works, I will for putting my QuantLabs.net Premium Membership at the high end considering all the source code being supplied both from this platform and future models/strategies.

In the end learn how I plan to implement this ultra fast HFT system.

OR JOIN THE MEMBERSHIP 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!

4 days for ABSOLUTE LOWEST rates you will get to learn trade secrets in HFT, quant analysis, and starting funds

Hi there

The 4 day countdown has begun for the absolute LOWEST rates you will get in my QuantLabs.net Premium Membership. It goes up 50% come this Tues Jan 21 no ifs, no buts, .end of story. Remember I tried to be a nice guy to allow for an extra week for fence sitters.

I have done some serious research over the last day on what I will consider trade secrets in rapidly building trading models and strategies. This is leveraging off the power of Matlab’s environment. I am also looking into potentially starting a fund through some sort of partnership arrangement. This is how serious I am with my learnings.
1. Youtube video on TRADE secrets for Hedge Fund and HFT starting to get posted on quant membership
It is getting serious now as I have some highly people qualified helping out.
2. Matlab Simulink could be a perfect way to build logic for your HFT kill switch which will be required by federal regulators like SEC
This is something every HFT operator should be aware of. SEC is proposing a hefty $400K/min for any automated algo that goes off the rails if it is not corrected.
3. Is SFA the legit way in Switzerland to raise international capital. Even the cantons offer free office space for your fund business?
Sure I do get some serious UNSOLICITED capital offerings which is making me think very seriously about a fund. Maybe in Switzerland?
Again: This is the absolute LOWEST rate you will ever get going forward. 
Need further convicing? Go here for the benefits.
Thanks either way
Bryan
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!