Tag Archives: trading system

Meetup: Machine Learning the Trading System Lab way

Meetup: Machine Learning the Trading System Lab way

As I like to align myself with best of breed in certain technologies, I am happy to bring back Mike Barna who is part of Trading Systems Lab.  He will demo the capability of his powerful software. This software comes out on top with major leading trading magazines.

http://www.tradingsystemlab.com/

From Mike:

Trading System Lab® and Register Machine Learning, Inc., the companies that produce the Trading System Lab Platform, will be presenting a WEBINAR on “MACHINE DESIGNED TRADING STRATEGIES”.

This WEBINAR will focus on end to end items from preprocessing to design to implementation of Machine Designed Trading Strategies (MTDS). A peek into TSL Next Gen (Quant Systems Lab) will also be given.

 

 

About Trading System Lab®
Trading System Lab® (TSL) licenses the TSL Development Platform to clients in the U.S., Europe, South America and Asia. While trading strategy developers may spend months or years developing trading models manually, TSL now provides the ability to automatically design trading systems and produce tradable code with no programming through its industry first, flagship product, the TSL platform. Utilizing patented technology, TSL employs the latest advances in Register based Genetic Programming and Trading System Simulation. Hedge funds, managed account funds and investment advisors may now use state of the art tools to design and export trading system solutions to a variety of industry platforms, significantly reducing deployment cost and time. The platform is currently in use by novice trading strategy developers through PhD Quants. Independent third party competitive tracking by Futures Truth of over 700 trading algorithms submitted by over 80 worldwide developers and tested on Sequestered Data show TSL Machine Produced Algorithms to hold #1 ratings in numerous categories including Top System since Release Date, Top System for Past 12 months and Top S&P System.

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Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

7 Members Went

Meetup: Machine Learning the Trading System Lab way As I like to align myself with best of breed in certain technologies, I am happy to bring back Mike Barna who is part of Trading Systems Lab. He will demo the capability of his powerful software. This software comes out on top with major leading trading magazines. http://www.tradingsystemlab.com…

Check out this Meetup →

Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

13 Researching Traders Went

Meetup: Machine Learning the Trading System Lab way As I like to align myself with best of breed in certain technologies, I am happy to bring back Mike Barna who is part of Trading Systems Lab. He will demo the capability of his powerful software. This software comes out on top with major leading trading magazines. http://www.tradingsystemlab.com…

Check out this Meetup →

Machine Learning the Trading System Lab way

Tuesday, May 5, 2015, 7:00 PM

21 Members Went

Check out this Meetup →

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!

3 trading system source code bases I am analyzing

3 trading system source code bases  I am analyzing

This is to help integrate in to this new “exchange  simulator” I have running.

1. Infragistics Finanncial Dashboard

2. Infragistics Showcase Trading Equity App

3. Quant Trading

Note the first two are demos available when you get Infragistics and all are .NET/C# for excellent WPF front end.

 

These will be part of my live automated trading environment I am building for my Elite members. 

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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!
Microsoft

Microsoft Azure knock out, there goes the idea of hosting my trading system in the cloud

Microsoft Azure knock out, there goes the idea of hosting my trading system in the cloud

This was on BBC but seriously, I always thought this would be smart thing to do to host all my trading ideas and systems on the cloud with Azure. It is cheap but never do live trading on it as it is not secure. Any dope should know that.  For testing and analyzing, it should be just fine when it works. Visual Studio makes it kind of easy to integrate with. Also, it is the fastest growing part of Microsoft.
Microsoft faults knock sites offline

Faults with Microsoft’s cloud computing platform Azure knock many third-party sites offline and restrict access to its own apps.

Read more:
http://www.bbc.co.uk/news/technology-30111575

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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!

Seriously, can this new internal trading system earn me a million dollars in the first year?

Seriously, can this new internal trading system earn me a million dollars in the first year?

Joking aside, I think it is more of a joke, let’s treat it as a soft target. Not take it seriously to put into a nice to have a world. Wish me luck. It also depends on your starting capital of course. This was all started as a blurb from across the pond if you know what I mean.- See more
Like I said, we don’t take ourselves too seriously but do imagine if this DID happen. What then?


Maybe join this while it is still cheap?

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!

SQL Server 2014 instantly fast with demo for CEP potential StreamInsights for tick repository with DotNet and CSharp trading system

SQL Server 2014 instantly fast with demo for CEP potential StreamInsights for tick repository with DotNet and CSharp trading system

Incredibly fast demo of inserting 500K rows into an in memory table using native stored procedures. This resulted in literally 0 seconds with lookup just as fast. Imagine the power when used with .NET C# and StreamInsights to stream tick data using complex even processing. I have demoed this in my past workshop so this incredibly powerful! This is kind of cheaper version of kdb+

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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!

Youtube video on Is the best Anatomy architecture of High speed automated trading system for potential HFT

Youtube video on Is the best Anatomy architecture of High speed automated trading system for potential HFT

Complexities. The detailed point list is available for my QuantLabs.net Premium Members

–> Join here for immediate access! <–

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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!

Youtube video opinion: I may generate a self contained simple C++ trading system from Matlab Simulink

Youtube video opinion: I may generate a self contained simple C++ trading system from Matlab Simulink

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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!

Complete advanced trading system with FPGA vs GPU addressed with HFT and direct market access in mind using Matlab Simlunk

Complete advanced trading system with FPGA vs GPU address with HFT and direct market access in mind using Matlab Simlunk

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Responses below followed –>

Hi Bryan,

I do not pretend that I understand everything you present. It is impressive.
And the speed in which you work is fenomenal. My compliments.

 

–> Thanks for the comments.

I hope I can attend the webinar later today or as I should say tomorrow (it is at 01.00 hour at night for me in the Netherlands).

 

–> More live webinars will be coming

I have a question:

Your emphasis is on the software , matlab etc.
I would like you to elaborate on the overall trading system.
– Can you do this ?

 

–> Mathworks addressed this through the latest 2 Matlab updates with the ability of Matlab allowing trades to be executed.  This could impact a lot of future trading systems and now you could potentially trade within Matlab but I am unsure of performance. I need to test once I can upgrade to the current version.

As I see it:

I need a server in a datacenter as close to the market makers as possible.
On this server the dedicated software will be running with the direct data feed input and order output.
From my place I have a fast internet link to access this server for monitoring, etc.
Now I have Mirus Futures as broker for futures trading on NinjaTrader platform and a local VPS.

 

–> You are looking at true Direct Market Access for this so you could go on to the exchanges. One such service for what you  are probably looking for is Lime Brokers but they are very pricey

But you go steps further.
This is for fast trading, perhaps high frequency trading.

– What kind of server do we need for this ?
I see 4 types with different possibilities:
1.  virtual private server (VPS)
2.  dedicated server
3.  dedicated server with a GPU (Tesla or Kepler type)
4.  dedicated server with FPGA and direct handling of I/O data feeds at 10 Gbit/s (optical interfaces)
–> dedicated server for sure with FPGA as you explain in #4
The first and second types I can use today for stocks, forex and futures trading
For example with a local server or one in the Aurora CME datacenter in Chicago when trading futures.

The 3 and 4 types are needed for fast trading with low latence etc.
HFT is done on FPGA.

 

–> I would agree with what you state above

My expertise is in optical fiber networks. I understand low latency. I am familiar with FPGA,
I have applied one FPGA in electronics, although it was not a Virtex but a Spartan from Xilinx.
(I can load the program into the Spartan 3.)

–> Xilinx is standard hardware manufacturer but too be honest you are way ahead on this

I have seen some cards with FPGA to integrate into a server.
– Where can I get or place such a server ?
– Which intermediate (broker or … ?) can I use ?

 

–> Lime Brokers may allow this above as they are geared towards HFT . For places to get FPGA, DINI Group comes up a lot http://www.dinigroup.com/new/index.php
Then there is the question GPU or FPGA.
– Which one is to be prefered ?

–> FPGA as it is direct as opposed to GPU needs time to transfer the data to the GPU. FPGA does not have this limitation

The FPGA is the fastest and has direct I/O high speed interfacing. I understand these solutions are run with relatively simple algoritmes.
You get the advantage from the low latency. Disadvantage is that the FPGA needs to be programmed with fixed program. It is reprogrammable hardware.
I have to look into it to see if the reprogramming can be done via the server interface from remote computer.

 

–> This is where Matlab’s Simulink come into play. Check out their webinar http://www.mathworks.com/company/events/webinars/series/fpga-design/

The server with a GPU card with GPUdirect can do high performance computing. This can run complex algoritmes which can be changed from a remote location.
If you make complex models with Matlab and Simulink then this might be the way to go.

 

–> I am unsure of this new capability with GPUdirect but I do think FPGA is the same cost. I guess you could say I would still stick with FPGA as there are more faster advancements in it i.e. wireless networks which is next generation

Please address these questions either tonight in the webinar or in an email.

I might be of assistance to use my expertise to get the hardware and the (fiber) network connections organized and running.

I am not a C# or C++ programmer. I support you because I think your ideas are very good. If possible I want to apply these for trading.

 

–> Give me some time to cover the basic analytics which I am currently doing. My next big venture will be Simulink but they it is a HUGE endeavor.

Greetings,

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 Excel and Windows could be integral for data in my new HFT production live trading system in mostly .NET and Visual C++

Microsoft Excel  and Windows could be integral for data in my new HFT production live trading system in mostly .NET and Visual C++

I have announced two third party software components that will expedite my development and implementation into a production live trading system. Search for those if you need but the key is they use Excel with a COM connection using Visual C++. They are very affordable and  could be part of my live trading system with generated code from my Matlab Simulink models. Well, that is the hope anyhow so stay tuned as I get to it. This will only be available for QuantLabs.net Premium members only.

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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!

Youtube video of #stocks trading system with Interactive Brokers, TWS, open source Java, and R for quant analytics. Even for India!

Youtube video of #stocks trading system with Interactive Brokers, TWS, open source Java, and R for quant analytics. Even for India!
A question from a visitor:
Hi Bryan,
I trade in Indian markets. And Interactive brokers has a presence in India, though I do not have an account with it as of now.
 
My questions are,
1.Will I be able to use your system for Indian markets?
2.Is your system kind of black box system , meaning, does it come with built in strategies?
 
Pls let me know how can I benifit from your system…thank you

Hi

We do not promote any platform or system but just teach hwo to do these. Everything is open source namely in Java and R. Just visit this video to see how we integrate with R, Java, Interactive Brokers, and TWS. Note that all our strategy/model code walkthrough are done in R so you should be able to use these as shown in the video. These can be used virtually anywhere on the planet as well. Note that there are no blackboxes.

 

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!