Tag Archives: Ultra Fast

How UDP is faster then TCP for ultra fast High Frequency Trading HFT

How UDP is faster then TCP for ultra fast High Frequency Trading HFT

NOSQL Redis is built on TCPIP protocol

http://cs.ecs.baylor.edu/~donahoo/practical/CSockets/c++.html

http://stackoverflow.com/questions/603852/multicast-in-python

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Is this a good C or C++ UDP process for ultra fast low latency HFT needs?

Is this a good C or C++ UDP process for ultra fast low latency HFT needs?

This can move the need don’t you think?

http://www.cs.ucsb.edu/~almeroth/classes/W01.176B/hw2/examples/udp-client.c

https://www.abc.se/~m6695/udp.html

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Youtube video on DevExpress DotNet demo of real time ultra fast charting for trading platform with WinForms

Youtube video on DevExpress DotNet demo of real time ultra fast charting for trading platform with WinForms

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How to implement an ultra fast HFT with the correct technology and APIs

HI there

I just posted something on some of the real world trade secrets that go into a world class, REAL WORLD HFT system. This includes a number of things in terms of the technology and APIs you choose. This posting offers a high level view of that.

As of today, I am quickly implementing these to get my HFT system up and running. I want to do these things the right way once instead of going down all those useless rabbit holes over the last 2 years.
If this thing works, I will definitely have all the reason to make my QuantLabs.Net Premium Membership more ‘exclusive’ and way more expensive. 
Thanks Bryan

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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.

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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!

HFT Youtube video Demo of $30 96 core Nvidia CUDA GPU with Microsoft Visual C++ for ultra fast quant analysis #cuda

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Hi there

Future QuantLabs.net Premium rates increases of 25% coming soon. Get signed up before that happens! See details below for reasons why.

So the deed is done!! We have gone CUDA and GPU all within Microsoft Window and Visual C++. Below are the latest developments on how to get this done:
1. Youtube video opinion on how we have gone Nvidia CUDA GPU for a Microsoft Visual c++ HFT platform #CUDA #GPU
2.  How to get your Microsoft Windows Visual C++ CUDA sample files working with Nvidia Geforce CUDA GPU board (reasons on why Windows versus Linux)
3. How to get your Microsoft Windows Visual C++ CUDA sample files working with Nvidia Geforce CUDA GPU board
4. No to OpenCL Checking into Nvidia CUDA 5 GPU for Windows and Microsoft Visual C++
As you can see that this is  a MAJOR  leap for mankind or myself really }->. I think I am one of a select few showing how this is done in Windows on YouTube so……
I now continue with a real time analysis engine which means we can start working on the order/execution management system which really will be with Interactive Brokers with TWS for Visual C++. Then we get back into our market data capture and trading strategy development.
Once we get at that point, it is safe to say the platform will be complete which means I will be raising those rates 25% for future QuantLabs.net Premium Members.

Get in the action before that happens! 

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!