Tag Archives: ultra lowest latency

More HFT talk on Erlang RDMA networking for ultra lowest latency

More HFT talk on Erlang RDMA networking for ultra lowest latency

Update talking info since the last few days for further HFT analysis

Some history:

https://quantlabs.net/blog/2014/12/c-secret-vendor-and-open-source-libraries-potentially-used-for-hft-environments-thanks-to-this-barclays-bank-presentation-video/

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
Pros and cons are covered in the video below. The questions is, does this:

Adventures in HPC: RDMA and Erlang


Provide a solution or workaround satisfactorily?

https://github.com/MrStaticVoid/rdma_dist

Also, Goldman Sachs is confirmed using Erlang in their HFT environment

http://en.wikipedia.org/wiki/Erlang_%28programming_language%29

Learn more if Erlang can be used in an HFT environment

The video

http://www.informatix-sol.com/cloud.html

It’s getting increasing difficult to utilize these with conventional programming languages such as Java, C# or C++. The threading and mutex’s soon become a nightmare to code and to debug. We are finding that the concurrency of Erlang is a good fit for Cloud and we now use this by choice.

http://www.informatix-sol.com/docs/ScaleErlang2.pdf

https://nativecoding.wordpress.com/high-performance-gamefinance-tech-resources/

Netmap is commonly used in HFT as well as packet filtering applications. I believe Verisign is running some of the root DNS servers with netmap as well, getting millions of connections per second.

HFT user userland based IP stack

https://news.ycombinator.com/item?id=9726185

Example libraries?

https://software.intel.com/en-us/blogs/2015/06/12/user-space-networking-fuels-nfv-performance

https://github.com/pkelsey/libuinet (from above Intel list)

http://www.eecs.berkeley.edu/~sangjin/2013/01/14/NUSE.html

Netmap setup

http://ytliu.info/blog/2014/05/28/netmap-setup

Intel DPDK

http://www.intel.com/content/dam/www/public/us/en/documents/presentation/dpdk-packet-processing-ia-overview-presentation.pdf

JOIN MY FREE NEWSLETTER TO LEARN HOW HFT TECHNIQUES CAN BENEFIT YOUR ALGO TRADING

 

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 Workflow from Research Paper to Matlab to C C++ or FPGA HDL for ultra lowest latency HFT

Trading Workflow from Research Paper to Matlab to C C++ or FPGA HDL for ultra lowest latency HFT

I have just put up two new postings on how to trade options and futures. There's a definite relationship between these two asset classes but I only focus on options on futures which are non-deliverable.
Here are my two latest postings:

Options pricing and put call parity with intro to arbitrage

Additional options concepts with comparison of futures and options trading

This online course is Free and is a very old-school approach with a fundamental view. It still boggles my mind on how people need to complicate their trading for mediocre results. Do you really want to 
focus exclusively on technical analysis based on past pricing behavior? All these techniques learned can easily be applied into a high-frequency trading setting. Guess what my next phase will be?

Workflow trading idea go from research paper to Matlab to see C++ or FPGA HDL for ultra-lowest latency HFT

I will be starting this process sometime next week. Once finished, this will be my biggest milestone yet. Boy am I excited to release it to the world if it comes together. I will also be focusing on all the 
trading models coming out of this futures and options course which will be implemented using this methodology.
 
Join my Quant Elite membership as this take shape next week. I will be dedicating an entire Meetup around this. Not only that I'll be focusing a video playlist on my YouTube channel on this as well.
Bryan 
PS. If you are living in Toronto please visit our attendance session coming this Monday night.

http://www.meetup.com/quant-finance/events/223943747/
http://www.meetup.com/R-Matlab-Users/events/223943775/
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!

Workflow Quant Algo from Research Paper to Matlab to C C++ or FPGA HDL for ultra lowest latency HFT

Workflow Quant Algo from Research Paper to Matlab to C C++ or FPGA HDL for ultra lowest latency HFT

This is my next phase. This will be my BIGGEST MILESTONE since I started this journey!

I will be starting this process sometime next week. Once finished, this will be my biggest milestone yet. Boy am I excited to release it to the world if it comes together. I will also be focusing on all the trading models coming out of this futures and options course which will be implemented using this methodology.
 
I will be dedicating an entire meet up around this. Not only that I'll be focusing a video playlist on my YouTube channel on this as well.

Join my FREE newsletter to learn when I get this implemented

 

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!

30 min video on Why C++ and Linux kernal is best for ultra lowest latency in quant trading and HFT for optimal profit potential

Why C++ and Linux kernal  is best for ultra lowest latency in quant trading and HFT for optimal profit potential

Here are the helpful links for my 30 minute video

C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video

Programming Language Lessons learning about Barclays HFT use cases including Java C++ Linux FPGA and Erlang

Barclays HFT uses with vendor panel including Solarflare and Corvil video: Decent Open source solutions?

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution

Do You Know Why Barclays Citadel Hedge Funds control the outcome of your trading profit potential?

Why Barclays Citadel Hedge Funds control the outcome of your trading profit potential via dark pools and HFT? ThinkOrSwim included

http://www.codemesh.io/codemesh2013/slides/richard-croucher.pdf

https://www.kernel.org/pub/linux/kernel/projects/rt/

Join my FREE newsletter to learn more about C++ with HFT

 

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!

Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

Cython Python inspires lowest level C quant trading model coding for ultra lowest latency HFT

Watch this video to see my thoughts on this interesting topic with Simulink

My links

Is embedding the Python interpreter into a C program as great way for quant trading models with HFT potential?

I am still trying to figure out this Python speedup thing with C++ or C integration using Cython

Matlab Simulink URLS:

http://www.mathworks.com/help/simulink/slref/sfunctionbuilder.html

http://blogs.abo.fi/alexeevpetr/2012/08/17/basic-invocation-of-cc-functions-in-simulink/

http://www.mathworks.com/help/simulink/ug/types-of-custom-blocks.html

Join my FREE newsletter to see this HFT topic goes 

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!

NEW Workflow Qaunt Algo from Research Paper to Simulink to C C++ or FPGA HDL for ultra lowest latency HFT

NEW Workflow Qaunt Algo from Research Paper to Simulink to C C++ or FPGA HDL for ultra lowest latency HFT

This could be an important workflow to generate your trading idea! Watch the entire video to see the many advantages!

Some of the historical links:

Video 1 segment Mathworks links:

Working with Multiple Input Regions
http://www.mathworks.com/help/symbolic/mupad_ug/evaluate-mathematical-expressions-and-commands.html

Copy MuPAD Variables to the MATLAB Workspace
http://www.mathworks.com/help/symbolic/create-matlab-functions-from-mupad-expressions.html

How to create Simulink block

http://www.mathworks.com/help/symbolic/create-matlab-function-blocks-from-mupad-expressions.html

All source is available to my Members of Elite and Premium.

Or join my FREE newsletter to learn how this will be used in my Battle of the Quant Strategies 

MuPad Historical video:

Latest video 

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!

Introducing the FPGA stack for ultra lowest latency high frequency trading aka HFT via C++ and Matlab

fpga

This is our first endeavor into ultra lowest latency possibilities for high frequency trading using FPGA:

 

Introducing the FPGA stack for ultra lowest latency high frequency trading aka HFT via C and Matlab Simulink – See more

Let me know what you think by commenting on the videos or blog.

 

This was the most popular posting on the weekend:

 

CAPM demos to calculate stock beta efficient frontier and portfolio management weight allocation – See more

 

As you can tell, things are humming along really well. I should be completing the high level algorithm analysis later this  week to start building an automated trading environment for backtesting. This will lead to our ‘battle of the strategies’ to see which ones show most profit potential on a constant basis.

 

Join my NEW affordable Premium Membership to see where items like above go.

 

–> JOIN HERE FOR ACCESS <-

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!

introducing the FPGA stack for ultra lowest latency high frequency trading aka HFT via C and Matlab Simulink

introducing the FPGA stack for ultra lowest latency high frequency trading aka  HFT via C and Matlab Simulink

Join our FREE newsletter to learn where this goes

If you are interested, join our ELITE Membership to get further access to videos like this 

 

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!

Are Computers skills more important math algos to get edge in quant and ultra lowest latency HFT ?

Just a thought.

If you are interested in learn more about HFT Or computer programming for quant, join my FREE newsletter

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 Moving average trading model for HFT from Matlab Simulnk to FPGA HDL or Verilog for ultra lowest latency

Youtube video on Moving average trading model for HFT from Matlab Simulnk to FPGA HDL or Verilog for ultra lowest latency

–> JOIN NOW BEFORE THE QUANTLABS.NET PREMIUM MEMBERSHIP GO UP 50% <–

Join my FREE newsletter to see how I develop my custom automated trading system 

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!