Tag Archives: Unix

Advanced Programming in the UNIX Environment C++

Advanced Programming in the UNIX Environment C++

This is the standard book for learning advanced C++ programming

http://www.kohala.com/start/apue.html

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Rentech HFT says UNIX so lets look at open source FreeBSD

Rentech HFT says UNIX so lets look at open source FreeBSD

After studying jobs at RenTech, they want UNIX specific experience not Linux. So that got me thinking, what UNIX could they be referring to? If it was open source, there are really only 2 options of FreeBSD and OpenBSD. It seems FreeBSD is the more popular one:

Linux vs BSD, the difference? Free or OpenBSD? from BSD

http://www.opensourceunix.com/

Other options:

https://en.m.wikipedia.org/wiki/Comparison_of_BSD_operating_systems

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The difference but generally Linux is bloatware if you are wanting stripped down performance for something like a high speed trading environment

Desktop option if you want

Install on VirtualBox

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Best LINUX or UNIX for low level in C or C++ ?

Best LINUX or UNIX for low level in C or C++ ?

Use OpenBSD Linux distribuion as well?

LINUX OR UNIX Low level to hook in C: with Enlightment GUI layer

http://www.amazon.co.uk/Expert-Programming-Peter-van-Linden/dp/0131774298/ref=pd_sim_b_4?ie=UTF8&refRID=14QMHM86NDW2QH761NB7

http://www.amazon.co.uk/21st-Century-Tips-New-School/dp/1491903899/ref=sr_1_17?ie=UTF8&qid=1416799471&sr=8-17&keywords=C+Programming+O%27Reilly

http://www.amazon.ca/Unix-Unleashed-Andy-Johnston/dp/067232251X

http://portal.aauj.edu/portal_resources/downloads/operating_system/unix_unleashed_system_administrators_edition.pdf

Best C books:

http://www.amazon.co.uk/Expert-Programming-Peter-van-Linden/dp/0131774298/ref=pd_sim_b_4?ie=UTF8&refRID=14QMHM86NDW2QH761NB7

http://www.amazon.co.uk/21st-Century-Tips-New-School/dp/1491903899/ref=sr_1_17?ie=UTF8&qid=1416799471&sr=8-17&keywords=C+Programming+O%27Reilly

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I am very comfortable to deploy this HFT potential quant platform on Windows Server 2012 vs Linux or Unix

I am very comfortable to deploy this HFT potential quant platform on Windows Server 2012 vs Linux or Unix

Here are some benefits of the latest version of Windows Server 2012:

http://www.computerworlduk.com/slideshow/operating-systems/3382613/windows-server-2012s-best-worst-features/

http://www.theregister.co.uk/2013/02/01/windows_server_2012_reader_reaction/

http://www.techrepublic.com/blog/10-things/10-compelling-reasons-to-upgrade-to-windows-server-2012/

Some reviews:

http://www.zdnet.com/windows-server-2012-rtm-review-7000004213/

http://www.serverwatch.com/server-reviews/windows-server-2012-review-the-bottom-line.html

Windows Server still represents over 45% of the server market compared to Linux or Unix. This was from a recent Q4 report.

http://en.wikipedia.org/wiki/Usage_share_of_operating_systems#Servers

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Why Cygwin is better than MinGW for WIndows if you need Unix or Linux like tools including gcc c++ compiler

Why Cygwin is better than MinGW for WIndows if you need Unix or Linux like tools including gcc c++ compiler

I have investigated this as I am coming close to getting something running for an high frequency trading environment. It seems with what I will propose, it can be cross compiled for multiple operating systems including Linux, Windows, Mac OSX, etc.

For Windows and how I can develop the supporting technology Windows tool, I am investigating which UNIX like Windows environment to go with. Cygwin or MinGW. If you got this link:

http://cplus.about.com/b/2012/03/29/about-cygwin-and-mingw.htm

It seems there is a preference to Cygwin which I agree with. MinGW was just a bitch to set up with all the extra Linux tools you don’t get with. Also, most banking I worked with use Cygwin as well. Good enough for me.

As for the tools, I am looking at gcc as my primary tool I need for what operating system.

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Here is why Hadoop is only good for Unix or Linux not Microsoft Windows

Here is why Hadoop is only good for Unix or Linux not Microsoft Windows

Note: YOu will be left on your own if you deploy on Windows. Not a very compelling reason to do this.

Running Hadoop on Windows

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Linux or Unix Shell commands to get Active Quant AQ2o going for potential Java High Frequency Trading environment

Linux or Unix Shell commands to get Active Quant AQ2o going for potential Java High Frequency Trading environment

These are commands sent from Ulrich (founder of Active Quant) of Active Quant to get the current AQ2o server going. Let’s hope this works. If so, I will include a Youtube video within my Linux environment.  Thanks go out to him.

Update: I am not a Linux admin expert, but it can be frustrating and wonky to work with. As in the past, I need to stick with Windows based systems for productivity reasons. Linux painfully slows me down but these commands seem to work but the environmental handling of Linux is a nitemare so good luck to anyone implementing these commands. My opinion of Linux has no reflection on Active Quant itself.

 

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More details at http://activequant.org/Below you’ll find some unix commands that will get you going. ==============
# AQ2o is good in a large corporation. Because it is using hbase and hadoopunderneath, it can scale to petabytes of storage. # Use the server as a centralstorage point. The OpenCore that you use is not good for backtesting … # mkdir presswork cd presswork # download the aq2server wget “http://downloads.sourceforge.net/project/activequant/aq2o-2.1-SNAPSHOT-bundle.zip?r=http%3A%2F%2Fsourceforge.net%2Fprojects%2Factivequant%2Ffiles%2F&ts=1334934472&use_mirror=heanet” -O aq2o.zip # unzip aq2o.zip cd aq2o sh runserver.sh # press CTRL-C to stop the server # modify aq2server.properties to enable thesoap server # soapserver.start=true sh runserver.sh # when things are settled … open a web browser and have a look at —>http://localhost:9999/main?wsdl That’s the WSDL for the soap service, have alook http://users.skynet.be/pascalbotte/rcx-ws-doc/dotnet.htm # leave the server running … let’s pump in data. cd .. svn co http://activequant.org/svn/aq2o/trunk aq2o_trunk mvn package -DskipTests=true export AQ_HOME=/home/ustaudinger/presswork/aq2o_trunk cd trunk/src/test/resources/sampledata sh /home/ustaudinger/presswork/aq2o/importInstruments.sh sh/home/ustaudinger/presswork/aq2o/importMDIs.sh #
# connect with Squirrel SQL and have a look at things …
# now let’s have a look at the data in our archive … R x = read.csv(“http://localhost:44444/?SERIESID=YAHOO_cbk.de&FREQ=EOD&FIELD=CLOSE&STARTDATE=20010101&ENDDATE=20120301”)plot(x[,2]) B

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Does Microsoft Dot NET and C# make you more productive in your high frequency trading HFT quant development? How does this compare to Linux and Unix?

Does Microsoft Dot NET and C# make you more productive in your high frequency trading HFT quant development? How does this compare to Linux and Unix?

From a user:

There are many good features of  dotnet which make our work productive or professional. The  visual studio, c# are the two type of dotnet.l.

 

Twitter Weekly Updates for 2012-03-25

 

I would liek to see your opinion so comment below. Thanks

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Can someone suggest good readings/books/references on the low-latency C/C++ programming on Unix/Linux?

Can someone suggest good readings/books/references on the low-latency C/C++ programming on Unix/Linux?

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Yes If anyone is aware about that please post the name of the author, that would really help

 

 

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Need to learn Linux or UNIX? Get UNIX Unleashed is the easily the best book for quants in Linux

Need to learn Linux or UNIX? Get UNIX Unleashed is the easily the best book for quants in Linux

My version of this book is pretty old. It is the third edition but I have noticed that there are two more books from this original. According to Amazon, there is a fourth edition paper back which seems more geared to software development and the other is a hardback for administrators. The third edition is very old which might be dated somewhat as it does not include things like web services, and other modern components.

As it stands, this third edition I got is from 1998 but it is still one of the best ways to learn about core technologies found in Linux, HP-UX,AIX, or Solaris. These are still used throughout the quant world in large investment banks and even bulge bracket shops. So don’t think that the age of this edition is no good. I have seen many jobs from open source prop shops that require heavy usage of Perl, awk, etc. It even has decent section on C and C++. These are dated technologies from the world of Linux or Unix, but they are used throughout industry. You definitely need to have these skills if you want to go places.

Fortunately this book covers all those core technologies where you cannot learn elsewhere. It is very technical but very easily absorb. I also find this book could become a bible in understanding how Unix is set up with their account type, directory structure, named pipes etc, These are so important if you decide to venture into this line of work. There is a great topic on primitive kernel tuning. I have not seen any resource as detailed as this.

The fortunate/unfortunate aspect of this is that UNIX does not age too quickly as compared to Microsoft Windows or .NET technologies. Either way, you can do no wrong in getting this book. I would encourage those to find the third edition of this one. Don’t waste your time in any other books if you really need to learn about UNIX admin, networking, or development.

http://www.flipkart.com/unix-unleashed-robin-burk-salim-book-0672314118

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