Tag Archives: Use case

Use case for Python Cpp vs other language in HFT low latency trading

Use case for Python C Cpp vs other language in HFT low latency trading environment

I just created a new 50-minute video explaining how I plan to differentiate my uses of both Python and C++ programming. In this same video, I do a highlight of the backstory of all the different programming languages I have looked at for automated trading over the years.

 

Visit here for that video

Trading with Interactive Broker and limitation of Metatrader with forex brokers

 

Not only did this video get created, another video was made to explain the use of Interactive Brokers TWS. I also try to highlight the limitations of using Forex trading brokers with software like Metatrader.

 

Check out this video here. 

 

As you can see, I’m hoping to present an optimized stack for low frequency automated trading systems. At the same time though, I could easily transition this code base to accommodate high speed trading as well. The only question is how will it perform against high-end boards like FPGA or GPU? From my point of view, it does not matter since C++ can easily integrate into either of these APIs provided by leading hardware manufacturers.

 

Thanks for reading Bryan

 

CRUCIAL PS. I am putting a hard set date together of July 12 for removing all source code demos and references to my Phase 1 equity trading/arbitrage. I am currently teaching this up until July 5. For Tuesday night, I will be hosting my technical analysis step. As said, this is a one-time deal only and will be only available to my current and new Quant Elite members.

Details of my algo trading in Python series here (remember that the Phase 1 Arbitrage will be removed permanantly after Jul 12)

Here are the pricing options:

If you are interested in joining, here are all the pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

As said, it now comes down to NOW or NEVER!

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!

Use case for Python C Cpp vs other language in HFT low latency trading environment

Use case for Python C Cpp vs other language in HFT low latency trading environment

I have found when to use these popular programming languages under what cases

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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!

Altera OPRA FAST Parser Design Example for FPGA and high frequency trading aka HFT use case

Altera OPRA FAST Parser Design Example for FPGA and high frequency trading aka HFT use case

This came in from an FPGA expert so thanks to him

This example demonstrates an Open Computing Language (OpenCLTM) implementation of a parser for the OPRA FAST standard. OPRA FAST is a standard developed for high-throughput and low-latency communication in financial markets; more information can be found at www.opradata.com.

The kernel parses incoming compressed OPRA Fast data from a UDP offload engine, and returns a subset of fields over Ethernet with the UDP offload engine. The UDP offload engines are represented as I/O channels to the kernel.

The kernel in this example is designed to process data at a line rate of 10G. More information is available in the OPRA FAST Overview and Implementation document available in the Downloads section below.

Features

  • Channels vendor extension
  • Low-latency for latency-sensitive application
  • Single work-item kernel

http://www.altera.com/support/examples/opencl/opra-fast.html

 

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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!

Ultimate use case for using MATLAB Simulink for your absolute lowest latency in HFT with FPGA? Citi, Goldman Sachs, BoA, etc

Ultimate use case for using MATLAB Simulink for your absolute lowest latency in HFT with FPGA? Citi, Goldman Sachs, BoA, etc

This is what we call the smoking gun!

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This came from my usual Youtube visitor. This has to be the best resource I have see yet for my pitch on why you should use this combo. Say no say no more.  Booya so big thanks to him for this great resource!

http://www.kunnskapsdugnad.no/ikbViewer/Content/838205/13%20FPGAs%20in%20Algorithmic%20Trading%20with%20MATLAB%20and%20Simulink%20-%20Jonas%20Rutstr%F6m,%20Math%20Works.pdf

Note all the major banking clients doing it like Citi, Goldman Sachs, BoA, Lloyds. Do I really need to say anymore?

 

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!

Quant development: Does anybody know about any Use case in Midstream Operation in Oil & Gas Industry using Hadoop ?

Quant development: Does anybody know about any Use case in Midstream Operation in Oil & Gas Industry using Hadoop ?

 

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ESG provide hadoop advisory service, if you want email me and I can set up a conversation with you and our lead analyst.

 

 

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!