Is FPGA still key to the new trading finance of London? Future State Trading advisory video from this vendor?
Sent in via from a fellow successful Skype trader
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C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video
Please visit these helpful links with other videos which are part of these listings below:
Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
NOTES: My path of tech choices is very useful with C++/C backend with Matlab/Simulink trade idea generation into an analytics trading system. NOSQL still useful. These are all part of my Elite learning service.
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Stats on languages for HFT trading environment job wise:
C++ 70% of hft software 25 % java but heavy garbage collection tuning so it might be turn off to focus on that 5% to function programming languages
All Linux based
More hft going to fpga for enormous performance boost
Simulink never mentioned for c translation to vhdl but we are in right track
Maxeller was highlighted
Linux Jitter was mentioned:
He kept mentioning jitter in Linux is problem to get lowest latency, using Java with garbage collection does not help
C++ Libraries
http://tradexoft.wordpress.com/tag/lockfree/
QuantLib used for option pricing Greek analysis
QuantLib, the Greeks and other useful option-related values
Boost Math toolkit
http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/index.html
Here are some PDFs from this genius Barclays VP
CodeMesh presentation (live links included)
http://www.codemesh.io/codemesh2013/slides/richard-croucher.pdf
Low Latency 101
http://www.informatix-sol.com/docs/LowLatency101.pdf
TCPIP Bypass
http://www.informatix-sol.com/docs/TCP_bypass.pdf
Example for raw Ethernet network programming
http://stackoverflow.com/questions/16009347/trouble-with-implementing-a-c-program-that-sends-and-receives-raw-ethernet-frame
OpenOnLoad Ef_vi
http://www.openonload.org/download/openonload-201210-u2-ChangeLog.txt
RDMA description
http://en.m.wikipedia.org/wiki/Remote_direct_memory_access
Intel C compiler optimization (best C compiler)
https://software.intel.com/en-us/articles/step-by-step-optimizing-with-intel-c-compiler
Intel Xeon Optimazation Tuning
https://software.intel.com/en-us/articles/optimization-and-performance-tuning-for-intel-xeon-phi-coprocessors-part-1-optimization
Big page and memory optimization
https://access.redhat.com/documentation/en-US/Red_Hat_Enterprise_Linux/5/html/Tuning_and_Optimizing_Red_Hat_Enterprise_Linux_for_Oracle_9i_and_10g_Databases/chap-Oracle_9i_and_10g_Tuning_Guide-Large_Memory_Optimization_Big_Pages_and_Huge_Pages.html
Linux RDMA Verbs API Tutorials
http://fabbritech.blogspot.ca/2012/07/linux-rdma-verbs-api-tutorials.html
GPU Accelerated Computing with C and C++ (only pricing options Greek analysis via Monte Carlo simulation)
https://developer.nvidia.com/how-to-cuda-c-cpp
Assist with GPU CUDA for onloading data and program to GPU from CPU
http://www.xcelerit.com/
Maxeler for FPGA options to vhdl (where does MATLAB’s Simulink fall in her due to code generation to C C++ or VHDL)
https://www.maxeler.com/
Continues below:
Other topics from:
Low Latency 101
http://www.informatix-sol.com/docs/LowLatency101.pdf
Linux Kernal of choice potentially: https://www.kernel.org/pub/linux/kernel/projects/rt/
Barclays HFT uses with vendor panel including Solarflare and Corvil video: Decent Open source solutions?
Here is another video on viewpoints on the important balance of network monitoring in an HFT environment
Open source solutions (looking for input or comments on this)
http://www.infoworld.com/article/2683857/network-monitoring/article.html
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Past vendor Trading SYstems Lab claims machine learning works, what do you say? Join our LIVE Meetup for proof
Here is a popular vendor to state their case:
I hope they show at our Meetup Nov 17 to more evidence of live machine learning with profitable trading.
As for me, I mean a past vendor that has presented to our group via Meetup. Our past Meetup on this
UPDATES! From Trading Systems Lab.
Please correct the name: Trading System Lab. Are you going to the Las Vegas Traders Expo in Nov? PS: There are plenty of funds who are on the pro ML side of the game. Note: At Futures Truth we are being told that TSL is the only ML package that generated systems that are tracked by them and we are rated #1. There are a lot more traders out there who can start to use this package.
http://www.meetup.com/quant-finance/events/216144632/
http://www.meetup.com/R-Matlab-Users/events/216144572/
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How well are you managing your market data vendor duing for your high frequency trading systems?
Regulatory reform, competitive pressures and the need to optimize data across the enterprise are pushing custodians, service providers, consultants and securities firms to constantly refine their reference data management strategies. As their strategies evolve, all players in the operations matrix will have to hone their relationships with their market data vendors, which should be collaborative but often aren’t.
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In my opinion there is only one way to manage data vendors in a profitable way and this is to make data interchanghable. Building a unique source able to provide data from different information providers in a unique output format, the original one used by your enterprise, you can get data from different providers without changing target applications. For reference data there are several companies offering unique data source, i.e. Asset Control, Golden Source and Smart Co..
For real time data normally applications are fed from Reuters RMDS in FID format (Reuters one) and only solution I know is Consensus Iperlink R/T.
For specific data, i.e. credit derivatives, credit ratings and scoring, balance sheets and so on there is not a ready to use unique source.
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Is Stallard STI a decent vendor for HFT server hardware like Dell?
http://www.stikc.com/Catalog/4U-6U-7U-Rackmounts
Just wondering…..Leave a comment
What you recommend?
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 Future trading vendor online events and future cointegration strategies to implement
http://quantlabs.net/membership.htm
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!RTS Chosen as Key Technology Vendor for Chinese University of Hong Kong Trading Lab
RTS Realtime Systems Group, a leading global trading solutions provider, announced today that the Chinese University of Hong Kong (CUHK) has selected the firm as the key technology provider for its state-of-the-art new trading laboratory opening tomorrow.
Equipped on the university campus with real-time trading solutions that professional traders employ globally, CUHK students will be able to gain real-world trading experience. Utilizing RTS’ low latency and algorithmic trading solutions, they can employ a variety of sophisticated strategies in a simulated, automated trading environment, including hands-on volatility spreads, complex hedging strategies and quantitative research using real data.
In the initial phase, CUHK final-year undergraduate students taking courses on options and derivatives in the coming academic year will utilize the new trading lab. Subsequently, the new facility is expected to play an increasingly important role in the finance training of the university’s MBA and Master of Science degree students, as well as those in the executive education programs.
Said Professor van Put, Adjunct Professor of the CUHK Business Faculty: “We strongly believe that our trading lab, with real-time data feeds from the major global exchanges, and assistant teachers who are professional traders, will offer our students a great chance to explore the financial markets and its traded products. This new generation of traders, risk managers and compliance officers are needed to fulfill the increasing need for qualified staff in the Chinese and Asian Pacific financial markets. We appreciate the kind support of RTS as a founding sponsor and welcome the opportunity to offer the firm’s best of breed technology in our real-time trading and training efforts.”
Alex Lamb, Executive Board Member of RTS, said: “This is a ground-breaking effort that CUHK has undertaken, and RTS is committed to ensuring its success. We are proud to partner with the university and its team of professors on enriching the trading-related academic program and ensuring that the technology reflects the latest ultra-fast tools the industry has to offer.”
In September, the Singapore Exchange and NanyangTechnologicalUniversity announced the establishment of the Centre for Financial Education in Singapore, with RTS as the key technology partner.
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