Registered: Jul 2012
Posts: 24

Really? Looks like a very very basic c++ intro book with some almost irrelevant words about trading bolted on in the last part.

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Quote from mcgene4xpro:

Thank you for Chapter 41.

Amazing book

http://www.amazon.ca/Building-Autom...n/dp/0750682515

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Registered: May 2010
Posts: 768

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Quote from ForAPlus:

Really? Looks like a very very basic c++ intro book with some almost irrelevant words about trading bolted on in the last part.

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For me it is good. I just started to educate myself on programming, designing an ATS and so. .

For you.. you might be a pro on those issues.

However, i started to incline to use OQ.

http://www.smartquant.com/openquant.php

as a middle step till i acheive my HFT target one day ...

What do you think about OQ?

Registered: Jul 2012
Posts: 24

I've never used it - but I've looked at it in the past, so I can only speak in general.

Pro: It's c# based; so you get to learn a useful language that you can use outside of openquant while still dig right in and do system development rather than building frameworks - which you can't do well at this stage because you aren't much of a programmer;

Con: I've never seen a trading framework without some game-stopping short comings; I do this for a living.

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Quote from mcgene4xpro:

For me it is good. I just started to educate myself on programming, designing an ATS and so. .

For you.. you might be a pro on those issues.

However, i started to incline to use OQ.

http://www.smartquant.com/openquant.php

as a middle step till i acheive my HFT target one day ...

What do you think about OQ?

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Registered: May 2010
Posts: 768

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Quote from ForAPlus:

I've never used it - but I've looked at it in the past, so I can only speak in general.

Pro: It's c# based; so you get to learn a useful language that you can use outside of openquant while still dig right in and do system development rather than building frameworks - which you can't do well at this stage because you aren't much of a programmer;

Con: I've never seen a trading framework without some game-stopping short comings; I do this for a living.

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Registered: Aug 2009
Posts: 1

I use OQ (OpenQuant) on ATS, below is my comments :

Pros:
1. You can build your own market data provider & execution provider.
* I have successful to built my own market data provider (C#) to receive zen-fire data feed, and built an execution provider (C#) to send Combo order (multi-legs on Inter-commodity futures) to IB
** Moreover I made my own GUI (e.g. panic button) to make special command to my OQ ATS strategy

2. Support milliseconds level that storing DateTime to quotes, trades, bars
* NinjaTrader support 1sec. only

3. OQ Database are very easy to maintain, there're 8 files (v2.9) to backup/restore


Cons:
1. Weak in charting

2. Exception occurs caused by memory usage over 1.5GB when Backtesting (it may be solved in v3.0 or new 64-bit version as my own copy is v2.9.13)

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