Out of curiosity, can you please expand on this; which broker/colo infrastructure offers 60-80us?
Rome was not built in one day, which is very true to trading systems in development. Start with higher timeframe strategies and let your system...
IMHO: you might want to add notes about forward contract tick/candle data as well. This can help for spread trading. I collect forward contract...
I suggest that you start with C++11; don't bother looking at the older versions. Try this book:...
My 2 cents: Learn how to trade first; since you are a programmer, you can then architect your trading engine. You will end up wasting your time if...
Unless one is hell bent on latency, there is no point in even thinking about a language of choice. Pick any language as long as you understand its...
I have SW dev background and with the recent plunge into algorithmic trading (not low latency) with my own system; my 2 cents: Custom...
The former; within what time should we store an incoming tick in order to avoid a lag on the trading system side... for 1000 ticks as my rough...
RAPI doesn’t have the integer ID for tick data; it does have id for other data such as order reports etc.
Ya, you are right; threading libraries have a lot of overhead. Concurrency can also be achieved when two processes running on two different cores...
:) ... re-read my sentence... yes it sounded a little arrogant... sincere apologies; "Bjarne" was a misnomer. Implied that I really didn't make an...
This is interesting; totally got blind sighted here. Two questions 1. Since each cache line is 64 bytes, I was wondering if padding the table...
No, don't get me wrong; STLs are great libraries, no question about that. I personally use STL libraries (Poco actually) and other C++11 features...
Hi everyone, I am trying to design a component that inputs futures tick data from rithmic feed/RApi [C++11, Linux]. I want to capture the tick...
Steps to become a professional trader: 1. learn trading (this takes quite some time) 2. Identify the right trading strategy you like (this takes...
No, I was talking about employees of quite a few companies whose stock price is not going up due to various reasons... Besides, majority of the...
Well, it appears that folks in the Silicon valley build something useful, but they constantly keep complaining that the value of their...
I see what you are trying to say. Intel processor requires the executing software do certain things before its optimization algorithms can kick in...
Don't want to get into this debate/discussion, but let me add some numbers from my own experience for the benefit of everyone... I worked for a...
Debugging python applications is pretty hard... No software company (to my knowledge) that develops applications spanning 10s of thousands of...
Separate names with a comma.