Building an automated, efficient, highly concurrent and resilient trading operation

Discussion in 'Automated Trading' started by wave, Oct 22, 2019.

  1. fan27

    fan27

    I use IQFeed and it is adequate for my needs. I think it would be cool to run a simulation comparing IQFeed against something like CQG or other data providers. You could spin up two AWS EC2 instances built from the same AMI, create a simple app to just read in the data and save the results to disk and then do a diff on the output from the two systems. Would not be a perfect test but might show some interesting results.
     
    #21     Oct 24, 2019
    GRULSTMRNN likes this.
  2. Careful with that. Some libtard troll wrongfully attacked me for criticizing bad English skills. I had criticized for not using spell check to make the comment more understandable. In any event, not everyone will share your understanding of the importance if writing clearly even if it is on linkedin.
     
    #22     Oct 24, 2019
  3. Well, a post on an anonymous chat website is quite a different animal than the job description on LinkedIn, seen by many worldwide, including recruiters and companies, as your quasi CV and public professional representation. No matter how you personally look at it, it's incredibly poor etiquette to have typos in a CV or in the job description in your public LinkedIn profile. It reflects a low attention to detail and professionalism.

     
    #23     Oct 24, 2019
  4. Completely agree.
     
    #24     Oct 24, 2019
  5. wave

    wave

    “In any event, noteveryone will share your understanding of the importance if writing clearly even if it is on linkedin.”

    of and LinkedIn
     
    #25     Oct 24, 2019
  6. wave

    wave

    Let's talk specific issues not "distributed systems are great, and concurrency is an issue, and availability is important, bla bla".

    bla bla.”
     
    #26     Oct 24, 2019
  7. wave

    wave

    Hopefully we can get past the pedantries.
     
    #27     Oct 24, 2019
  8. guru

    guru

    I like that presentation but not sure whether or how it relates to your requirements, especially that you mentioned cloud first.
    The presenter talks a lot about speed and using things like RDMA for getting speed under 2 microseconds and then beating it by programming hardware directly and using FPGA to get under 1 microsecond, and decoding packets as they arrive before you could even get full tick data.
    Can you even get the data at that speed and how, and are you going to place programmable hardware at exchanges, etc - and how does it relate to “cloud first”?
    And are you actually trying to compete in HFT space?
    If not, then do you simply want to analyze incoming trades and place limit orders?

    Data providers like IQFeed are too slow to compete on speed, so then how fast speed do you need?
    Some people place orders only on market open or close, and could have an hour lag in term of speed. Others may analyze data once a minute and can take several seconds to decide what limit orders to place.
    The ones that need speed like doing HFT and arbitrage already put each other out of business.
     
    Last edited: Oct 24, 2019
    #28     Oct 24, 2019
  9. wave

    wave

    #29     Oct 24, 2019
  10. Now you're just being an idiot. I wrote him constructively and you're trolling. in any event I used spellcheck but didn't proofread. No reason or justification to be an asshole. Unless you actually are one and you're just being you.
     
    #30     Oct 24, 2019