Critical process/components for building bullet-proof high speed trading systems

Discussion in 'Automated Trading' started by mizhael, Jan 19, 2011.

  1. LeeD

    LeeD

    Have you seen strips about fictional ISO 9000 certification in Dilbert comics? It's much more important to have a proces than what the process is.

    The thing is... what the process is depends on all the small details of your project. Say, if you have market interface whose code is a few years old, was provided by the exchaneg, broker and a few colleagues have been using this code for years without any problems, you probably want to check it just once. On teh other hand, if the market connectivity is based on an open-sorce code that had to be modified a few times by peopel who barely understand it in order to get anything working at all, you may want to give it very serious testing.

    So, have a test server, test any new version on it after even minor changes. The list of features you want to test can be compiled from things that have failed in the past.

    Get "Dogbert" poster "I know no shame".
     
    #21     Jan 21, 2011
  2. that's pretty cool you make it all up?
     
    #22     Jan 21, 2011
  3. LeeD

    LeeD

    I should start mentioning my favourite SciFi acronyms. Very few people will know if these are real (whatever "real" means in the SciFi world).

    On a serious note, liquid nitrogen is a very popular cooling agent. It has also helped a few computer types develop some serious muscule. Carrying liquid nitrogen barrels to overcooled computer rigs is more serious exercise than most gym workouts.
     
    #23     Jan 21, 2011
  4. Much of what KINGOFSHORTS has mentioned is in development but alas the only users in our field will be hedge funds and high net worth individuals.
     
    #24     Jan 22, 2011
  5. Get Air Products to install a small tank outside the building its cheaper than bottles by far and a lot better for the lower back. :)
     
    #25     Jan 22, 2011
  6. LeeD

    LeeD

    #26     Jan 22, 2011
  7. Tradelink is fast enough for all but the fastest HFT strategies - its more about the execution platform, how you write your code and your data input/API.
     
    #27     Jan 23, 2011