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  • HFT strategy coding on hardware

    - by bsobaid
    Hardware accelaration and embedded programming has mostly been used so far to parse datafeed and/or to route orders to exchange. Have there been attempts to write simpler HFT strategies such as equity market-making in hardware? Have they been successful? Which companies are doing this and what kind of programming model is used?

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  • What technical skills needed for algorithmic trading, HFT, etc?

    - by alchemical
    I'm interested in getting into developing trading systems, black box, HFT, etc. My primary experience is with C# and .Net (7 years). I've also done some sockets programming. I have some experience in finance working on analysis applications (2 years). My goal is to move into developing automated trading systems for a hedge fund, bank, etc. Is there any way to learn the skills needed for this without somehow getting the job first? I've looked at the open source tradelink, IB interactive brokerage, etc. I'm playing around with this framework, and may hook it up and do some paper trading. However, I'm not sure if this has much relationship with how a well-funded entity would be conducting a high-level automated trading operation. I.e. would the tools and frameworks they prefer be a totally different skill-set? Also wondering if I need to learn C++ and/or Java for these types of apps.

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  • in HFT trading should I upgrade from Windows Server 2008 R2 to Windows Server 2012?

    - by javapowered
    I'm using HP DL360p Gen8 + Windows Server 2008 R2 for HFT trading. That means that every 10 microseconds is important for me. I do understand that if I need everything to be so fast I probably should consider using Linux. But in this post I want to compare only Windows Server 2008 R2 and Windows Server 2012. I've found in internet couple articles that suggest how to tune Windows Server 2012 for low latency http://msdn.microsoft.com/library/windows/hardware/jj248719 http://technet.microsoft.com/en-us/library/hh831415.aspx Most part of optimizations from these articles apply only to Windows Server 2012 and can not be used on Windows Server 2008 R2. So now I think that as I can optimize Windows Server 2012 for low latency, probaly I should upgrade? After optimizations how much faster windows server 2012 would be (ideally in microseconds :)?

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  • High Frequency Trading

    - by Hamza Yerlikaya
    Over the last couple of weeks i have come across lots of articles about high frequency trading. They all talk about how important computers and software is to this but since they are all written from a financial point of view there is no detail about what does software do? Can anyone explain from a programmers point of view what is high frequency trading? and why is computer/software so important in this field?

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  • is it dangerous for the processor core to be *always* loaded at 100%?

    - by javapowered
    In my HFT software I plan to use one core for stock index calculation. That would be simply while(true) loop without any delays which will calculate (sum and multiply) components as often as possible (so millions times per second) and I plan to do that 8 hours per day every day. I was never before loading my computer to 100% full time every day regullary. May it be dangerous? Do processor has kind of "resource" (very big of course) after which it can stopped working?

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  • what to disable on Windows server? (by list of opened ports)

    - by javapowered
    I'm using HP DL360p Gen8 for HFT trading. I want to disable any network services I don't need cause I also want to try to disable Windows Firewall to test if this will improve perfomance. Could someone suggest what currently is turned on and can be likely turned off having ports list below? I need only RDP (also I drag & drop files via RDP) Proto Local Address Foreign Address State TCP 0.0.0.0:135 Term:0 LISTENING TCP 0.0.0.0:445 Term:0 LISTENING TCP 0.0.0.0:2301 Term:0 LISTENING TCP 0.0.0.0:2381 Term:0 LISTENING TCP 0.0.0.0:3389 Term:0 LISTENING TCP 0.0.0.0:47001 Term:0 LISTENING TCP 0.0.0.0:49152 Term:0 LISTENING TCP 0.0.0.0:49153 Term:0 LISTENING TCP 0.0.0.0:49154 Term:0 LISTENING TCP 0.0.0.0:49156 Term:0 LISTENING TCP 0.0.0.0:49157 Term:0 LISTENING TCP HIDEN:139 Term:0 LISTENING TCP HIDEN:3389 HIDEN:63373 ESTABLISHED TCP HIDEN:139 Term:0 LISTENING TCP HIDEN:139 Term:0 LISTENING TCP [::]:135 Term:0 LISTENING TCP [::]:445 Term:0 LISTENING TCP [::]:2301 Term:0 LISTENING TCP [::]:2381 Term:0 LISTENING TCP [::]:3389 Term:0 LISTENING TCP [::]:47001 Term:0 LISTENING TCP [::]:49152 Term:0 LISTENING TCP [::]:49153 Term:0 LISTENING TCP [::]:49154 Term:0 LISTENING TCP [::]:49156 Term:0 LISTENING TCP [::]:49157 Term:0 LISTENING UDP 0.0.0.0:68 *:* UDP 0.0.0.0:123 *:* UDP 0.0.0.0:161 *:* UDP 0.0.0.0:500 *:* UDP 0.0.0.0:4500 *:* UDP 0.0.0.0:5355 *:* UDP HIDEN:137 *:* UDP HIDEN:138 *:* UDP HIDEN:137 *:* UDP HIDEN:138 *:* UDP HIDEN:137 *:* UDP HIDEN:138 *:* UDP [::]:123 *:* UDP [::]:161 *:* UDP [::]:500 *:* UDP [::]:4500 *:* UDP [::]:5355 *:*

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  • Apache 2 Virtual Hosts no working on OSX 10.6

    - by matt_lethargic
    This is my first MacBook and I'm trying to get virtual hosts up and running so as it's going to be my dev machine. I've got apache/php/mysql running fine, the problem is that what ever address I go to I just get one of the virtual hosts I've setup. I can't even get to the root site anymore. I had phpmyadmin setup on http://localhost/pma but now that comes up with an error. If I take out the vhosts config file it seems to work again. I've put all my configs I can think you'll need below. ############## httpd config ############# ServerRoot "/usr" Listen 80 LoadModule authn_file_module libexec/apache2/mod_authn_file.so LoadModule authn_dbm_module libexec/apache2/mod_authn_dbm.so LoadModule authn_anon_module libexec/apache2/mod_authn_anon.so LoadModule authn_dbd_module libexec/apache2/mod_authn_dbd.so LoadModule authn_default_module libexec/apache2/mod_authn_default.so LoadModule authz_host_module libexec/apache2/mod_authz_host.so LoadModule authz_groupfile_module libexec/apache2/mod_authz_groupfile.so LoadModule authz_user_module libexec/apache2/mod_authz_user.so LoadModule authz_dbm_module libexec/apache2/mod_authz_dbm.so LoadModule authz_owner_module libexec/apache2/mod_authz_owner.so LoadModule authz_default_module libexec/apache2/mod_authz_default.so LoadModule auth_basic_module libexec/apache2/mod_auth_basic.so LoadModule auth_digest_module libexec/apache2/mod_auth_digest.so LoadModule cache_module libexec/apache2/mod_cache.so LoadModule disk_cache_module libexec/apache2/mod_disk_cache.so LoadModule mem_cache_module libexec/apache2/mod_mem_cache.so LoadModule dbd_module libexec/apache2/mod_dbd.so LoadModule dumpio_module libexec/apache2/mod_dumpio.so LoadModule reqtimeout_module libexec/apache2/mod_reqtimeout.so LoadModule ext_filter_module libexec/apache2/mod_ext_filter.so LoadModule include_module libexec/apache2/mod_include.so LoadModule filter_module libexec/apache2/mod_filter.so LoadModule substitute_module libexec/apache2/mod_substitute.so LoadModule deflate_module libexec/apache2/mod_deflate.so LoadModule log_config_module libexec/apache2/mod_log_config.so LoadModule log_forensic_module libexec/apache2/mod_log_forensic.so LoadModule logio_module libexec/apache2/mod_logio.so LoadModule env_module libexec/apache2/mod_env.so LoadModule mime_magic_module libexec/apache2/mod_mime_magic.so LoadModule cern_meta_module libexec/apache2/mod_cern_meta.so LoadModule expires_module libexec/apache2/mod_expires.so LoadModule headers_module libexec/apache2/mod_headers.so LoadModule ident_module libexec/apache2/mod_ident.so LoadModule usertrack_module libexec/apache2/mod_usertrack.so LoadModule setenvif_module libexec/apache2/mod_setenvif.so LoadModule version_module libexec/apache2/mod_version.so LoadModule proxy_module libexec/apache2/mod_proxy.so LoadModule proxy_connect_module libexec/apache2/mod_proxy_connect.so LoadModule proxy_ftp_module libexec/apache2/mod_proxy_ftp.so LoadModule proxy_http_module libexec/apache2/mod_proxy_http.so LoadModule proxy_scgi_module libexec/apache2/mod_proxy_scgi.so LoadModule proxy_ajp_module libexec/apache2/mod_proxy_ajp.so LoadModule proxy_balancer_module libexec/apache2/mod_proxy_balancer.so LoadModule ssl_module libexec/apache2/mod_ssl.so LoadModule mime_module libexec/apache2/mod_mime.so LoadModule dav_module libexec/apache2/mod_dav.so LoadModule status_module libexec/apache2/mod_status.so LoadModule autoindex_module libexec/apache2/mod_autoindex.so LoadModule asis_module libexec/apache2/mod_asis.so LoadModule info_module libexec/apache2/mod_info.so LoadModule cgi_module libexec/apache2/mod_cgi.so LoadModule dav_fs_module libexec/apache2/mod_dav_fs.so LoadModule vhost_alias_module libexec/apache2/mod_vhost_alias.so LoadModule negotiation_module libexec/apache2/mod_negotiation.so LoadModule dir_module libexec/apache2/mod_dir.so LoadModule imagemap_module libexec/apache2/mod_imagemap.so LoadModule actions_module libexec/apache2/mod_actions.so LoadModule speling_module libexec/apache2/mod_speling.so LoadModule userdir_module libexec/apache2/mod_userdir.so LoadModule alias_module libexec/apache2/mod_alias.so LoadModule rewrite_module libexec/apache2/mod_rewrite.so LoadModule bonjour_module libexec/apache2/mod_bonjour.so LoadModule php5_module libexec/apache2/libphp5.so <IfModule !mpm_netware_module> <IfModule !mpm_winnt_module> User _www Group _www </IfModule> </IfModule> ServerAdmin [email protected] ServerName localhost:80 DocumentRoot "/Library/WebServer/Documents" <Directory /> Options FollowSymLinks AllowOverride All Order allow,deny Allow from all </Directory> <Directory "/Library/WebServer/Documents"> Options Indexes FollowSymLinks MultiViews AllowOverride All Order allow,deny Allow from all </Directory> <IfModule dir_module> DirectoryIndex index.html </IfModule> <FilesMatch "^\.([Hh][Tt]|[Dd][Ss]_[Ss])"> Order allow,deny Deny from all Satisfy All </FilesMatch> <Files "rsrc"> Order allow,deny Deny from all Satisfy All </Files> <DirectoryMatch ".*\.\.namedfork"> Order allow,deny Deny from all Satisfy All </DirectoryMatch> ErrorLog "/private/var/log/apache2/error_log" LogLevel warn <IfModule log_config_module> LogFormat "%h %l %u %t \"%r\" %>s %b \"%{Referer}i\" \"%{User-Agent}i\"" combined LogFormat "%h %l %u %t \"%r\" %>s %b" common <IfModule logio_module> LogFormat "%h %l %u %t \"%r\" %>s %b \"%{Referer}i\" \"%{User-Agent}i\" %I %O" combinedio </IfModule> CustomLog "/private/var/log/apache2/access_log" common </IfModule> <IfModule alias_module> ScriptAliasMatch ^/cgi-bin/((?!(?i:webobjects)).*$) "/Library/WebServer/CGI-Executables/$1" </IfModule> <Directory "/Library/WebServer/CGI-Executables"> AllowOverride None Options None Order allow,deny Allow from all </Directory> DefaultType text/plain <IfModule mime_module> TypesConfig /private/etc/apache2/mime.types AddType application/x-compress .Z AddType application/x-gzip .gz .tgz </IfModule> TraceEnable off Include /private/etc/apache2/extra/httpd-mpm.conf Include /private/etc/apache2/extra/httpd-autoindex.conf Include /private/etc/apache2/extra/httpd-languages.conf Include /private/etc/apache2/extra/httpd-userdir.conf Include /private/etc/apache2/extra/httpd-vhosts.conf Include /private/etc/apache2/extra/httpd-manual.conf <IfModule ssl_module> SSLRandomSeed startup builtin SSLRandomSeed connect builtin </IfModule> Include /private/etc/apache2/other/*.conf ############# httpd-vhosts ################ NameVirtualHost *:80 <VirtualHost *:80> ServerAdmin [email protected] DocumentRoot "/Users/matt/Workspace/farmers-arms/website/farmers_arms" ServerName dev.farmers ServerAlias www.dev.farmers ErrorLog "/private/var/log/apache2/localhost.farmers-error_log" CustomLog "/private/var/log/apache2/localhost.farmers-access_log" common <Directory "/Users/matt/Workspace/farmers-arms/website/farmers_arms"> Options FollowSymLinks AllowOverride All Order allow,deny Allow from all </Directory> </VirtualHost> Hosts file 127.0.0.1 localhost 255.255.255.255 broadcasthost ::1 localhost fe80::1%lo0 localhost 127.0.0.1 dev.farmers 127.0.0.1 dev.hft Help!!!

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