Search results

Matlab is great! It is the first coding language I learned, and it provided me with an easy transition to C++ and all of the other languages. The syntax is C++ ish, but it is much looser. I don't use it for my trading because of the cost (although the $149 license is tempting... and worth...

NxCore is not compatible with Linux. It is Dependant on windows.h . They do have a beta release API that is for Linux, but NxAccess is still windows only so it defeats the purpose of using the Linux API because it is not longer an " in memory" solution. Their technical team has mentioned to me...

Valid point

By SE, I assume you mean Software Engineering? If that is the case, I guess I have a philosophical difference with you here. I think all ducks should be in order from an engineering perspective prior to going live, and sensitivity analysis should be conducted in fill modeling to try to get a...

Noted.

I dont understand why using machine learning to generate trading signals from orderbook data has to be low latency? I have data that suggests otherwise, and im very conservative in my fill modeling. I DO model latency in my fills. Sure, trading low latency maximizes profits, but if your alpha...

I am going to use marketable limits. I am using Bayesian Networks primarily. In college I was able to design an autopilot that was able to successfuly relearn and control an aircraft's dynamics in the event of a severe failure ( losing an aileron, etc..) using neural nerworks. That being said...

Im using the book to create trading signals based upon Machine Learning (thats as deep as ill go), it is not low latency strat, but I will attempt to trade as quickly as possible given my latency considerations. Im not close to going live yet, but im using market orders so rapid confirmation is...

Assumptions

As occam stated in a previous post, there are more exchange related failures than there are from running wine. As for you being more pofecient in this space... that is a bold claim considering you have no idea who I am or what I do, but believe what you want to. Im not here to measure up...

Windows and Linux use different memory adressing schemes I.e the pointer values for the same block of memory would be different, thus ( to the best of my knowledge) ruling out shared memory. Sockets are plenty fast.

Thanks Occam, your incites are much appreciated.

Do you even know what WINE is???? Why would I bother running wine if I was going to run it on a different WINDOWS machine???? Go read a book

Do you really think that NxCore is a "hft data feed"? Do u really think that the microseconds it takes for my quote software running with WINE to pass data to my trading platform (which is on the same machine on a different thread....) is even on the same order of magnitude as the time it takes...

I am trading the book.

Dude, go away. You are doing nothing but trolling. Let the grownups talk amongst themselves.

Occam, That is encouraging information. Would you mind sharing a bit more about your setup? 1) What flavor of Linux are you using? 2) What version of WINE are you running? 3) Which Compiler do you use? 4) What is your method of transfering data from your quote processor to your trading...

I have made that decision. ....the data feed handler runs on windows....everything elese is on linux. They communicate through sockets. Its not ideal, id rather it all runs linux and uses shared memory, but a reasonably priced data feed of NxCore quality does not exist for linux. Many NxCore...

You have made incorrect assumptions about why I am running mixed OS. I am not specifically designing software that can be used on either os, the ability to run either os is just a byproduct of intelligent design. Everything I have written, except for the interface to NxCore is completely...

Couldn't agree more.