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Google Chrome and Chromium work just fine. Silverlight on Linux is called Moonlight, which is an open source port of Silverlight to Linux. But who needs that anyways? 95% of webservers run on Linux/Unix.

@volpunter: supercomputers are the servers optimized for crunching numbers and they run the tasks in parallel. Why are they severely limited, because they do not have GUI? -- lol

@volpunter: NASDAQ is actually running gentoo Linux. How Linux Mastered Wall Street: http://www.pcworld.com/article/238068/how_linux_mastered_wall_street.html What other exchanges run on Windows? According to that article they are pretty much none.

@volpunter: Valve, which accounts for 75% of digital games sales, ported its Steam engine to Linux. So yes, you can play Half-Life on Linux and many, not all, titles. They are currently porting Portal 2.

Maybe 15 years ago but that's so untrue nowadays. Aside of gaming, anything you do on Windows you can do on Linux. But even gaming is catching up. NYSE, Tokyo Stock Exchange, Frankfurt Stock Exchange all run on Linux. London Stock Exchange ditched Windows & .NET in favor of Linux. Large...

It's an old thread. These guys are all using custom, or maybe Deltix.

It would be interesting to know what sort of math he is using for his strategies. At least for the strategy he started while in college the math should not be very advanced, well it's college level.

Very true. Also QuickFIX, the documentation and support forum is non-existent, huge and buggy code base requires a full time job to install, use, and maintain it.

Someone suggested instead of using multiple processes communicating through IPC but to have all code in the same process (as long as it's on the same host) and use concurrency. So I have a strategies (S) class and order execution (OE) class where S class sends orders to OE and OE send order...

If you already know C++ then just study an open source libraries, such as http://ta-lib.org/ - TA analysis lib. http://quantlib.org/index.shtml - quant finance lib. Also, you can look at the books by Daniel Duffy and M.S. Joshi, but those books about developing quant finance models using C++.

I just read from a text file right now. e.g. EUR/USD tick data file for one year is around 1GB with 75mln+ records. MATLAB and R, I do not know about Python, are slow comparing to C++. That's probably the main reason I am using C++. What's taking MATLAB hours may take C++ only 15min. The...

Investmens by Bodie, Kane, Marcus is the text used by ALL finance MBA programs, at least in the US.

Just checked, I read the records line by line... So the disk reading could be the bottleneck. I am also leaning now towards using callbacks. Have you ever looked at QuickFix, I wonder how they implemented SocketInitiator class. I know code is all there but it's such a spagetti of code it...

I am not latency sensitive and I am currently using FIFO which is alright for me in live mode. However I want to use the the same code for backtesting and my backtesting running through millions lines of tick records it takes forever, hence I am looking to replace FIFO. THX for your help.

-- hft_boy, thanks for coming back. So, you think shared memory with semaphores will roughly have the same performance as tcp sockets? - That's kind of slow.

Thank you both for responding. @slickpick - so I have a producer (Data Adapter) that reads the data from the Internet over the sockets when in live mode, or it reads the data from the database / text file in the backtest mode. So I am using the same code for live and backtesting. Producer is...

Has anybody tried hft_boy code on page 6? That's interprocess communication implemented using shared memory. Edit: file ipc.zip. I found the following: 1. Producer must be started first, o.w. consumer gives an error: "shm_open: No such file or directory". -- I want to be able to start the...

Also, Oanda and MB Trading offer free and unlimited paper trading.

You should go long in such case.

That's slick, thx for posting.