Search results

Hello, To those of you who are experienced in the Treasury basis trades, I have a newbie question: What is the return rate on investment like for these trades? I have read how these trades are done in a book but it seems to me to be a tiny profit/loss compared to the notional...

Craig, Thanks for your very informative and thoughtful posts. I have done a little research over the internet and concluded that I will use Java as the programming language. The whole point of choosing a language, aside from performance, is to choose an environment least prone to bugs and...

Got it, Thanks, Craig.

Now I don't know about him, but I would not be referring to a text editor (I had mastered emacs) when thinking of the equivalent of MS IDE. It is the GUI, that they let you make all these little things for GUI easy. What kind of software will let you do that on Unix, anybody knows? (If I am...

Thanks a lot everyone, for your wonderful inputs! Now not to start a war on Java/Python, but I do want to understand the differences here. (I like both of these languages because they are easier for me to start coming out of Fortran.) Now what do you mean exactly in that last sentence...

Thanks, slacker, that is really helpful. I just checked out wine, seems like a good solution for the cross OS issue. I have done a lot of scientific programming in the past in Fortran, on Unix. Not new to programming but new to the kind of things that trading algos require. I am not sure...

I just saw this... Are you saying that you can use Visual Studio on Linux as well, how about Unix? What is MFC? It looks like that is how I should program a simple exit auto algo. It shouldn't take 2 years just for that part? Thanks. So obviously your exit algo is working, so it lets you...

Thank you, mrtwo, you have been really helpful. I am learning wonderful stuff here. Thanks. I am not there yet but I will remember this advice. Combined with your earlier advice of making good, educated use of threads, I guess the best practice would be putting a lot of thoughts into coming...

Thanks, intersting reading, that there seems to have been this history of people predicting the extinction of Unix... it certainly is a concern whether it will thrive or become marginal...

Thanks Mrtwo, great attitude. Thanks for being so helpful. I agree with you that Visual Studio is a very good IDE. Now what are the specific "reliability issues" and going forward what are the assurances that they will be solved? If money isn't a constraint but time is, and and having...

Thanks, Mrtwo, and thanks everyone for your inputs, minors the fight. That is a good idea. Now I heard the advantages of Windows from mrtwo, and would like to hear the concrete advantages of the other operating systems too. No need to argue with each other, we all choose our systems...

Thanks a lot, mrtwo, for the ranking of languages. I wonder whether any one here can give a comparision of operating systems--- Unix, Linux, or Windows---their algo trading pros and cons. Thanks

Thanks, Mrtwo, Good Point. what does 'good, educated use of threads' mean? How do I manage my own memory? Thanks.

Here I finally figured out how to use quotes. So fifo is some kind of swtich you use for networking and you use two processors, one run octave all the time, and another the trading algo? and mmap is some kind of temporary database you use? See other posts on questions on networking and...

Thank you so much for your helpful answers, nbates! Is there some book that I can read on the 'cached, state aware' techniques? I finally found this link, they hide it pretty well: http://www.progress.com/realtime/products/event_engine/index.ssp see what you think of their...

Thanks, mrtwo. But what about the order mangement and risk management part? I guess you can use rules for RM and and inmport another order management package? I would be interested in seeing some examples of either how the simple rules based algo and those that use AI work. You can take out the...

Happy New Year everyone! Thank you all so much for the wonderful inputs while I was away. Cosine, you are awesome! Thanks for the really helpful technical details. A couple of questions (for everyone): how do you deal with the "hard real-time" computing issues in your trading algo, in...

somehow my quote doen't appear the way your quotes do, first time using this...

Cosine, Thanks a lot for the information! Wonderful stuff. "GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical...

Risktaker, It doesn't appear to me that doing automated trading is like going to Mars. Lots of people are doing it and lots of software venders seem to be selling software that claim can do that. I would appreciate if someone on this forum who have had real experiences developing...