ES Algo 10K - 20 K positions / day

F

Futures_Trader

Hi all,

I'm futures trader since 2005, I'm trading on Jigsaw (DOM)

My best friend is a futures broker and I proposed to him to create and use an futures algo trading especially ES.

The target is to make 10 000 - 20 000 (los / win) positions per day before reaching the daily DD which is 0.5 %.

My question is: which language is faster for the fast excecution (C++, Python)?
I'd like to use Rithmic as a data provider.

Best regards

Anthony
 
Futures_Trader said:
Hi all,

I'm futures trader since 2005, I'm trading on Jigsaw (DOM)

My best friend is a futures broker and I proposed to him to create and use an futures algo trading especially ES.

The target is to make 10 000 - 20 000 (los / win) positions per day before reaching the daily DD which is 0.5 %.

My question is: which language is faster for the fast excecution (C++, Python)?
I'd like to use Rithmic as a data provider.

Best regards

Anthony
More...
If you have to ask which language is faster (C++, Python) I strongly suggest you stay with your Jigsaw (DOM) trading and do not embark on this project.
 
I suggest you consider the API you want to use, then code to that. You use Rithmic data, how about the Rithmic APi?

Futures_Trader said:
Hi all,

I'm futures trader since 2005, I'm trading on Jigsaw (DOM)

My best friend is a futures broker and I proposed to him to create and use an futures algo trading especially ES.

The target is to make 10 000 - 20 000 (los / win) positions per day before reaching the daily DD which is 0.5 %.

My question is: which language is faster for the fast excecution (C++, Python)?
I'd like to use Rithmic as a data provider.

Best regards

Anthony
More...
 
Last edited:
easy use dual FPGA cards from the HXT sub-family of Xilinx Virtex to build ultra low latency, high throughput trading platform without CPU intervention. oh and fortran..
 
Futures_Trader said:
Hi all,

I'm futures trader since 2005, I'm trading on Jigsaw (DOM)

My best friend is a futures broker and I proposed to him to create and use an futures algo trading especially ES.

The target is to make 10 000 - 20 000 (los / win) positions per day before reaching the daily DD which is 0.5 %.

My question is: which language is faster for the fast excecution (C++, Python)?
I'd like to use Rithmic as a data provider.

Best regards

Anthony
More...
what do you mean 10k positions? 10k contracts?
 
Futures_Trader said:
Hi all,

I'm futures trader since 2005, I'm trading on Jigsaw (DOM)

My best friend is a futures broker and I proposed to him to create and use an futures algo trading especially ES.

The target is to make 10 000 - 20 000 (los / win) positions per day before reaching the daily DD which is 0.5 %.

My question is: which language is faster for the fast excecution (C++, Python)?
I'd like to use Rithmic as a data provider.

Best regards

Anthony
More...

Unless you are an institution that uses HFT, the speed of execution isn't even an issue when it comes to retail algo trading.

To answer you question, C++ is inherently faster than Python, so naturally, one would assume that it is faster when it comes to algo trading execution. The question is how much faster is it?

With caching (.pyc), Python closes the gap, thus making your question even less of an issue. In my opinion, choose the language with shallower learning curve.
 
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