Question about Java implementations and frameworks for algorithmic trading, and relevant techniques?

[Blonde]

public static void main() {
// your code here
}

Good news - performance is likely going to the last problem you need to be worried about when it comes to retail level algorithmic trading.

Hiya @ValeryN


Thanks. Why is that? I want to implement a way to respond in either of these methods:
1-Both Graphing the analysis and trade management and order management done by {platform based}-API
2-I use the FIX-API for order and trade management and Graphing the analysis shall be done on {platform based}-API
As these are my approaches. I need to configure Java for low latency and high-performance computing and I need to be sure my selection of Java Framework is aligned with this?

Tnx and best of luck

 

[Blonde]

don't give a fuck. 6.9% return a month for the last year . after taxes . eat a dick, peasant

Hiya @stochastix


Thanks. You are higher than the industrial standard traders as they don't make more than 3~5% monthly on average. I'm so happy for you. Do you mind if I PM you if I rarely have a question, please?
By the way, have you implemented our algorithmic trading ideas on Java purely or what, if you don't mind answering, please?

Tnx and best of luck

 

[Blonde]

The problem I see with Malbolge is the limited number of platforms it will run on. A more "practical" language that can look the same whether encrypted or not (very important for protecting intellectual property) is Perl. For example,
View attachment 254734

Hiya @ph1l


Malbolge named from Dante's Inferno, I read it when I was in elementary school. It was an interesting book for me. After such up with the busy lifestyle, I didn't have time to read any books besides tech books and I regret I don't have much time for literature and classic.

Also, Java output can be configured through a process to hide the source code, somehow encrypted as well.

Best of luck

 

[ValeryN]

Hiya @ValeryN


Thanks. Why is that? I want to implement a way to respond in either of these methods:
1-Both Graphing the analysis and trade management and order management done by {platform based}-API
2-I use the FIX-API for order and trade management and Graphing the analysis shall be done on {platform based}-API
As these are my approaches. I need to configure Java for low latency and high-performance computing and I need to be sure my selection of Java Framework is aligned with this?

Tnx and best of luck

There will be few practical limitations that will make you application side latency not matter as much as you think. Likely limitations of your data feeds, your network latency and lack of direct access to exchanges. In total they will be 2-3 orders of magnitude more than what you will save by super efficient computation. Hence JVM or framework are not the problem you should be focusing on.

Try to break down round trip latency from the event on the exchange your are watching to your order hitting it. That will help you see if what you are trying to do is even feasible.

The chances are - your computational part will be <0.1% of total time. Then a question becomes - do you really want to start walking the path of optimizing that 0.1%?

I do run JVM based automated trading. So it is not just all hypothetical. The settings you are asking about won't matter in the big picture of things.

May luck be with you.

 

[Blonde]

There will be few practical limitations that will make you application side latency not matter as much as you think. Likely limitations of your data feeds, your network latency and lack of direct access to exchanges. In total they will be 2-3 orders of magnitude more than what you will save by super efficient computation. Hence JVM or framework are not the problem you should be focusing on.

Try to break down round trip latency from the event on the exchange your are watching to your order hitting it. That will help you see if what you are trying to do is even feasible.

The chances are - your computational part will be <0.1% of total time. Then a question becomes - do you really want to start walking the path of optimizing that 0.1%?

I do run JVM based automated trading. So it is not just all hypothetical. The settings you are asking about won't matter in the big picture of things.

May luck be with you.

Hiya @ValeryN

Likely limitations of your data feeds, your network latency and lack of direct access to exchanges. In total they will be 2-3 orders of magnitude more than what you will save by super efficient computation.

Is the IB's best account as retail or institutional have a significant lag in data feeds and execution as well?

sorry, what do you mean by '2-3 orders of magnitude'?

Try to break down round trip latency from the event on the exchange your are watching to your order hitting it. That will help you see if what you are trying to do is even feasible.

'round trip latency from the event on the exchange you are watching to your order hitting it'> Could you elaborate maybe estimate by a sample, please?

I do run JVM based automated trading. So it is not just all hypothetical. The settings you are asking about won't matter in the big picture of things.

Thanks. I read the first page briefly and it's Kotlin and not Java but it's run on JVM as the concept stands?

About IB:
May I ask if there is possible to get higher leverage of about 1:100 for FX Majors with IB? And may I ask what branch of IB are clearing brokers? And if you don't mind, may I ask what branch of IB do you using for your tests of Algorithmic trading? And will you have at least 20% annual profit with that algorithmic trading consistently without fail every year?

Tnx and best of luck

 

[ValeryN]

Hiya @ValeryN



Is the IB's best account as retail or institutional have a significant lag in data feeds and execution as well?

sorry, what do you mean by '2-3 orders of magnitude'?

'round trip latency from the event on the exchange you are watching to your order hitting it'> Could you elaborate maybe estimate by a sample, please?



Thanks. I read the first page briefly and it's Kotlin and not Java but it's run on JVM as the concept stands?

About IB:
May I ask if there is possible to get higher leverage of about 1:100 for FX Majors with IB? And may I ask what branch of IB are clearing brokers? And if you don't mind, may I ask what branch of IB do you using for your tests of Algorithmic trading? And will you have at least 20% annual profit with that algorithmic trading consistently without fail every year?

Tnx and best of luck

JVM is the runtime. Kotlin compiles into same bytecode as Java and runs on JVM. No difference for what you are asking.

Nothing is without failure. Everyone, without exception, faces a possibility of a loss year unless they don't trade at all.

2 orders of magnitude means you are trying to optimize something that takes less than 1 of 100th of total time. Your data delay alone with IB is 250ms.

Even shitty in-memory computation will likely be <20-30 ms. So you change JMV, garbage collector, play with settings, change framework etc. To get that 20 down to what? 10? What's the point if your data alone is delayed by 10-20 times of that. The rest is networking stack, more servers, more routing, more delays by multiple parties. Not really gonna go to details there. Hope it is obvious enough now.

As a retail trader your best chance is with strategies where speed of execution is not critical enough to make anything you asked remotely important.

If I may give an advice - spend some time searching here for the best traders you can find. Then read every single post they did over last couple of months. If you still believe they are legit - go as far back as it takes, read every single thing they wrote, try to find clues and hints. Try to reach out to them directly after that. Show you've put some work in it, ask specific questions. Pick up some solid books with foundations of systematic trading like by Howard Bandy to learn about basics.

 

[Butterfly]

don't give a fuck. 6.9% return a month for the last year . after taxes . eat a dick, peasant

your brain is fried, java didn't produce 6.9% a month dumbo, god, why is it with retards here

next you are going to ask what's the best Java implementation to buy $GME LOL

 

[Butterfly]

JVM is the runtime. Kotlin compiles into same bytecode as Java and runs on JVM. No difference for what you are asking.

Nothing is without failure. Everyone, without exception, faces a possibility of a loss year unless they don't trade at all.

2 orders of magnitude means you are trying to optimize something that takes less than 1 of 100th of total time. Your data delay alone with IB is 250ms.

Even shitty in-memory computation will likely be <20-30 ms. So you change JMV, garbage collector, play with settings, change framework etc. To get that 20 down to what? 10? What's the point if your data alone is delayed by 10-20 times of that. The rest is networking stack, more servers, more routing, more delays by multiple parties. Not really gonna go to details there. Hope it is obvious enough now.

As a retail trader your best chance is with strategies where speed of execution is not critical enough to make anything you asked remotely important.

If I may give an advice - spend some time searching here for the best traders you can find. Then read every single post they did over last couple of months. If you still believe they are legit - go as far back as it takes, read every single thing they wrote, try to find clues and hints. Try to reach out to them directly after that. Show you've put some work in it, ask specific questions. Pick up some solid books with foundations of systematic trading like by Howard Bandy to learn about basics.

amen to that, finally someone making sense !!!

 

[trend2009]

I'm looking to implement my algorithmic trading ideas, indicator and semi-automated or fully-automated trading algorithm and strategy in Java.

I'm looking for the best of the best implementation, performance and real-time computing and decision-making algorithm implementation.

I need advice on what Java framework shall I choose and how shall I proceed as there are many Java frameworks and implementation techniques.

Considering I'm looking for the best of the best implementation, performance and real-time computing and decision making algorithm implementation, how shall I choose what Java technology shall I use and how shall I proceed, please?

I understand that you may use many other languages, but I only need technologies that I can implement in Java or I can import or bring it into the Java framework. Thus if there is no way to connect the method you mentioned to a Java application or its not possible to implement the method in Java or import or bring it to Java, then your advice doesn't work for me, unfortunately.

In case if this is not the right place to ask Java algorithmic trading questions, where is the best place on the net to ask my questions about this Java algorithmic trading, please?

Tnx and best of luck
Fallen

what do you mean framework of Java? It sounds you have different options. How many frameworks of Java you can choose from?

 

[stochastix]

Hiya @stochastix


Thanks. You are higher than the industrial standard traders as they don't make more than 3~5% monthly on average. I'm so happy for you. Do you mind if I PM you if I rarely have a question, please?
By the way, have you implemented our algorithmic trading ideas on Java purely or what, if you don't mind answering, please?

Tnx and best of luck

sure thing anytime homie
I'm happy for me too, i was nearly about to blow my head off a year ago. chronic pain is no joke