Top 10 reasons why we see HFT firms fail
This top 10 reasons list is by no means "the fact", but is based on our own experience serving such…
High Frequency Trading | Low Latency systems | Market Making Models | C/C++
This top 10 reasons list is by no means "the fact", but is based on our own experience serving such…
Of 104 hedge funds surveyed, these are the actions and best practices they took to increase their profitability
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
In this article, I would like to talk about how to implement a low latency system, modules needed and its…
It’s a very lucrative business but is hard to get started. Usually, startups try to start small and grow as…
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
In the first part, I explained basic concepts of architecting a low latency trading system and some examples on how…
In this article, I would like to talk about how to implement a low latency system, modules needed and its…
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…
What factors affect the profitability of an automated trading system? Here is a list of the 10 things in no…
What factors affect the speed of a trading system? Here is a list of the 10 things that affect the…
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
To build a solid FX high-frequency trading environment is an extremely challenging exercise. A HFT engine usually contains the following…
This story is about how we, as software consultants/architect and developers, must have a huge amount of creativity, besides hard…
Believe it or not, there are many banks and ECNs that haven’t catch up with the latest technology with trading…
A discretionary trader will still have rules, i.e. a system, for deciding when to enter and exit positions. Most successful…
Why would you need to move into a HFT environment if you don’t do HFT? There are a few key…
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…
Short story, is not easy at all. Recently I’ve been approached for many startups looking for setup their own HFT…
After several years developing high-performance trading systems I come up with some rules of thumb. When talking about low latency/high…
I have a great trading idea!! I do my research, and whoala!! It looks great!! Time to test it… I…
Data structures that are contained within a single cache-line are more efficient. Use appropriate containers (e.g. prefer reserved std::vector than…
Choose the right language: FORGET about scripting languages, they won’t work. When you are looking to shave those last few…
The simplest ideas are often some of the best. This is a mantra that should often be repeated by traders…
Often, trading model developers “spoil” the eventual results of their model by making errors early in the process. These errors…
One of the biggest lessons I’ve learned is the important of separating the trading models–the mathematical or algorithmic logic that…