When Your Fund Outgrows its Technology
Small funds don't need big-fund technology. They need big-fund thinking applied at the appropriate scale.
jmjatlanta
Are spreadsheets holding you back?
Spreadsheets are great tools for many tasks related to trading. Organizing data, visualizing results, even calculating complex formulas are strong reasons for their ubiquitous use in the industry. As your needs grow however, certain aspects of spreadsheets can become problematic.…
Discretionary trading – Can you compete?
When considering trading for a living, you must consider where your paycheck comes from. You are not paid to sit in your seat while buying and selling contracts. You are paid to buy and sell at the right time. Many…
Is distance affecting your trading?
In the high frequency trading world, distance is everything. But for those outside the HFT arena, what role does distance play? Let’s start with some hard numbers. Network Latency I have a virtual private server (VPS) in New York, New…
Optimizing the Order Book
TLDR – The devil is in the details when optimizing critical components. Can you write an order book algorithm that is optimized? First let’s tear apart the question: An order book algorithm The algorithm is certainly an important piece. A…
Testing the Order Book Phase 1
Let’s build some tests to exercise our order book. Test will not only include the basics, but we’ll throw in some tests to help get some performance numbers as well. Here is the idea: The Basics There will need to…
Order Book Phase 1
As our order book is a collection of bids and asks, let’s create a naive implementation: Ok, so there is the basics. But with plenty of issues. Firstly, we will almost always be expecting those collections to be sorted. So…
The Order Book Revisited
I have been thinking more about a market order book. It is an interesting challenge for a number of reasons: Using an iterative and incremental approach, let’s build an order book. I’m not going to talk about what a market…
Compiling MySQL on Amazon EC2
I have an application that needs the MySQL C++ Connector. Unfortunately, I have been unable to find a binary version of MySQL or MySQL Connector that works on an Amazon EC2 instance. Here are my notes about how I am…
Software Layering – A Hardware Perspective
Even the monolithic “Thick Client” software applications have layers. You may need to look for them, but they are there. How well these layers are separated impacts the performance, maintainability, portability flexibility, and security of the end product. Let’s explore…