jmjatlanta

jmjatlanta

Languages and Trading Strategies

When building trading systems, naturally you want to make the program as fast and as efficient as possible. That is why I love C++. It removes many of the limitations that some programming languages have regarding performance. But that performance…

Risk Management in trading systems

One of my first memories of learning market mechanics was a cover article of an issue of “Technical Analysis of Stocks and Commodities” that detailed some aspects of risk. I had never explored the subject, and was surprised by what…

The CQG API and cqg_helper

Just as I have done for Interactive Brokers, I am also sometimes asked to build interfaces to CQG. While it is not as developed as Interactive Brokers, I have decided to offer what I have to the open source community.…

Almost bare metal Part II

In my previous post I mentioned I have been working on moving a routine that handles many hashing tasks at once to the GPU. The preliminary results are encouraging, although I cannot say they are apples-to-apples to the actual task…

(Almost) bare metal

I love writing in C++. The reasons are performance (I am a speed junkie) and learning opportunities. If necessary, I can tune a routine to seek out the fastest way to achieve the result. Each time I do, I learn…

Debugging in VI

I switched back from Visual Studio Code to vi (I tire of switching from keyboard to mouse). As my memory is not very good, here is my cheat-sheet for using :Termdebug Starting a debug session: Termdebug [executable_name] Navigating the 3…

Pros and Cons of Centralization

One of the subjects that many in the crypto universe speak of is centralization. Most speak of it as something that must be destroyed. But it does provide services. Here are my thoughts: Pros of Centralization I have several bank…