Launched High Frequency Automated Trading Blackbox

Discussion in 'Automated Trading' started by 2cents, Aug 8, 2007.

  1. It's more a simple issue.

    Most people don't need to use C++/UNIX.

    C#/Win Server is more than enough for most.

    Prolly, a good measurement would be how your internal quote server is and the ISP bandwidth you're dealing with...

    What people think / hoping about is beyond the capability of a retail trader... The broker's infrastructure that retail works under is "pretty OK", anyways...
     
    #51     Aug 16, 2007
  2. It's cheaper to develop with C#. .NET is such a good thing, everything is served half chewed to you. Development costs are so low, anyone can write software in no time. Damn what is more important - portability or trading profits?

    Of course if you already wasted several years of your life learning all the linux shell commands and C++ compiler intricacies (as I did), it's hard to switch.

    BTW, C# performance with "unsafe" and "fixed" constructs (however ugly), is close to bare C performance. And it will be even better as JIT compilers improve and learn to utilize modern processor's architecture.
     
    #52     Aug 17, 2007
  3. Anyways... trying to get back into topic:

    How's it going 2cents?

    :D :D :D
     
    #53     Aug 17, 2007
  4. fine thanks... that wasn't quite the sort of week i was expecting for the launch (...) but going thru this mayhem with ok perf should be a plus... although, forget about a pretty sharpe etc this month :))) but i'm sure i'll be in good company there...

    technology-wise, no problems, v.happy with the system
     
    #54     Aug 17, 2007
  5. inktomii

    inktomii

    You should post some of your results!! Lets see the money.
     
    #55     Aug 17, 2007
  6. how do u keep your post count at 0?
     
    #56     Aug 17, 2007
  7. Ninja

    Ninja

    Unfortunately you do not reveal how much additional development time you needed in the first place to allow for that kind of flexibility later.

    When you say that "It can mean tons of money because you get to trade first." then you have to keep in mind that this applies to the first strategy as well.

    So in most cases it is certainly better to focus on a fast implementation of your initial strategy, instead of adding functionality and flexibility to your system which are nice to have, but rarely required.
     
    #57     Aug 17, 2007
  8. joesan

    joesan

    Usually the first strategy costs the longest time to develope. Once the first one is set up, then the bot infrastructure can be used to implement additional strategies at a much faster pace.
     
    #58     Aug 17, 2007
  9. Ninja

    Ninja

    Exactly. And thats why you have to analyze carefully how long it will take you if you just concentrate on implementing that one first strategy with just the mandatory features, hardcoded rules, etc. compared to a full blown flexible framework described by Nitro.
     
    #59     Aug 17, 2007
  10. joesan

    joesan





    The framework Nitro mentioned seems to be a package for developing strategies, rather than for implementing trade automation. I agree that can take a lot of work. ( I mean,to find a reliable strategy). But so far as strategy implementation is concerned, once you have found additonal edges, the complexty of the autotrade part of the ATS remains approximately same with the first strategy.
     
    #60     Aug 17, 2007