60 minutes on HFT:
http://www.cbsnews.com/video/watch/?...1n&tag=topnews
http://www.cbsnews.com/video/watch/?...1n&tag=topnews
Trade another day through Systematic Trading 203 replies
Nonparametric Association Measures in Systematic Trading 57 replies
Anyone use Systematic from Alpari? 1 reply
A Systematic Approach to Markets 68 replies
Systematic Trading vs. Discretionary Trading 14 replies
DislikedJust an update on my HDF5 based data storage.
I am doing all this in pure C using the hdf5 C api. I read a full 8 years of 1 minute ohlcv for a stock market symbol in 100 milliseconds or 0.01 second, from disk into a c array struct on the heap. Here is the ouput, for 4 stocks.Ignored
DislikedI have been off the c for a long time and as I said, I want to try some low level tricks.. What is the current "standard" c? In the past I have used ansi c as my tool (some 10 years ago), is there some new standard c (I found iso c somewhere)? Or is it just better to use c++ (which I have to admit I seriously disliked in the past)?Ignored
DislikedUse C++, with the recent (well, past decade or so) developments in C++ and its itinerant libraries (tr1, boost), one can write high level code without having to deal with memory issues. The only area where core C++ really falls down is in GUI work, but here QT comes to the rescue. C has also evolved somewhat, but the core issues surrounding memory management and boilerplate code remain.Ignored
DislikedThat is really fast, I'm kind of jealous .
Something totally unrelated, latest active trader has a really interesting article http://www.activetradermag.com/index...tic_Strategies - I subscribe to the magazine myself so I have the full article, it's really worth reading.Ignored
DislikedTrue, I agree with the with everything you say, I was just trying to keep it simple 'C++ is C with classes' is one of my pet hates.Ignored
DislikedMost people think of C++ as C with classes. They are not aware of the 21st century C++ revolution, which gave us the so called "Modern C++".
Only after you grasp idioms like SFINAE, RAII or CRTP can you truly understand the power of contemporary C++.
http://stackoverflow.com/questions/5...more-prevalent
And now we are on the verge of C++0x, which has some really cool stuff in it. Too bad that yet again they've done the whole ++complexity thing again.
But I disagree with you that C++ is slower than...Ignored
Dislikedmikkom: That is really fast, I'm kind of jealous http://cdn.forexfactory.com/images/s...m/thumbsup.gif.
Something totally unrelated, latest active trader has a really interesting article http://www.activetradermag.com/index...tic_Strategies - I subscribe to the magazine myself so I have the full article, it's really worth reading..Ignored