zygomega

10 ms·

61.
by zygomega 14y ago
We have some plans on the drawing board for market maker simulators that could do with some fast matching so I'll keep an ear open for that ping.
62.
by zygomega 14y ago
Yes, if the only edge you have is speed. But a good algorithm may well be the next battleground as the benefits of ultra-low latency reduce.
63.
by zygomega 14y ago
No, and I am making no claims. I have a market event feed coming in, a good idea of what the event processing looks like and a rough idea of how to send an order to a broker. I think the project needs to get to production fast though.
64.
by zygomega 14y ago
By putting it on FPGAs maybe. Stage one is to get a robust process for measuring and researching latency - I'm in Australia and US data is bouncing into my mac via a lousy connection and a tcp port in 250 millsecs on average. There's a lo
65.
by zygomega 14y ago
Yes, I am aware of that trend and considering a switch. I'm personally more used to R is all, but if I found collaborators I'd jump to where the code base goes. The only other factor is I find R pretty aligned with haskell having a somewha
66.
by zygomega 14y ago
Good points. To be more precise, I think that an open source approach to system research and design can be hyper-competitive versus closed-door secret-squirrel development run by a committee looking for short-term wins. This project benef
67.
by zygomega 14y ago
Investing in company stock is much more about investing with a global pool of liquid capital seeking risky asset exposures these days. When global capital changes it's mind (in whatever direction) those watching the market closely will be
68.
by zygomega 14y ago
I intend to publish and collaborate on private algos. Even if others have the code they still don't know where I choose to operate and deploy capital. And if they get rich on the code good luck to them - maybe they'll sponsor a dedicated
69.
by zygomega 14y ago
If you need smart algorithms operating autonomously versus motivated enemies your go to must be open source. The security guys proved that a long time ago. You're right in that the HF bit doesn't really fit but 'fast trading' doesn't have
70.
by zygomega 14y ago
I thought so too for a long while, then I tried to do a touch of concurrent code in c++ and had to gouge my eyes out. I'm excited about the speed up haskell brings to development. You can plan things in haskell you can't imagine in other
71.
by zygomega 14y ago
Yeah, IBrokers is great. R is even better! Everytime I need a specialist piece of code it seems to already exist as an R package and to have been released in the last few weeks.
72.
by zygomega 14y ago
Long-term investors trade every day. You wake up and the market has gone down a few percent, you're going to rebalance at least. You decide to buy 30 year treasuries you're not going to hold them for thirty years - you're going to sell 29
73.
by zygomega 14y ago
thanks heaps for that!
74.
by zygomega 14y ago
Speed is only one issue with autonomous algorithm design. Yes, the speed thing grabs the headlines but the boiler-plate objective is to front-run the slower players. There's a wealth of opportunity in processing the event stream in a more
75.
by zygomega 14y ago
No, I'm already in the finance industry. There are two main reasons I'm doing this: - I think the finance industry is very closed when it comes to intellectual property development, and an open source approach can be seriously competitive.
76.
Show HN: I'm building an open-source, high-frequency trading system(scarcecapital.com)
301 points by zygomega 14y ago|190 comments
77.
by zygomega 14y ago
I think you undersell yourself - kudos to your success. I'd back a hacker with a plan (and a cash flow crises perhaps) over an army of PhDs any day! Maybe the course you should think about teaching is how to how to orgainse such a high-qual