10 Things That Affect the Profitability of a Trading System
What factors affect the profitability of an automated trading system? Here is a list of the 10 things in no…
Category: general
10 Things that Affect the Speed of a Trading System
What factors affect the speed of a trading system? Here is a list of the 10 things that affect the…
HFT’s trading returns revealed
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
An inside view on HFT’s trading returns
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
How to build an HFT for forex market FX ($EURUSD $EUR $USD)
To build a solid FX high-frequency trading environment is an extremely challenging exercise. A HFT engine usually contains the following…
How to protect trading intellectual property from software developers?
This story is about how we, as software consultants/architect and developers, must have a huge amount of creativity, besides hard…
Toxic flow in forex market
Believe it or not, there are many banks and ECNs that haven’t catch up with the latest technology with trading…
Which is better: Discretionary or Systematic Trading?
A discretionary trader will still have rules, i.e. a system, for deciding when to enter and exit positions. Most successful…
Why move your strategies to HFT?
Why would you need to move into a HFT environment if you don’t do HFT? There are a few key…
Latency Comparison Numbers
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…