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…
How easy is to make money as HFT startup?
Short story, is not easy at all. Recently I’ve been approached for many startups looking for setup their own HFT…
Why trading on DEMO account is SO different from REAL accounts
I have a great trading idea!! I do my research, and whoala!! It looks great!! Time to test it… I…
Unlock the secrets of High-Frequency Trading systems
Data structures that are contained within a single cache-line are more efficient. Use appropriate containers (e.g. prefer reserved std::vector than…
Options Backtest: Iron Condor – SPX – 38 DTE
Iron Condor Backtest – SPX – 38 DTE We will look at the automated backtesting results for four variations of…