Contents tagged with programming

  • How to efficiently store and read tick data

    Dealing with Tick data is a problem everyone doing strategy development has. The more professional an outlet is, the more tick data it has. This is not only about years – it is also about the number … more

  • HFT strategies and C#

    SO, you like high frequency trading and you want to write strategies in C# HFT. - the speed race. Being first. HFT - faster than the next box, and C# - most people do not think this is possible. … more

  • Advantages of Automated Trading Systems

    Day traders love to make a trash talk about automated robots. I have a feeling that they see only disadvantages of this approach. Spreading the word that automatic trading is not working. Here, at … more

  • Does your strategy know when the market closes?

    There is one very important automated trading system that is often overlooked: the management of trading hours. I get the impression quite often that possible variations in trading times get … more

  • Trading Simulator Requirements for Backtesting

    Back testing and optimization of trading strategies is a wide topic and a lot has been written about different approaches of how to successfully develop trading strategies. Very little seems to be … more