All things, technical and business. We make software an we do trading. This blog is about our software, our trading systems and general advice for anyone involved in automated trading.

High Speed C# Trading - Classes and the Garbage Collector

Automated trading, even if not doing high frequency trading, can always take advantage of fast program execution. In C# - and any other high level language that has garbage collection – the garbage … more

Updating our latency optimized trading servers

Automated trading. Money without a human. But it requires a server – or more than one server. does automated trading and our infrastructure is starting to age – time to plan an … more

Amazing week - more than 100 ready to trade setups

That was an amazing last week. Ever since we did fix our data issue - some ticks being replayed with 10 times the value they should have - we have focused on re-validating that the setups we did have … more

The GPU in Risk Management - Monte Carlo on Steroids

A Graphical Processing Unit – in short GPU – has a lot of processor cores and a lot more processing power than a typical CPU. Using it in risk management can bring great rewards – but is it feasible? … more

Finally: Working on our new trading agent. is using our own developed trading infrastructure. This is one of our core advantages – together with our string background in software development and a very professional approach … more

Analysing a backtest - 6 critical things to look for

A backtest is only the beginning of strategy development. Backtest results must be carefully validated to make sure they are realistic. Not every big profit shown in a backtest is realistic. There … more

Investing into a trading program - things to consider

Investing into a trading strategy is not always easy. An investor must judge the trading strategy against his own mental profile, and he must be able to come up with a realistic expectations. The … more

From backtest result to statistically expectable PNL

Interpreting the result of a backtest correctly is complicated. Most strategy developers never master the simple basic rules of statistics, simply interpreting numbers they do not understand. They … more

Volatility and high volume - is your trading framework prepared?

Strategies that work fine during more quiet market times may fail during high volatility. Not because they fail as strategies – but because their underlying infrastructure cannot handle the load of … more

Futures vs Forex - what is better to trade?

Most people that start trading today do so trading Forex. Forex is dominant in marketing, especially outside the USA. When one is running a trading floor, most applicants will have done some forex … more