Delayed Robot Signals for Today

[adam ali]

Thanassis,

To you and everyone responsible for developing, maintaining and enhancing the architecture of the site, a big shout out. Thanks.

[TraderD]

TraderD,

We have looked into CUDA early on, but it is comparatively difficult to develop for, just C++ is production-grade. For real-time options trading, it's probably a must. For our case, we are good enough with a Java distributed cache-based solution.

Actually the heaviest parts of the algorithms, when tuned, have shown orders of magnitude enhancement and have been used by Pascal for "peeking" into the likely trend of the day towards the close. But the aim is to get to an end-to-end integrated system that can boot, set itself up, follow the data feeds incrementally, and be able to recover from failures in a reliable pattern. This is a lot of infrastructure, and one of the reasons the system is not here yet. Thankfully modern trends are closing the gap quickly - and making things more manageable for us.

Thanassis

I can appreciate the infrastructure challenges, in particular robust recovery mid-way through an incremental calculation that has to be repeated every X minutes during the intraday session. Java development is of course quite more enjoyable than C++...

[Pascal]

However nice it will be to have near real-time signals, I would like to remind everyone that the whole EV web site and the Robots are today based on old 2001 Excel processing.

To me, this means that "thinking straight" is still more important than "running fast".
Having both would not hurt though.



Pascal

[admin]

>To me, this means that "thinking straight" is still more important than "running fast".

Absolutely, and this aspect makes all the difference in the world.