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We use Node for reporting but not as part of our main signal generating trading system. To be honest the answer will almost certainly be yes for every common programming technology as it just takes one person to use it somewhere to make the answer yes. Just look at OCaml, before Jane street, most techno logiest on the street had never heard of it and now ...


4

Go with the multiple arrays. This would give you a column-oriented store, which is far more cache-efficient when handling time-series data. Specifically, you are describing an "in-memory" database table that can be queried. You'll also want to think about how to do your look-ups. Will you have a hash table that maps symbols to OHLC tables? Will you ...


2

Your question is generic about matching engines, you should googlize about it or/and read a good book on market microstructure like Market Microstructure in Practice. In short to answer to your question: the seller or the buyer came first in the market inserting a limit order, providing liquidity to other participants. Then came the other side with a ...


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Your problem going into maximize trading capital using 3 strategies. Optimal scenario should use all available capital for 3 strategies, in way that when only 1 strategy trading then using all available capital, when second trying to create trade while first taken all capital, then half of capital can be moved from 1 strategy to cover 2 strategy trades or ...


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Speaking from personal experience, you definitely do not need anything like the first response alluded to. I'm running a pretty sophisticated outfit without the need for any monthly fees for data, you can find everything online these days. Monthly fees for trades of course can run into a few hundred bucks a month. If you work on your programing skillz and ...


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Check out the following link with videos: I believe Richard Olsen organised the first high-frequency trading conference: http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos



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