419 reputation
1414
bio website filled.for.a_badge
location Istanbul, Turkey
age 32
visits member for 3 years, 11 months
seen Feb 4 at 15:53

filled for a badge. :)


Nov
7
comment How fast is QuickFix ?
Thanks, I like it. Did you make use of move semantics of C++11 ?
Apr
7
comment Trading C++ Libraries
TAlib source is written in C, C++ Cli and Java
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: I mean rather programatically, not manually.
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: I see. So spesifically for my scenario described above, what would you expect from a trading platform besides a UI to enable you to change some of a large number of orders selectively?
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: Let's say the user is executing a VWAP strategy. In the last minute of a 30 minutes period, if the strategy falls behind its target volume, the user may want to rush things and adjust some of the early partially filled orders allowing them filled at current merket price by proper writing code. Iterating over the all orders entered in that strategy is the only thing comes to my mind. How do the trading institutions handle these type of situations at runtime? Or do they provide a UI that user can play with the orders manually?
Feb
15
comment Digital Signal Processing in Trading
@stephenw: I have removed that part but have you googled "hilbert sine wave" and seen the results?