Showing posts from September, 2013

Interning in High Frequency Trading systems

I am interested in providing intern-ships developing open source code which can be using in high frequency trading systems as well as systems which need near real time processing.  These libraries should also be useful for applications without strict latency requirements. What I would like to know is how to go about doing this.  I don't have the answer, but if you can provide feed back please let me know. I have created a forum for the OpenHFT project in general.   OpenHFT forum  with a topic for Advice on conducting Intern-ships  , Advice on conducting grants and another for Interest in Joining . If you are interested in seeing what has been done already OpenHFT on GitHub The project includes already Direct access to large (>> 2 GB) off heap memory with thread safe constructs. Low latency (sub micro-second) serialization, persistence and IPC. Thread affinity to minimise jitter. Simple library for compiling and loading generated Java code at runtime. The cur

Writing and Testing High Frequency Trading Engines talk at JavaOne

My first talk at JavaOne went as well as I could hope.  We started 5 minute early as the room was full. My apologies to those turned away, I wouldn't have minded a larger room.  There were still many questions after we were moved out of the room. The slides for the presentation is here. Writing and Testing High Frequency Trading Engines in Java The code for the libraries mentioned is here and in particular the demo source is available here To run the demo I started java -Xmx32m -verbose:gc  and then java -Xmx32m -verbose:gc 1 false The presentation was recorded an I will let you know the link to it as soon as I do.