5 Replies - 666 Views - Last Post: 22 November 2009 - 08:49 PM

#1 R185  Icon User is offline

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Help with HF trading model... (a personal hobby)

Posted 18 November 2009 - 07:55 PM

Hi Guys

I have no programming experience at all. But I am working as a trader for a wagering company.

As a personal hobby, I would very much like to create a high frequency exotic wagering model and having it programed, to trade, back test, fine tune (run simulations) and ultimately automate.

The program will eventually, get data off the internet, and execute up to 200 trades within 1sec and chose the correct strategy within that 1sec.

It also tracks records and allows the user to check results over a period of time and use those results to run back-test simulations.

However, as I am not a programmer, thus, I need help on pretty much everything. WHERE SHOULD I START?????????????????

Any suggestions are welcomed.

R

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Replies To: Help with HF trading model... (a personal hobby)

#2 Aurel300  Icon User is offline

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Re: Help with HF trading model... (a personal hobby)

Posted 19 November 2009 - 12:38 PM

What about learning a language?
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#3 R185  Icon User is offline

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Re: Help with HF trading model... (a personal hobby)

Posted 19 November 2009 - 06:54 PM

View PostAurel300, on 19 Nov, 2009 - 11:38 AM, said:

What about learning a language?


What would be the best language? I've heard of alot of great things said about c++, is that what I should be looking into? and are your familiar with MatLab?

Thanks again
R
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#4 paperclipmuffin  Icon User is offline

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Re: Help with HF trading model... (a personal hobby)

Posted 20 November 2009 - 01:01 AM

You might want to start with Java, C++, C# or even BASIC.

But remember, a complex program like this is going to take a LOT of learning; I mean at least 3 months.

Hope you find programming fun! :)
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#5 Aurel300  Icon User is offline

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Re: Help with HF trading model... (a personal hobby)

Posted 20 November 2009 - 06:54 AM

3 months for the uber-basics. Then basics. Then learning the uber-basics are bad and you need to learn normal basics first .D - it takes much longer if you want to be familiar with A programming language. Next languages take less time, but it also depends on the similarity.

And no, I never wrote MatLab, but I feel it is very similar to the languages I know (at leas one of them .}).

I think C++ is the language you want to learn first. Or at least that will be your goal - you can learn for example Python first.
The reason is that C++ is a very robust and very fast language, universal one too.

This post has been edited by Aurel300: 20 November 2009 - 06:56 AM

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#6 R185  Icon User is offline

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Re: Help with HF trading model... (a personal hobby)

Posted 22 November 2009 - 08:49 PM

Thanks guys! Appreciate the advice!
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