What I’ve learned after coding for HFT and Low Latency Systems

Choose the right language: FORGET about scripting languages, they won’t work. When you are looking to shave those last few microseconds off your processing time you cannot have the overhead of an interpreted language. Additionally, you will want a strong memory model to enable lock free programming so you should be looking at Java, Scala …

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Backtesting the $SPY (S&P 500): SMA 10/100 System

The simplest ideas are often some of the best. This is a mantra that should often be repeated by traders and investors. The simplest ideas persistently produce profits for long periods of time. I don’t know if this is because they are so simple that they are ignored or because they identify and exploit the …

Continue reading Backtesting the $SPY (S&P 500): SMA 10/100 System