Hi there
I would like to suggest you read, unless you already have, two
books. I am NOT trying to say you are wasting your time. Far from
it. It's just the "nerds" book might help you learn from history
and the "solved" book might help with seeing an approach that
seems to have merit.? You might also want to consider looking at a
language called Julia from MIT especially with the advent of cheap
supercomputing from Nvidia.
Again just some friendly observations that might make your
journey more fun.
On 11/29/20 7:07 AM, Jeff Han wrote:
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I still do not know yet, and hopefully I'm not wrong and years of
work will not down the drains. the idea is to be fast enough to
detect and follow the big fish, not compete with
my app is C++ app is fast enough, every cycle is in less 80
microseconds even with flexible and complex ta and algo
configuration, but the big delay are the data feed, and order
execution which you have to pay dearly to speed it up
