標題: Algo trading.. 通常用乜嘢語言編寫程式? [打印本頁]

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作者: jajalam    時間: 2019-12-24 09:46     標題: Algo trading.. 通常用乜嘢語言編寫程式?

喺香港搞algo trading, 通常幫襯邊間經紀行?  通常用邊隻語言?

Thank you

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作者: johnyy11    時間: 2020-2-7 10:30

C++ or java are the most common laugnages used for Algo trading.

Broker selection is plenty. Even some small brokers can help you get a colo and send you market data. The cost will be around 100k HKD per month.

Unless you are not talking about colo. Then use what ever broker that have a decent API. I hear good things about interactive broker.

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作者: Marshall    時間: 2020-2-11 12:58

Interactive brokers is a good start.  However, there systems have a lot of caveats and sometimes can be quite unstable.

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作者: tyt01341    時間: 2020-2-12 01:22

will they use python as the language
it seems python is becoming more popular these days

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作者: hihihi123hk    時間: 2020-2-12 10:59

本帖最後由 hihihi123hk 於 2020-2-12 11:05 編輯

如果唔放係 Co-location 嘅 Data Center

基本上用咩主流 Language 都冇乜分別

因為 Network Latency 係最慢（收 Market feed, Make trade) 來回是以 milli-second (ms) 計

而一般 Program logic execution time 每個 function 不計 IO 都只係 micro-second(µs) 計

睇你去到咩程度，如果 Co-location 都比唔起錢，最好用已經識/易請人嘅 Language 起手先

解決到 Location 問題先考慮 Program execution time，而我知好多公司 Trading Team 都係用 C++ 做 Trading，另外條 Team 就用 Python 做 Data Modeling/Analysis

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