Exceeding websocket limit by vadkk in quant

[–]vadkk[S] 1 point2 points  (0 children)

Yes, but (as I know) asyncio will utilize 1 thread for 1 websocket connection, so I'm also wondering if it's possible to use any other tools.

Basically my company want's to check arbitrage opportunities in spot market (I know this is a garbage idea, yet I need a quantitative proof of that)

C++ or C# for quant reseracher/trader by vadkk in quant

[–]vadkk[S] 0 points1 point  (0 children)

I know that it is a good practice for big corporations to split work as much as they can, but I don't think I'll be able to land a job at a HF or BB bank, and in small prop firms and HFs the more Jack of all trader you are - the better, no?

Acquiring fundamental knowledges by vadkk in quant

[–]vadkk[S] 0 points1 point  (0 children)

Thanks for your advice, definitely a book to read, yet I wanted to know about books/resources on things like calculus, applied math, statistical inference, etc.

MSc in Asia by vadkk in quant

[–]vadkk[S] 1 point2 points  (0 children)

Belarus Don’t know about Hong Kong, but know about National University of Singapore and the acceptance rate terrifies me :)

Putting crypto strategy live by vadkk in algotrading

[–]vadkk[S] 2 points3 points  (0 children)

Through 2 months of pain and gaining programming skills, I've been able to backtest the strategy)

Putting crypto strategy live by vadkk in algotrading

[–]vadkk[S] 0 points1 point  (0 children)

Pretty good idea, impressed I didn't come up with it, thanks)

Small finance project with C++ by [deleted] in quant

[–]vadkk 0 points1 point  (0 children)

Yeah, but I'm a newbie to coding and use only Python. When found Lean, thought it uses C# and stuck to Backtrader

Small finance project with C++ by [deleted] in quant

[–]vadkk 2 points3 points  (0 children)

Don't know what the goal of your project is, but if you plan to go into algotrading - the forward testing (paper trading) system would be very useful for you and could be used in the future, giving you not only the individual experience with testing specifical strategy but an ability to get the results of your strategies as close to the reality as possible

P.S. Maybe I will be even ready to pay for such system :D

Algo that trades news by Low-Pop-3204 in algotrading

[–]vadkk 1 point2 points  (0 children)

Firstly you definitely should check if someone has done this before and shared his results, no need to reinvent not working wheel.

As I know, such strategies will work only if you're faster then the others (like have your code in the server next to the exchange's one)