exsan_hft_2113
1
2 |ExSan| C++ |ExSan| MSVSC2019_V16_11.19@09.14
3 Sun Oct 23 10:21:13 2022
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft2113
8
9 Systematic Trading
10 With systematic trading, regardless of what has happened at that moment, you would do
11 the exact same thing. Systematic trading is similar to some branches of algorithmic
12 trading in that you execute according to a set of rules or principles and different
13 from others in implementation.With systematic trading, you can place the trade or have
14 the execution automated.
15
16 Algorithmic Trading
17 Algorithmic trading alternatively, includes semiand fully automated trading, quantitative
18 trading, and Figh - Frequency Trading HFT. While algorithmic trading is systematic in
19 the sense of following a set of rules, all systematic trading is not necessarily
20 algorithmic. Algorithmic trading encompasses quantitative trading. Inside of quantitative
21 trading is high - frequency trading.
22
23 Basics of Algorithmic Trading: Concepts and Examples
24
25 About + 1000 files in txt format, each containing 4K to 7K records entries containing data
26 since Jan 2000.
27
28 This simulator can handle more than + 1000 stocks / assets. It is only limited by the amou
29 of RAM installedand the addressable memory.
30 System Clock: 16665384736880882 [1/10000000]seconds since Jan 1, 1970
31
32 Clock now: 789084595659500 nanoseconds since boot
33
34 33000000 nanoseconds since process start-up
35
36 31250000 nanoseconds since process start-up
37
38 46875000 nanoseconds since process start-up
39
40 cpu_clock now: {33000000;31250000;46875000} nanoseconds since process start-up
41
42 thread clock now: 62500000 nanoseconds since thread start-up
43 GLUTo Mon May 15, 2023
44 License Grant for: 165 days more StockCounterDB Number of files: 16
45
46 Read From File myInvestment: 2141 Savings: 10
47
48 stFrom : 7 <---> 130.839 stTo = .55 * myInvestment / minDB : 1177.55 / 9 III
49 pp_lastIN 0 ppnt_time 1 ppnt_data 2 ... -> prev 1, last 0
50 ... -> prev 1, last 0
51
52 stockCounterDB: 16 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
53 ******************
54 <--------E-x-S-a-n---------->
55 Generate Exsan ( 21 , 21 )
56
57 Total Number of assets allocated: 20
58
59 |<--------E-x-S-a-n---HFT------->|
60 78125000 nanoseconds since thread start-up
61 :1429: Polulating ExSan - Uploading DB Counter: 4 pp: 9
62 WORKSHEET 9 I[11, 10] FLOAT
63 A B C D E F G H I J
64 >--------------------------------------------------<
65 2 0.00 NOVi 1:14.46 14.50 0.00 0.00 0.00 0.00 0.00 0.00 3.62 9.54
66 4 0.00 GETYi 2:26.78 26.28 23.68 24.12 0.00 0.00 0.00 0.00 6.69 17.67
67 1 0.00 Xi 3:19.94 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4.99 13.16
68 5 0.00CGEMYi 4:34.61 34.79 34.81 34.81 34.82 0.00 0.00 0.00 8.65 22.84
69 4 0.00KIGRYi 5:11.51 11.44 11.40 11.40 0.00 0.00 0.00 0.00 2.88 7.60
70 2 0.00 CLFi 6:89.14 89.28 0.00 0.00 0.00 0.00 0.00 0.00 22.28 58.83
71 2 0.00 ENVXi 7:11.39 11.39 0.00 0.00 0.00 0.00 0.00 0.00 2.85 7.52
72 2 0.00 INDIi 8: 7.00 7.03 0.00 0.00 0.00 0.00 0.00 0.00 1.75 4.62
73 1 0.00FQVLFi 9:14.79 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3.70 9.76
74 1 0.00 GFSi 10:48.42 0.00 0.00 0.00 0.00 0.00 0.00 0.00 12.10 31.96
75 1 0.00 BTCi 11:21.48 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5.37 14.18
76 <-------------------------------------------------->
77 1 2 3 4 5 6 7 8 9 10
78
79 93750000 nanoseconds since thread start-up
80 :1429: Polulating ExSan - Uploading DB Counter: 3 pp: 9
81 WORKSHEET 9 I[11, 10] FLOAT
82 A B C D E F G H I J
83 >--------------------------------------------------<
84 3 0.00 NOVi 1:14.46 14.50 14.44 0.00 0.00 0.00 0.00 0.00 3.62 9.54
85 4 0.00 GETYi 2:26.78 26.28 23.68 24.12 0.00 0.00 0.00 0.00 6.69 17.67
86 1 0.00 Xi 3:19.94 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4.99 13.16
87 5 0.00CGEMYi 4:34.61 34.79 34.81 34.81 34.82 0.00 0.00 0.00 8.65 22.84
88 5 0.00KIGRYi 5:11.51 11.44 11.40 11.40 11.50 0.00 0.00 0.00 2.88 7.60
89 4 0.00 CLFi 6:89.14 89.28 89.16 89.14 0.00 0.00 0.00 0.00 22.28 58.83
90 3 0.00 ENVXi 7:11.39 11.39 11.37 0.00 0.00 0.00 0.00 0.00 2.85 7.52
91 2 0.00 INDIi 8: 7.00 7.03 0.00 0.00 0.00 0.00 0.00 0.00 1.75 4.62
92 4 0.00FQVLFi 9:14.79 14.86 15.02 15.08 0.00 0.00 0.00 0.00 3.70 9.76
93 3 0.00 GFSi 10:48.42 48.05 48.30 0.00 0.00 0.00 0.00 0.00 12.10 31.96
94 2 0.00 BTCi 11:21.48 21.48 0.00 0.00 0.00 0.00 0.00 0.00 5.37 14.18
95 <-------------------------------------------------->
96 1 2 3 4 5 6 7 8 9 10
97
98 93750000 nanoseconds since thread start-up
99 :1429: Polulating ExSan - Uploading DB Counter: 2 pp: 9
100 WORKSHEET 9 I[11, 10] FLOAT
101 A B C D E F G H I J
102 >--------------------------------------------------<
103 5 0.00 NOVi 1:14.46 14.50 14.44 14.40 14.36 0.00 0.00 0.00 3.62 9.54
104 7 0.00 GETYi 2:26.78 26.28 23.68 24.12 23.00 23.41 22.50 0.00 6.69 17.67
105 7 0.00 Xi 3:19.94 19.90 19.98 19.95 19.92 19.85 19.90 0.00 4.99 13.16
106 10 0.00CGEMYi 4:34.61 34.79 34.81 34.81 34.82 34.78 34.85 34.83 34.84 34.86
107 8 0.00KIGRYi 5:11.51 11.44 11.40 11.40 11.50 11.49 11.39 11.26 2.88 7.60
108 7 0.00 CLFi 6:89.14 89.28 89.16 89.14 89.19 89.20 89.40 0.00 22.28 58.83
109 5 0.00 ENVXi 7:11.39 11.39 11.37 11.40 11.40 0.00 0.00 0.00 2.85 7.52
110 9 0.00 INDIi 8: 7.00 7.03 7.01 7.06 7.05 7.07 7.07 7.06 7.07 4.62
111 7 0.00FQVLFi 9:14.79 14.86 15.02 15.08 15.04 15.06 15.06 0.00 3.70 9.76
112 7 0.00 GFSi 10:48.42 48.05 48.30 48.45 48.26 48.34 48.20 0.00 12.10 31.96
113 3 0.00 BTCi 11:21.48 21.48 21.48 0.00 0.00 0.00 0.00 0.00 5.37 14.18
114 <-------------------------------------------------->
115 1 2 3 4 5 6 7 8 9 10
116
117 93750000 nanoseconds since thread start-up
118 :1429: Polulating ExSan - Uploading DB Counter: 1 pp: 9
119 WORKSHEET 9 I[11, 10] FLOAT
120 A B C D E F G H I J
121 >--------------------------------------------------<
122 7 0.00 NOVi 1:14.46 14.50 14.44 14.40 14.36 14.42 14.40 0.00 3.62 9.54
123 10 13246330.00 GETYi 2:26.78 26.28 23.68 24.12 23.00 23.41 22.50 22.06 24.49 24.80
124 10 10043280.00 Xi 3:19.94 19.90 19.98 19.95 19.92 19.85 19.90 19.89 19.95 19.93
125 16 5629580.00CGEMYi 4:34.81 34.81 34.79 34.79 34.74 34.70 34.85 34.83 34.84 34.86
126 15 7270820.00KIGRYi 5:11.47 11.45 11.45 11.46 11.42 11.49 11.39 11.26 11.45 11.46
127 12 11326530.00 CLFi 6:88.90 88.91 89.16 89.14 89.19 89.20 89.40 89.45 89.00 89.04
128 6 0.00 ENVXi 7:11.39 11.39 11.37 11.40 11.40 11.34 0.00 0.00 2.85 7.52
129 11 10690630.00 INDIi 8: 7.03 7.03 7.01 7.06 7.05 7.07 7.07 7.06 7.07 7.05
130 17 3792100.00FQVLFi 9:15.13 15.15 15.16 15.20 15.21 15.21 15.22 15.13 15.24 15.25
131 15 4569260.00 GFSi 10:48.58 48.39 48.41 48.17 48.10 48.34 48.20 48.40 48.56 48.51
132 5 0.00 BTCi 11:21.48 21.48 21.48 21.47 21.47 0.00 0.00 0.00 5.37 14.18
133 <-------------------------------------------------->
134 1 2 3 4 5 6 7 8 9 10
135
136
137 :4291: Normal exit geNSTOCKS:-> 0
138
139 :4282: Beep ExSan has been killed
140
141 ENDS hft2113 Elapsed Time: 3.47 sec
142 Boost version: 1.80.0
143
144 EXIT FROM EXSAN
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