With r/python out for the next 48 hours, here’s a post to promote continuing discussion a language we all love. Python.

    • SleepyHarry@sh.itjust.works
      link
      fedilink
      English
      arrow-up
      2
      arrow-down
      1
      ·
      1 year ago

      While I love Python, it’s not the easiest language to do high freq low latency work on as I imagine algotrading would demand.

      How have you worked around this, if at all?

      I can’t find a way to word this that doesn’t sound really aggressive, the question is in good faith!

      • Bluetreefrog@lemmy.world
        link
        fedilink
        English
        arrow-up
        4
        ·
        1 year ago

        Liberal use of libraries written in c (e.g. pandas, pytorch, numpy), some use of cython (not in the current version, but I have done so), and relying on time frames and strategies which have some tolerance for latency. If you trade five minutes after the start of a 1 day candle on the basis of where you expect it to be at close, it’s not such a big problem.

        It’s a losing game to try and out-pace the big end of town.

    • imperator@sh.itjust.works
      link
      fedilink
      English
      arrow-up
      1
      ·
      1 year ago

      I’d be interested in the github repo. I don’t even know where to start with algo trading. I know there were some specific subreddits dedicated to it, but understanding the best strategy would be cool. Would be interesting to dissect what you’re doing.

      Have you used it in a live environment?