Showing posts with label algorithmic trading. Show all posts
Showing posts with label algorithmic trading. Show all posts

Wednesday, January 11, 2012

[Forex] Search for brokers with FIX Protocol enabled accounts

First I spotted this website: http://www.100forexbrokers.com/. They do have brokers grouped according to ECN, STP, and DMA support. I tried to evaluate broker by broker, but this is tedious - maybe I'll get back to this later.


But then I googled and found this:
http://www.forexfactory.com/showthread.php?p=1970525#post1970525

a bit dated (April 2008) list, but has explicit annotations on offered APIs, including FIX.
HotSpotFX link is broken but their website still works and proved to be an extremely valuable source of practical manuals on FIX trading.

Saturday, December 31, 2011

Building code using QuantLib with CMake

Having just installed QuantLib I followed to build and run one of the examples published on the QuantLib site: DiscreteHedging.cpp

I didn't quite knew how much is needed to do that, but I began with the simplest possible CMakeLists.txt:

ADD_EXECUTABLE( DiscreteHedging DiscreteHedging.cpp )
TARGET_LINK_LIBRARIES( DiscreteHedging QuantLib )

after executing 'cmake .' it worked straight away. Amazing.