SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Sun Jul 22, 2018 7:07 pm

All times are UTC + 3 hours




Post new topic Reply to topic  [ 11 posts ] 
Author Message
 Post subject: VisualQuant CLUB Server
PostPosted: Fri Apr 22, 2011 8:22 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
We've been pretty quiet for a couple of months. Actually we've been working on the CLUB Server for VisualQuant. CLUB is CLoUd of Blocks. With the CLUB Server you can run a diagram locally in VisualQuant and send any block to a remote server with one mouse click.

What can we do with this?

- co-locate your strategy or application
- distribute your strategy or application globally to achieve the lowest latency. Fo example you can trade a cross exchange arbitrage strategy so that your startegy decision logic is running on a server in Moscow, one leg of your execution is co-located in Frankfurt and another leg is in Chicago. Why Moscow? Bacause it's in the middle on the map and you have about the same latency for both legs. This way you can be the first to build arbitrage spread and execute your orders. And after all you can control all this from any place on the globe.
- backtest your startegy on a powerful remote server
- distribute your strategy logic among several servers to improve backtesting speed
- optimize your strategy on a cluster of servers
- etc. etc.

Here is a simple demo video

http://www.smartquant.com/visualquant/v ... Server.wmv

and about the same but with two servers

http://www.smartquant.com/visualquant/v ... erver2.wmv

Cheers,
Anton


Top
 Profile  
 
PostPosted: Wed Apr 27, 2011 2:24 am 
Offline

Joined: Thu Apr 14, 2011 6:02 am
Posts: 17
Nice Idea. :wink:


Top
 Profile  
 
PostPosted: Wed Apr 27, 2011 10:46 am 
Offline

Joined: Wed Jul 18, 2007 3:39 pm
Posts: 36
Interesting. Do you plan on offering some sort of colo-service along with this, or is that something every user will have to do by himself?


Top
 Profile  
 
PostPosted: Wed Apr 27, 2011 10:58 am 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
I think this is a question for QuantHouse :wink:


Top
 Profile  
 
PostPosted: Fri May 13, 2011 4:15 pm 
Offline

Joined: Fri Mar 28, 2008 6:28 pm
Posts: 36
what protocol do you guys use for inter server communication?


Top
 Profile  
 
PostPosted: Fri May 13, 2011 4:54 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
Currently it's .NET remoting but it can be any transport. For example QuantHouse has a superfast event bus with their FeedOS...


Top
 Profile  
 
PostPosted: Sun May 15, 2011 8:00 am 
Offline

Joined: Fri Apr 22, 2011 8:17 am
Posts: 13
Dr. Anton,

Do you have any documentation for CLUB Server other than the two videos available? I downloaded the beta and entered in a server, wasn't sure what the format for the connection string (i tried it by IP) and as soon as I clicked ok after adding a server the application immedietely crashed. Excited about this product, it is designed to handle farm level tasks like redundancy, optimization in addition to distributed management of code correct?


Top
 Profile  
 
PostPosted: Sun May 15, 2011 6:17 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
Hi,

we will add some docs next week. Yes, I also see that the software carshes if you enter wrong connectiong string. This is not very nice indeed. We'll fix this.

Meanwhile I think VQ should work with the CLUB out of the box if you install both on the same computer. No need to change connecttion string in this case.

PS. Currently there is one limitation. Blocks with property inputs can not be sent to the CLUB. This will be improved.

We are also working on a programming model where you can use blocks as normal classes and yet be able to build a globally distributed application by simply telling a block that it should be run on a server. Something like

Code:
DataProvider provider = new IB();
Strategy strategy = new MyStrategy();

strategy.Server = server1;

Connect(provider.NewBar, strategy.OnBar);

Diagram.Run();

I think this should be really cool :D

Regards,
Anton


Top
 Profile  
 
PostPosted: Tue Aug 09, 2011 9:06 pm 
Offline

Joined: Mon Jul 27, 2009 3:28 pm
Posts: 24
Location: Ukraine
Hi Anton!
Great features you are working on, really great job.
Does your team plan to create a server application for CLUB technology. What I meant by server application? Just imagine me having my personal servers, lets imagine I have 4 of them, connected to the local network. I want to run CLUB technology locally, without any information sent to the Internet servers, or more complicated I want more distributed app I would like to have my servers and Internet servers work at the same time solving the same problem engaged in backtesting/optimizing my solution. So have you already included these feature, if not are you planning to make this one possible? thx.


Top
 Profile  
 
PostPosted: Wed Aug 10, 2011 10:10 am 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
Hi,

I am not sure I understand your question correctly, but CLUB server is a server application. You can deploy several CLUB servers locally, on your LAN or internet and submit blocks from different VisualQuant applications to be executed on these servers.

Though perhaps you are asking something else?

Cheers,
Anton


Top
 Profile  
 
PostPosted: Sun Aug 14, 2011 10:34 pm 
Offline

Joined: Mon Jul 27, 2009 3:28 pm
Posts: 24
Location: Ukraine
Anton, yes you have shed light on these for me (Actually it wasnt the answer I wanted to hear, it made me feel puzzled and I rewathched the video again and I found the answer by myself, so basically speaking it have helped me) however I have another questions :)
Imagine yourself having three different computers, connected into one network - they are having different computation resources. Your aim is to run strategy optimization/backtesting using all your computation resources of these three computers with a maximum outcome. Is it possible for you technology? Do you have a special computation resources manager who will sending tasks to three computers with maximum computation efficiency?

If yes to make matters worse all your computers is connected not via local network, but via Internet, so all computers are distributed throughout the net. Will the delay between packets sending/receiving influence overall computation capacity? Do you have special manager for solving computation/execution problems that will choose among computation resources which combination of resources will be the most efficient for the given optimization/backtesting task?


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 11 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group