Welcome to the blog

Posts

My thoughts and ideas

  • Parallel Bucket Sort in C#

    Development  ·  

    Recently I had the problem that sorting data based on a floating-point key was the bottleneck. I was able to speed things up using Bucketsort in C#.

  • Trading on Raspberry Pi with Ubuntu 18.04

    Trading  ·  

    I wrote my own backtesting and live trading software called ArgonTrader in C# and use it to trade with Interactive Brokers. I run it on my Raspberry Pi 3 B. In this post I describe how to set things up using Ubuntu MATE 18.04.

  • Simple Coroutines in C++

    Development  ·  

    Recently i was interested in how I could implement a simple coroutine solution in C++. I wanted to use it for StarCraft AI Development.

  • Background Worker Queue in C#

    Development  ·  

    Sometimes it is required to run multimple tasks in the background, while one task can only start after another has finished. In this case a simple background queue based on the C# TPL can be used.

  • Memoization in C#

    Development  ·  

    Memoization is a technique for improving performance by caching the return values of expensive function calls. In this post I show how you can use this technique in C#.

  • Activator.CreateInstance Alternative

    Development  ·  

    I noticed that the performance of the C# Activator.CreateInstance method can be a bit slow. Using Compiled Expression Trees it is possible to speed things up a lot.

  • Trading Bitcoin

    Trading  ·  

    I got interested in trading Bitcoins and after reading a paper about market making I implemented a Maket-Making-Bot on the BitMEX exchange.

  • Controlling Drawdown

    Trading  ·  

    I read the paper “Optimal Portfolio Strategy to Control Maximum Drawdown” and implemented the ideas presented in it in my trading strategy to controll the maximum drawdown.

  • Trading on Raspberry Pi with Ubuntu 16.04

    Trading  ·  

    I wrote my own backtesting and live trading software called ArgonTrader in C# and use it to trade with Interactive Brokers. I run it on my Raspberry Pi. In this post I describe my setup.