zhanwenchen

Updated 4/11/2018

Here's my experience of installing the NVIDIA CUDA kit 9.0 on a fresh install of Ubuntu Desktop 16.04.4 LTS.

Table of Contents

• Install NVIDIA Graphics Driver via apt-get
• Install CUDA
• Install cuDNN

Table of contents generated with markdown-toc

EliasHasle

#Inspired by 
#https://github.com/Kautenja/nes-py/blob/master/nes_py/wrappers/binary_to_discrete_space_env.py
#and
#https://github.com/openai/retro-baselines/blob/master/agents/sonic_util.py
#but copying directly from neither.

#Requires retro.
#Requires SuperMarioBros NES rom (USA/Japan). Once you have it, can be imported to retro:
#> python -m retro.import directory_name
#(identifies the ROM if it is there and has the .nes extension.)

halfelf

https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/

The response to my first few posts has been much larger than I’d imagined and I’d like to thank everyone for the encouragement.

If you’re interested in building a trading system I recommend first reading my previous post on general ideas to keep in mind.

My first really technical post will be on how to build a limit order book, probably the single most important component of a trading system. Because the data structure chosen to represent the limit order book will be the primary source of market information for trading models, it is important to make it both absolutely correct and extremely fast.

To give some idea of the data volumes, the Nasdaq TotalView ITCH feed, which is every event in every instrument traded on the Nasdaq, can have data rates of 20+ gigabytes/day with spikes of 3 megabytes/second or more. The individual messages average about 20 bytes each so this means handling