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On the topic of automated trading: I strongly encourage anyone interested in real-world algorithmic trading to take a look at Quantopian. https://www.quantopi
by lewisl9029 11y ago
On the topic of automated trading:
I strongly encourage anyone interested in real-world algorithmic trading to take a look at Quantopian.
https://www.quantopian.com/home https://www.quantopian.com/home
It's not HFT by any measure, but it manages to make algorithmic trading extremely accessible by providing a platform where users can develop their algorithms, backtest them against 13 years of market data, live trade them with paper money, or live trade with real money by linking a brokerage account.
They have also open-sourced the algorithmic trading engine used to run their platform:
https://github.com/quantopian/zipline https://github.com/quantopian/zipline
- tptacek 11y agoYep. There is like, zero overlap between Quantopian and what we're doing; they're both good things to play with.
- jbredeche 11y ago(I'm the CTO and cofounder of Quantopian) I am incredibly excited to try my hand at Stockfighter. Hopefully some of the things I've learned over the last few years at Quantopian will be useful, but I expect I'll learn quite a few new things as well.
- smoyer 11y agoPeople who are at the leading edge of HFT do everything they can to trim microseconds off their trading time ... it can get pretty insane. One talk on HFT performance at JavaOne [1] included the recommendation that you buy more memory - so you can turn off garbage collection completely during trading hours. [1] http://www.slideshare.net/PeterLawrey/writing-and-testing-high-frequency-trading-engines-in-java http://www.slideshare.net/PeterLawrey/writing-and-testing-hi...