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I worked on a framework for managing stock and options positions based on feedback methods developed by Stafford Beer. It doesn't do the algorithmic/transaction
by rbc 14y ago
I worked on a framework for managing stock and options positions based on feedback methods developed by Stafford Beer. It doesn't do the algorithmic/transaction part, but rather focuses on providing reporting and alerting for large hierarchies of institutions, accounts, stock and options positions. The proprietary algorithmic code could be added by subclassing the code that I wrote. It's called the Viable System Agent. It's written in Smalltalk, tested under both Squeak and Pharo. It's licensed under the BSD license. It can be found at:
http://home.rbcarleton.com/rbc/software/smalltalk/VSA/ http://home.rbcarleton.com/rbc/software/smalltalk/VSA/
Look at the RBC-VSA-Portfolio category. That's where all the stock/option code is.