Anonymous Quant's Automated Trading Journal

Discussion in 'Journals' started by anonymousquant, Aug 20, 2010.

  1. I’m a software engineer with about 8 years experience trading equities and options. I’ve been programming since the beginning of middle school, and am proficient in Java, C, C++, Python, and Ruby. I’m learning Scala, Clojure, and Haskell right now to try and break into more of a parallel programming paradigm. I want this to stay anonymous, so any identifying information won’t be given away. I feel like this will allow me to divulge more information on my strategies and lessons learned that I otherwise would be able.

    This is going to chronicle my experience in learning how to write a fully-automated trading system, from the ground up. This will involve hooking into the brokerage, creating strategies in real-time based on tick-by-tick data, and sending messages back and forth between all the moving parts to make sure that no mistakes are made and that risk is appropriately managed. I have absolutely zero experience in doing this. The next post will be a write up on what services and technologies I’m going to use to make this all happen.

    If you're interested, you can leave me comments in either and I will try to get back to you.