Hi I am interested in learning how to code/write my own automated trading systems. Any recommendations on how to build a strong foundation? Any suggestions on reading material would greatly be appreciated. Also, what type of coding background does one need? Thanks.
A few recommendations ... ... 1) Have a clear idea of what your end-goal is - different markets & trading styles have different requirements re. the trading platform / infrastructure ... 2) Research existing systems similar to your end-goal. There are many systems available for lease or purchase, learn as much as you can from what's been already done . ... 3) Don't try to re-invent the wheel - especially if you lack expertise in the domain ... 4) Leverage existing products - trading platforms, historical data, 3rd-party systems, software components, etc. ... 5) Be realistic. Trading is the most competitive business endeavor, large players have "infinite" resources & domain expertise (compared to any individual).