Open Source Algorithmic Trading System based on Esper, Spring and InteractiveBrokers

Discussion in 'Trading Software' started by andyflury, Aug 18, 2011.

  1. andyflury

    andyflury

    AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. The system is based on Java SE 6.0, Spring, Esper and a Model Driven Architecture.

    AlgoTrader is available Open Source through http://code.google.com/p/algo-trader/

    Features of the system
    • Automate Trading Strategies based on Trading Rules (using Esper EQL)
    • Automated Execution via different Broker Interfaces
    • Backtest und simulate strategies based on Historical Data
    • Portfolio Tracking & Performance Measurement
      [/list=A]
      And initial version of the system is available through http://code.google.com/p/algo-trader/. However, there are still a lot of things on our feature wish list. For this, we are looking for people to participate. Please let us know, if you are willing to volunteer in helping with the overall architecture and development of the system.

      Please contact us at: http://groups.google.com/group/algo-trader
     
  2. has anybody tried this one?

    how does it compare with TradeLink, OpenQuant, etc.?