Want to become Algo Programmer

Discussion in 'Automated Trading' started by imthiyaz, Jul 22, 2009.

  1. imthiyaz


    Hi - I'm new to the group and I'm a good Java programmer and wants to become a algo programmer. Can someone advice where to start from?
  2. Forget Java.

    Well, no.

    Learn trading, read books. You cant program alogs if you dont know how they are supposed to work.

    Get a framework / tool. I personally currently use Ninja Trader (C#).

    Get programming ;)

  3. Do you mean retail or professional cuz you saw that they can earn 800k on the street? It's really different.
  4. Given that I have no intention getting hired again ;) No clue.


    Get programming, get good, why getting hired?

    Trade what you program ;)
  5. Start by defining your needs and ressources. Then people will be able to help you. What do you mean by algo trading. A daily MA crossover or some tick by tick shit? You can't know where to start if you dont know where you'r going.
  6. Alright, familiarze yourself with quickFIX (http://www.quickfixengine.org/) and pick up a few books on quantitative finance and computational finance. Paul Wilmott, Daniel Duffy, and Nassim Taleb have some books on Amazon.com that would be a good start for you.

    You should pick a niche inside the market that would fit for you.

    1. Gateways/order routing, see quickfix.
    2. Algorithms/Event Processing, check out (http://esper.codehaus.org/about/nesper/nesper.html)
    3. Pricing (See the books by the above authors).
    4. Risk (check out some books by Carol Alexander).

    PS: Ninja sucks in my opinion. Trading Technologies is much more friendly to our developers.
  7. imthiyaz


    Thank you very much for all the inputs. After I get my hands will ask more questions. Thanks
  8. imthiyaz


    Does anyone have sample requirement document to build a automated trading system.