Description
Sang Lucci – HFT ALGO TOOLS LIBRARY
sale page : automation
This product will available in 5 – 7 days later after you pay.
HFT ALGO TOOLS LIBRARY
These tools are for algorithmic and prospective algorithmic traders. The HFT Algo Tools Library provides well-honed solutions to common issues of low latency design and algorithmic execution. The Library’s components have been rigorously tested and employed in production environment; to the best of our knowledge, no collection of this nature exists for public consumption outside of high cost, third-party vendor api packages. Q4 2016 release.
Source Code
Fully functional C# class libraries code and a VS solution will be made available for download by purchasers. These are well commented and documented.
C# was chosen for this distribution because of its easy readability and because all of the code can be compiled without any third-party library dependencies. The code can be readily ported into most major languages.
Additional Component(s)
There will be executable projects in the solution showing some basic implementations of the tools and libs objects.
Principles of Automated Trading
Approaching markets from an algorithmic point of view. The role of backtesting. One-lot testing. Scientific process. Cost/benefit analysis. Risk management. Order types. Matching rules.
Systemizing a Trading Strategy
How to take a trading strategy from the screens or phones to black box. Basic algo trade statistical analysis. Optimization techniques.
Platform vs. Single-Algo Development
Selecting a paradigm for your algo development. Considerations including scaling, manageability, and variety of strategy all contribute to the form your algo will take.
Intro to Coding for Markets
A review of the elements of system critical automation. Overview of how dev for system critical automation differs from other kinds of development. Ezra will build a sample algo live and in real-time using the distributed software libraries.
CUSTOM SOLUTIONS
Our custom solutions can be tailored for broker dealers, hedge funds, proprietary trading firms, and institutions with automated order management needs.
