Robot

A python trading robot from scratch. Algotrading

A python trading robot from scratch. Algotrading

How to start algorithmic trading. Writing robots from scratch for trading. Training Python Trading Robot from Scratch. Algotrading : My first thought about trading came from 4 Faculty of Economics course, when I realized, what you need to have passive income. Started with bank deposits and mutual funds (mutual funds), then fate threw me into IT. I am very addicted to this, entered a technical university and set a goal to combine information technology and exchange trading, because it's interesting, promising and highly paid. I will talk about, where to start mastering algorithmic trading without experience in trading and programming. More precisely, it will be a series of articles broken down into stages with a detailed description of the learning process and recommendations.. The training program is suitable not only for beginners, but also for experienced programmers, because. it also involves the development of exchange trading. Also, it may be of interest to traders, who will acquire the necessary knowledge in programming. Each stage is structured like this, that it won't take a lot of time, possible combination with work or study.

Layering ( layering )- strategy, which came under the ban of American regulators

Layering High Frequency Trading, depending on the strategies used, has a different effect on the market condition. Some of them are draining liquidity from the market, other – add liquidity to the market. Many of them are the cause of sudden unexpected movements in market quotations., and also generate new borderline methods of unethical, and sometimes illegal income generation on stock exchanges. Such a controversial practice is the layering method. ( layering), the essence of which is to create the possibility of artificially shifting the quotations of purchases and sales of securities in order to force the rest of the exchange market participants to make a profitable deal for the manipulator.

Who will win the stock market robot war??

Most of the decisions in the stock market today are not made by humans., but a computer. Will there be a place for us in the investment market?? Robots brought unprecedented speed to the stock market. They buy and sell stocks several thousand times in one second.. As a result, if in 1975 year, the average holding period of one share in the United States was about 18 days, then in 2014 year it shrank to 2 days. Considering unofficial exchanges (so called dark pools), which account for most of the turnover of high-speed robots and at the same time whose data are not disclosed, the actual average holding time today is almost certainly already measured in hours.

Robot on the day of the blockage

Lucky robot today, I will not write anything about him in detail yet. Trades on a real account, via Sterling in the US stock market (NYSE, NASDAQ, AMEX). So far, only test tests for 100 Shares. Closed on the first move of the market fall. 3400 shares traded + 500Gross SPY for today:

Cloud hosting on windows for backtesting and launching robots

While a super robot is being created, which by the way shows not bad results on the US stock exchange(NYSE,NASDAQ,AMEX) which I will not tell anything about, there was one big problem – backtesting and processing power. I want to share so far the best service that I have found replacing Amazon servers - ActiveCloud I have been looking for a normal VPS or a cloud on Windows for a very long time, with good processing power, but almost everywhere they give 4 kernels. I needed a lot more and for a reasonable price. Before that, there was amazon option to use, but there it goes into 2 times more expensive. Here's a PC with 16 CPU и 20 RAM will only cost about 30 rubles per hour(You can turn off the machine, when not needed). While everything is fine, the manager called me on the phone once in a month 3 and technical support is operational. Plus give a test period. Installing Windows after registration takes 5-10 minutes and you can start.

The robot anneals

Today there were tests of the robot on the demo in various combinations of settings. The results are impressive. It will be better further. This is only for 100 began )))

Robots are coming

Representatives of the stock exchange in New York want to submit a draft for discussion by the Federal Securities Commission, according to which the first time in 221 year of functioning of the organized securities market, he will have the opportunity to act at all in the absence of human participation. In the meantime, we are talking only about situations, similar to "Superstorm Sandy", but this system of work can, undoubtedly, operated on simple days. It's not just about, that the electronic trading system of the New York Stock Exchange with the name Arca will be fully applied in this case, not partly, and classic traders on the site will be absent. In a situation, when 80% all major securities transactions take place in the absence of human participation, and decisions are made and implemented on the basis of software-integrated economic models, switching to fully mechanized trade is only a matter of time.

5 years in the us stock market (NYSE). Part 1

Today exactly 5 years since I made my first trade in the US Stock Market (NYSE) . It was in 2008 year 8th January. Traded on the first day 600 shares and -20 bucks. Unfortunately, all transactions with 11 January and what then traded is not known, but it doesn't matter anymore :) A little bit about yourself : Now I am almost 25 years. Studied as a programmer in college, left the last year of Economics. I am a managing partner of GT Capital Group. More 7 I have been trading for years. Nick: Good_trade I blog Day Trading on NYSE Plans for 2013 year: Invest in Education Invest in a trading robot in Russia Create a robot in the USA Establish a hedge fund at the end of the year Reach a new level in trading How it all began :

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