oddballstocks Posted June 10, 2015 Share Posted June 10, 2015 This isn't for 99% of this board, but for the 1%... I saw a post on Hacker News where a guy linked to his GitHub page with an OS HFT model in Python. The project looks like it's full cycle and uses Interactive Brokers to execute the trades. The project is missing a lot of pieces (risk management). But it's a good start. If anyone is looking to get a start in automated trading or automated investing I think this is a good start. I'm sure it could be modified to do magic formula or something value-y. Here is the GitHub page: https://github.com/jamesmawm/High-Frequency-Trading-Model-with-IB HN comments are insightful: https://news.ycombinator.com/item?id=9686841 I've always been fascinated by automated or programmatic trading, and it's cool to see the guys here. I know a few board members have worked in this area as well, would be cool to hear some thoughts. Link to comment Share on other sites More sharing options...
Create an account or sign in to comment
You need to be a member in order to leave a comment
Create an account
Sign up for a new account in our community. It's easy!Register a new account
Already have an account? Sign in here.Sign In Now