Algorithmic Trading

Algotrading, combines my two passions together, software and trading.

• Realtime and Batch Backtesting fundamental/technical strategies that the organization would like to see implemented, with professional feedback
• Algorithms that work with APIs (TradeStation, TDAmeritrade, etc.) to trade realtime with strategies that were previously tested by backtesting
• Tight (or loose if you want for some reason) Risk Management Classes within Code to manage and oversee risk
• Appropriate scalable and secure infrastructure for backtesting and realtime testing

• Is this a batch process or continuous app? We need different infra for each one
• How has this strategy backtested? How does it compare to similar strategies? Can we adjust parameters to make it more successful?
• What risk management is in place with this strategy running realtime
• Has this strategy been tested before?
• Does a given strategy work good in only a particular sector of the market? Consider all markets and stocks, it will perform differently in each one

• Testing some good technical analysis indicator with every logical parameter combination possible, then using the most successful strategy to trade live on Micro ES futures from AWS
• A toolkit for analyzing Earnings Calls, using historical data to recommend options positions based on average volatility used to sell/buy spreads. A bot was not implemented to trade this, it's a recommendation system for manual trading
• A strategy that made predictions for how a stock will behave based on magnitude of +/-% and the time of the day. Still in progress
• A tool that simply looks at average movement on the Daily chart to sell options. Bot implemented to trade outside the average range if it finds a "good" option price (Results: typical movements almost always all priced in!)
• Other experiments, see bottom of page