Algorithmic Trading

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

What can be done for your Organization
  • 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
Considerations for Implementing an Algotrading system
  • 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
Personal Expenditures
  • 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