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use an API to get real time data on stock price, volume, bid/ask, etc
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place buy and sell orders and track
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minimize latency
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algo to generate buy/sell signal
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risk management (hedging)
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python, sockets, NLP
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pairs trading
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mean reversion
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momentum trading
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cointegration
two APIs,
- one gathers information about a stock every 5 minutes
- other makes move paper traded moves on market
- ingest real time financial data, from various exchanges and data providers
- reduce latentenct
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signal generation
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order execution
https://github.com/nlohmann/json
voting system? have 5 algos race and generate buy, hold, sell signal. we take majority of first 4 returned and excecute trade
use alpaca API to make paper trades on live market
- will start with 100k and simulate our profits/loss using algos