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Rachad-Alabi-ADEKAMBI/HFT-Engine

 
 

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  • use an API to get real time data on stock price, volume, bid/ask, etc

  • place buy and sell orders and track

  • minimize latency

  • algo to generate buy/sell signal

  • risk management (hedging)

  • python, sockets, NLP

  • pairs trading

  • mean reversion

  • momentum trading

  • cointegration

two APIs,

  • one gathers information about a stock every 5 minutes
  • other makes move paper traded moves on market
  1. ingest real time financial data, from various exchanges and data providers
  • reduce latentenct
  1. signal generation

  2. 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

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still in work; feel free to explore

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  • C++ 61.0%
  • Python 32.7%
  • Makefile 6.3%