A person is not needed: 30+ materials about algorithmic trading and the development of financial software
In our blogs on Habrahabra and Giktayms we write a lot about the stock market and technologies used on exchanges. Not so long ago, we published a selection of tools that help to understand basic economic concepts and form an idea of exchanges, and today we bring to your attention a list of useful materials on the topic of algorithmic trading and the development of financial software (both from our blog and from third-party sources).
Algorithms and their application in the stock market:
- Technology of the financial market - a story about neural networks, machine learning and forecasting;
- Data compression algorithm - how to use the random walk hypothesis to make a profit;
- Search for market inefficiencies ( first and second parts of the article);
- An algorithm of a trading system based on data on the tonality of Internet messages;
- Machine learning - date mining, linear regression, patterns and their application in trading systems;
- What awaits an IT specialist on the exchange - what technologies are used in trading, and what you need to be able to get work in a financial company;
- Algorithmic experiment - is it possible to create an effective strategy based on machine learning;
- Homemade optimizer - a history of self-development;
- Examples of trading strategies .
Development of trading robots:
- Choosing a language - what to develop on
- Robot trading basics - how to create, connect and configure. ITinvest Tips;
- Creating a trading robot - 11 tools for the developer;
- Pitfalls . What to consider when developing trading software;
- Backtesting - we check the performance of the trading robot;
- TradeScript language as one of the tools for developing trading robots ( part 1 and part 2 );
- TradeScript - a guide for students of the scripting programming language of financial software.
Existing solutions:
- Complex for automation of exchange trading - what is StockSharp;
- API robots and brokerage systems;
- Exchange software - what other tools are there
- StockSharp robots - ready-made software for automation;
- CoFiTe robots - turnkey solutions for trade automation;
- Complex RobotLab - a software package for creating trading robots.
Exchange and technology:
- Overview : what trading robots are in nature
- Robots and people on the stock exchange : financial analysts are crowding out technology;
- Can robots be trusted - what are the advantages of robotic trading;
- How can a stock exchange robot make a mistake or a loss history of several million dollars;
- The case on the Moscow Exchange - how the robot went crazy;
- Human stories - from the system administrator to the creator of the trading robot;
- How did high-frequency trading develop (the first and second parts of the story);
- Where to get a trading robot - with what to integrate and how to work;
- 7 myths about trading robots from Slon magazine.