You're reading from Learn Algorithmic Trading

Product typeBook

Published inNov 2019

Reading LevelIntermediate

PublisherPackt

ISBN-139781789348347

Edition1st Edition

Languages

Python

Concepts

Financial Technology

Authors (2):

Sebastien Donadio

Sourav Ghosh

View More author details

Summary

In this chapter, we learned how to build a Python trading system. The trading system we built presents the critical components that you will need to start trading in real time. Depending on the trading strategy you implement, you will add some services and you will modify the behavior of these components. As mentioned at the beginning of this chapter, the number of traders, the type of strategies, and the types of asset classes will affect the design of the trading system. Learning how to design a trading system takes years and it is very common to become expert in a trading system for a given strategy, given asset class and given number of users. But it is uncommon to become expert in all trading system types because of their complexity. We built the minimum functionalities that a trading system must have. To be fully functional, we need to learn how to get this...

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Learn Algorithmic Trading

Published in: Nov 2019Publisher: PacktISBN-13: 9781789348347

Authors (2)

Sebastien Donadio

Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.
Read more about Sebastien Donadio

Sourav Ghosh

Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
Read more about Sourav Ghosh

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Authors (2)

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