Tuesday, June 29, 2010

Broker's High Frequency Trading (HFT) Algorithm

OK, this one is largely from my own imagination. However it was triggered by a real-life situation when I was programming against a broker's API, I was given program samples where the trading strategy works on a *very* fast timeframe (hell lots of commissions for them), a few seconds bars! Enjoy!


Link: Python Code Style (PEP 8)

If you want to try the algo at home:


Forex Trading
Value Investing

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