That's it. Every week, I get at least 10 DMs on twitter asking on how to experiment with algotrading, Forex and portfolio analysis and I've decided that it's time to do something about it.
Update: Find the posts here.
So, I am planning to cover the basics of how to build your own trading platform, write your own strategies and go on vacations while electrons are making you money. Or zeroing your account. Either way, it is going to be fun!
The majority of the examples are going to be in Python even though there might be parts in Erlang and I'll try to keep it as easy as it can be.
Let's talk now about what the final product will look like.
We are building a system where you will be able to:
- Simulate your strategy (this is called backtesting)
- Execute your strategy without supervision
- Alert you via sms/email for trades and errors
- Be scalable and trivial to deploy new updates
- Being able to run even from your home (from a raspberrypi for example)
I assume this is going to be a total of 20 chapters, give or take.
That is a system similar to the one that I am running the last year and includes a UI, sms alerts, backtesting pipeline, continuous delivery and all the cool stuff that us geeks love.
All code will be on github and if everything goes well, I'll wrap it up in a book for everyone to enjoy.
I have like three chapters almost done, so if you want early access just ping me at - jonromero.