Introduction to ATS

[DuyLe]

Hi

I am interested in learning how to code/write my own automated trading systems. Any recommendations on how to build a strong foundation? Any suggestions on reading material would greatly be appreciated. Also, what type of coding background does one need?

Thanks.

 

[2rosy]

start here and incorporate trading logic

 

[dom993]

Hi

I am interested in learning how to code/write my own automated trading systems. Any recommendations on how to build a strong foundation? Any suggestions on reading material would greatly be appreciated. Also, what type of coding background does one need?

Thanks.

A few recommendations ...

... 1) Have a clear idea of what your end-goal is - different markets & trading styles have different requirements re. the trading platform / infrastructure
... 2) Research existing systems similar to your end-goal. There are many systems available for lease or purchase, learn as much as you can from what's been already done .
... 3) Don't try to re-invent the wheel - especially if you lack expertise in the domain
... 4) Leverage existing products - trading platforms, historical data, 3rd-party systems, software components, etc.
... 5) Be realistic. Trading is the most competitive business endeavor, large players have "infinite" resources & domain expertise (compared to any individual).