Interested in working on an open source project in your free time: Algorithmic Trading in Stocks?

EA / Eng
trading$

Go to company page EA Eng

trading$
Sep 12, 2020 26 Comments

Edit:
Here is the slack. Join me. Dm me if the link doesn't work. Try the link on external browser because it doesn't work with blind.

https://github.com/open-algorithmic-trading/docs
https://github.com/open-algorithmic-trading/docs/wiki

https://join.slack.com/t/open-trading/shared_invite/zt-h486t1ue-1Pt9Ais587FLdvcWkZZUAg

I'm a software engineer. I mostly work on Java and have a bit of an experience with C++ Python and Jenkins then aws kubernetes and terraform. I'm interested in learning kotlin and and Scala as well.

i've been building a trading system using Java. so my plan is to build a complete system that calculates technical indicators and then initiate trades based on that.

So far I have created a basic platform to login receives tickers, create bars for a period to calculate technical indicators. So far I have done it for a non-usmarket but I also trade in a US markets but this system that I have created is based on a core module which I plan to extend for a different US brokers. I tend to use a tasty works or tdameritrade. so I would basically want someone to collaborate with me to create the trading system that for tdameritrade or different brokers like interactive brokers.

So what I'm currently doing is that I'm building a indicator called super trend using ATR indicator. I run this system, it's basically a single Java process on my personal laptop but I am trying to build it as a docker image so that I can deploy on AWS. some of the other things that I have in mind to do in the coming weeks or months based on my time because I have a regular day job is that to store the bars in a database and it would continuously calculate technical indicators and then try to initiate trades. then probably I would want to back test whatever data that I have stored for about a week or a month as days pass on based on the strategies that I come up with or if you have any strategies in mind.

And then to go in detail I have built it as a maven multimodule project like one core module and then individual modules for different brokers but I should have done it as individual projects. I also change all these projects based on Gradle as individual projects so that I can easily automate the deployment using Jenkins and deploy that into my environment.

We can discuss in detail if you have any sort of a plan as how you want to do it or if you have any other different thoughts in your mind.

The reason that I look for collaboration is that we could save time and I know for sure that there are people like me who would want to develop these sort of systems but may not have enough time. then I also think that when we collaborate we might come up with different ideas that we can share and then try different other things rather doing it as an individual.

Ignore any other typos or grammatical mistakes that you find because I just filled this post using voice interaction.

Yeah so if there are more than one people who are interested in doing this I am open to that as well like we can work as a team that would save time for everyone and then we can build things.

I know you might have seen posts like this but I don't know what kind of response that I might get. based on the response that I see in the post probably I could come up with a slack workspace where all of us can come together and then discuss in detail about how we want to do it.

Either you can post your interest here or dm me.

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TOP 26 Comments
  • How do you intend to beat thousands of quant firms with teams of researchers and engineers who have worked full-time for decades on algo trading?
    It's like trying to create your own phone/OS to compete with Apple.
    Sep 13, 2020 2
    • Apple
      azrael5

      Go to company page Apple

      azrael5
      Depends on what’s the capital in question - trading strategy for 5 figures can be too small for bigger players
      Sep 13, 2020
    • EA / Eng
      trading$

      Go to company page EA Eng

      trading$
      OP
      I don't have any intention to beat any firm or anyone. I feel it's interesting to work on as a project and cool to collaborate with people outside my work that I may become friends during the process. And I believe I could make money out of it as well - whether it's 1% or whatever it is. I keep my expectations pretty low for sure with whatever I intend to build until actually seeing it.

      I just want to try it to see through the end and realize what it reaps. I know there are a lot of people who are like me to do the same thing so why not build it together and find out what awaits for us.

      At the end whether I make money or not I am sure I will have gained experience across different things and made a few friends throughout this process which I am going to cherish forever.
      Sep 13, 2020
  • Are there already a lot of open-source trading platforms out there? Which ones are good?
    Sep 12, 2020 1
    • EA / Eng
      trading$

      Go to company page EA Eng

      trading$
      OP
      It might be but some of them are inactive. They are not that exhaustive. Most of them are like libraries. Let me know if you form anything useful. We can look at it. We are going to explore existing platforms for sure because I don't want to reinvent the wheel.
      Sep 12, 2020
  • Clari
    bezos413

    Go to company page Clari

    bezos413
    Why do u need to build your own system ?
    there is ta4j already for indicators and there are many frameworks which will let u write an algorithm and even live trade using it.
    Sep 21, 2020 5
    • Clari
      bezos413

      Go to company page Clari

      bezos413
      but why rewriting everything in Java ?
      Sep 21, 2020
    • EA / Eng
      trading$

      Go to company page EA Eng

      trading$
      OP
      Not rewriting but putting all pieces together and writing things in Java that are missing.

      Java is what I am comfortable with. I dont want to use Python for anything else other than analysis.

      I also want to run some strategies in options and earnings play.

      I intend to make integration into each brokers easy as well. Not just US market but at a global level.
      Sep 21, 2020
  • New / Eng
    OPqa80

    New Eng

    OPqa80
    Sep 12, 2020 3
    • New / Eng
      OPqa80

      New Eng

      OPqa80
      Not working for me even with my browser ¯\_(ツ)_/¯
      Sep 12, 2020
    • EA / Eng
      trading$

      Go to company page EA Eng

      trading$
      OP
      Dm me your email. I can add you
      Sep 12, 2020
  • I hate to say this, but if you get too successful and beat the banks at their own game, you will get arrested. The big banks have the SEC and the foreign financial authorities under their payroll.

    Look up Navinder Sarao. He was painted as the guy who caused the 2010 flash crash (which is total baloney) but his real crime was beating the banks at his own game.
    Sep 12, 2020 2
    • Apple
      azrael5

      Go to company page Apple

      azrael5
      Tinfoil much ?

      Sarao pleaded guilty to one count of electronic fraud, and one count of "spoofing" - which is illegal in the US.

      U do something illegal, you get prosecuted - simple. Like insider trading - or do u bemoan about that as well ?
      Sep 12, 2020
    • EA / Eng
      trading$

      Go to company page EA Eng

      trading$
      OP
      When we reach that point to beat banks we can think about it but not now.

      I am not aiming big but I aim to make consistent return through algorithms
      Sep 12, 2020