mpf8_Building an Algorithmic Trading Platform_OANDA v20_pyyaml_mean-reverting_trend-following_VaRisk

最新推荐文章于 2023-06-02 11:31:18 发布

LIQING LIN

最新推荐文章于 2023-06-02 11:31:18 发布

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分类专栏： pythonForFinance2 文章标签： big data python

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本文介绍了算法交易系统的设计，包括选择编程语言、设计经纪人接口，实现OANDA v20 API的Python库。文章还涵盖了均值回复和趋势跟踪策略，并讨论了风险管理和VaR（Value at Risk）在交易系统中的应用。

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Algorithmic trading automates the systematic trading process, where orders are executed at the best price possible based on a variety of factors, such as pricing, timing, and volume. Brokerage firms may offer an Application Programming Interface (API) as part of their service offering for customers who wish to deploy their own trading algorithms. An algorithmic trading system must be highly robust to handle any point of failure during the order execution. Network configuration, hardware, memory management, speed, and user experience are a number of factors to be considered when designing a sy