A Java Intra-day Trading System

These web pages come from some work I did on an intra-day trading system, implemented in Java. This software runs under the Tomcat Java application server and supports trading models that read a real time market data stream. On the basis of this data stream, the software generates buy and sell orders and tracks its market position.

Please do not send me email asking which trading techniques will make you rich. I know a lot about implementing complex software systems and I know something about building market trading systems. I am, however, still working for a living so it would appear that I have not discovered the secret sauce myself. I don't have any remarkable market juju to impart to you.

Under certain conditions I will consider outside consulting projects. A consulting project must be approved by my employer, so there is some overhead in getting started (the last time I did one of these projects, it took a month to get approved). I can only work with US citizens, citizens of the British Commonwealth or NATO allies. The first rule for those who work for hourly rates is to get paid, so please don't write me suggesting that I work for free for a share in your venture. I am a very experienced software engineer and computer scientist and my hourly fees reflect this.

Ian Kaplan
January, 2009
Last updated: November 2011

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