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.
trade_engine.tar.gz This is the trading system that I developed. I own the copyright for this software and you may not use it for any commercial purpose without permission. Also, you may not use this software without permission for any kind of market trading. Since you do not have permission to use this software for anything other than reference, you cannot hold me liable for any error in this software or problems encountered in its use.
This software is getting a bit dated. There are many more Java resource available now. Although this shows the core architecture, a much better system could be implemented using current Java resources.
The trading system is designed to work with the Interactive Brokers trading system via the Java interface.
These web pages consist of notes on the design of the trading system that I developed. There are also notes on the experiments with some technical analysis style intra-day trading models.
A Java trading system is supported by a complex software infrastructure. This includes the Apache Tomcat web server (application sever), real time data feeds and software to support the Web browser based interaction with the user. In researching the software that I would need to support the trading system, I created these notes.
Last updated: November 2011
back to home page