It's out! After months of hard work I am proud of publishing the open source algorithmic trading platform I have been working on, Algobox https://github.com/melphi/algobox.
An algorithmic trading platform is a very challenging software, a mixture of Big Data, Data Integration and Machine Learning technologies.
- Trading strategies can be loaded in a separated folder to protect the source code
- Multiple connectors support (Currenlty Oanda, IgIndex and FXMC) to receive prices and manage orders
- Collects histotical price ticks
- Supports multiple strategies written in Java, other languages like Python can be considered
- Trading service written in Java and API exposed via REST, this allow to use any language as a client
- Very basic market risk module which can be extended
- A good balance of microservice architecture with Docker, without marking the system too complex to manage
- Client in Python. The management, monitoring and data analysis is performed mostly with Jupyter Notebook.
How to use it
The is not a simple procedure to install the software right now, honestly I am focusing my time on developing trading strategies rather than installation procedures.
Also the profitable trading strategies are published in a private repository. Currently I have some profitable strategies and I am working with other Data Scientists to implement more trading strategies.
However if you are looking for a trading platform to implement trading algorithms please get in touch, we migth consider some sort of collaboration.