https://github.com/a-r-d/Bellman-Form-BTCe-Arbitrager, posted 2015 by peter in automation cryptocurrency opensource trading
This is a simple Bellman-Ford bot that uses the negative cycle detection feature of the algorithm to find favorable currency trades to make in forex markets (in this case we are targeting bitcoin/fiat/scryptcoin markets on btc-e and other exchanges).
Typically the trades the bot finds are less than 0.5% profit, will take 3 steps, and must be filled quickly to be profitable.
Welcome! Quantopian is building the world’s first algorithmic trading platform in your browser. We provide tools and infrastructure for you to learn, create, and test trading strategies - while protecting your intellectual property. Your algorithms are yours and kept private.
Zipline is a financial backtester for trading algorithms written in Python. The system is fundamentally event-driven and a close approximation of how live-trading systems operate.
Zipline is currently used in production as the backtesting engine powering Quantopian (https://www.quantopian.com) -- a free, community-centered platform that allows development and real-time backtesting of trading algorithms in the web browser.
Use past news events to enhance your program trading strategies. Thomson Reuters NewsScope Archive is a comprehensive, machine-readable archive of Reuters news that presents events exactly as they broke to the markets. Each release of information is timestamped to the millisecond and tagged with an array of metadata fields for easy machine consumption.
www.nytimes.com/2009/07/24/business/24trading.html?_r=1&hp, posted 2009 by peter in finance msm trading
The slower traders began issuing buy orders. But rather than being shown to all potential sellers at the same time, some of those orders were most likely routed to a collection of high-frequency traders for just 30 milliseconds — 0.03 seconds — in what are known as flash orders. While markets are supposed to ensure transparency by showing orders to everyone simultaneously, a loophole in regulations allows marketplaces like Nasdaq to show traders some orders ahead of everyone else in exchange for a fee.
The project's aim is to provide a self contained pure Java (platform independent) common infrastructure for developers of trading systems. Some of the aspects which should be addressed are to provide a common SQL92 compliant database schema for storing financial data, common Java interfaces for how to interchange data between different modules, visualisation of raw financial data and trading signals and several other common aspects needed to create a final trading system.