![]() This includes choice of hardware, the operating system(s) and system resiliency against rare, potentially catastrophic events. Once the trading strategy has been selected, it is necessary to architect the entire system. In particular the frequency of trading and the likely trading volume will both be discussed. ![]() Subsequently, different trading strategies will be examined and how they affect the design of the system. This article will outline the necessary components of an algorithmic trading system architecture and how decisions regarding implementation affect the choice of language.įirstly, the major components of an algorithmic trading system will be considered, such as the research tools, portfolio optimiser, risk manager and execution engine. Strategy parameters, performance, modularity, development, resiliency and cost must all be considered. ![]() The short answer is that there is no "best" language. One of the most frequent questions I receive in the QS mailbag is "What is the best programming language for algorithmic trading?".
0 Comments
Leave a Reply. |