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Download Now!Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX
Submitter: andyflury Date: 2011/8/15
Description:
AlgoTrader is an automated trading system (ATS) that can trade any type of security through InteractiveBrokers or a FIX Broker. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. The system is based on Java SE 6.0, Spring, Esper and a Model Driven Architecture.

AlgoTrader is available Open Source through http://code.google.com/p/algo-trader/

Features of the system:
- Automate Trading Strategies based on Trading Rules (using Esper EPL)
- Automate Execution via different Broker Interfaces
- Backtest und simulate strategies based on Historical Data
- Portfolio Tracking & Performance Measurement

An initial version of the system has recently been released. However, there are still a lot of things on our feature wish list. For this, we are looking for people to participate. Please let us know, if you are willing to volunteer in helping with the overall architecture and development of the system.

Please contact us at: http://groups.google.com/group/algo-trader
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Poster Thread
Anonymous
Posted: 2013/6/1 8:12  Updated: 2013/6/2 21:16
 Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX
AlgoTrader is now available as a commercial product (with Support, Professional Services, etc.): www.algotrader.ch

The AlgoTrader Enterprise Edition now has many new Features including:
3 different GUI's
Different Broker Interfaces (Native and Fix)
Support for custom Derivative Spreads
Several built-in Execution Algorithms
Support for wide array of security types and asset classes
Multi-Account Functionality & & Multi-Module Strategies
Automated Forex Hedging & Options Pricing Engine
and much more.

The system is still heavily based on Open Source Technologies like Hibernate, Spring, ActiveMQ & AndroMDA. Full Documentation is available:

Also, AlgoTrader is still based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages.

Poster Thread
Anonymous
Posted: 2013/6/13 5:37  Updated: 2013/7/24 19:17
 Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX
We are proud to announce the new AlgoTrader Level-Zero Cache.

Using Level-Zero Cache automated Trading Strategies can profit from full database access in Live-Trading without introducing any latency penalties.

There are many advantages of having a database available to your trading strategy: orders / trades can be stored, current positions are available even after a system restart, performance indicators can be calculated based on database data, etc. Java based systems often use persistence frameworks like Hibernate to interface with the database. Hibernate comes with an internal caching mechanism (First and Second Level Cache) which requires a Hibernate Session. Creation of a Hibernate Session is usually very quick (a few milliseconds). This mechanism is therefore fine for any request-response based system (like a Web Page). However this approach is not feasible for a trading application. A trading application typically receives several thousand market data events per second. Ideally these market data events have to be matched to the latest data stored in the database (e.g. Security related information, current Positions, executed Trades, etc.). However opening a new Hibernate Session for every market data event, to synchronize related objects, is much too expensive!

For this purpose AlgoTrader introduces the Level-Zero Cache

Some of the Features of Level-Zero Cache:
- Level-Zero Cache is a pure Java based Cache.
- Level-Zero Cache does not require an active Hibernate Session
- Objects available inside the Level-Zero Cache will be delivered instantaneously and do not introduce any additional latency
- Level-Zero Cache does refresh objects at the same time a database update occurs
- Level-Zero Cache preserves object identity, so graphs and cyclical references are allowed. Therefore objects retrieved from the Level-Zero Cache can be compared using the equals() method but also using the comparison operator “==”.
- No Proxies, no Byte Code Instrumentation and no Annotations are needed for Level-Zero Cache to work

AlgoTrader is a Java based Algorithmic Trading Platform that enables development, simulation and execution of multiple strategies in parallel. The automated Trading Software can trade Forex, Options, Futures, Stocks & Commodities on any market. The system is based on Complex Event Processing (CEP) and Event Stream Processing (ESP) using Esper.

For further details please visit: http://www.algotrader.ch/algotrader-introduces-level-zero-cache/

Cheers
Andy

Poster Thread
Anonymous
Posted: 2013/7/18 8:46  Updated: 2013/7/24 19:16
 Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX
We are very pleased to announce that version 2.0 of AlgoTrader has been released.

This version contains the following new features:
- Multi Account Handling
- Bloomberg Market Data Interface
- Hibernate Level-Zero Cache
- New Execution Algorithm “Distributional”
- Interactive Brokers Financial Advisors Handling over FIX
- SABR Option Pricing Engine
- Single-JVM Live-Trading Mode
- Eclipse Colorer Integration
- Support for Global Industry Classification Standard (GICS)
- 3rd Party Library updates (Esper 4.9, Spring Framework 3.2.3, Spring Integration 2.2.4, Hibernate 3.6.10, etc.)

AlgoTrader is an all-in-one trading system for proprietary traders, quantitative hedge funds and investment banks. The software is a Java based Algorithmic Trading Platform that enables development, simulation and execution of multiple trading strategies in parallel. The automated Trading Software can trade Forex, Options, Futures, Stocks & Commodities on any market.

To get more information on AlgoTrader 2.0 please visit: http://www.algotrader.ch
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