Session Details

Developing Automated Stock Trading System with Node.js  

Level :
Intermediate
Date :
3:30 PM Saturday
Room :
AB-142
Interested : (144) - Registered : (-)

Presentation

Jae Yang is an ex-aerospace enginner who now works as a software engineer. He started trading in 2006, all through the highs and lows of the financial crisis. “node-ibapi-addon” is an open source Node.js addon of Interactive Brokers API that maps C++ API calls to javascript calls. This addon allows automated trading systems developers to write the logic in javascript and to utilize many of the features of Node.js. In this session, Jae will go over how to build and install node-ibapi-addon, and how to structure your ATS code to use the addon. Bonus material on how the whole addon was written. "node-activetick-addon" is also an open source Node.js addon which links the high speed data source to allow retail investors access to tick-by-tick data. Time allowing, Jae will go over rudimentary distributed networking using remote data source. Lastly, brief aside will include Jae's workflow in generating and testing various algorithm to be used for automated trading. * Jae Yang is not affiliated with Interactive Brokers or ActiveTick.

The Speaker(s)

img

Jae Yang

Jae Yang is an ex-aerospace engineer who worked on FAA certified simulators for training and forensics analysis. He currently works as a software engineer. On his off time, he develops open source project to help him trade stocks. His interests include developing addons for Node.js, writing various middlewares, and developing fully distributed automated trading system. My git repos: https://gitlord.com
  • Not Interested
  • Interested

SPONSORS List