When
3:30 PM Saturday
Where
AB-142
Silicon Valley Code Camp : October 3rd and 4th 2015session
Developing Automated Stock Trading System with Node.js
Use Node.js to develop a distributed and automated stock trading system. Hook up external data source. Prototype trading algo and test. Profit!
About This Session
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.Time: 3:30 PM Saturday Room: AB-142
The Speaker(s)
Jae Yang
Chief Keyboard Masher , Serene Plains
On his off time, Jae develops open source project to help him trade stocks. https://gitlord.com