Algorithmic Trading System based on Esper, InteractiveBrokers and FIX

AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.

Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach.

Available features of the system

• Automate Trading Strategies based on Trading Rules (using Esper EQL)
• Automated Execution via different Broker Interfaces
• Simulate and run several strategies in parallel
• Backtest strategies based on Historical Data
• Portfolio Tracking & Performance Measurement
• Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals

AlgoTrader is based on the following Frameworks and Methodologies

• Java SE 6
• Model Driven Architecture and Code-Generation based on AndroMDA
• CEP-Engine based on Esper
• Persistence Framework based on Hibernate
• Service Oriented Architecture based on SpringFramework

Documentation

• AlgoTrader Documentation
• AlgoTraderCrud Documentation
• Video tutorial on AlgoTrader Architecture
• Video tutorial on Developing Strategies
• Video tutorial on Live Strategies

Planed milestones

• FIX Interface based on QuickFixJ
• Automated Portfolio Optimization
• Integrated Risk management
• Automated parameter optimization

Participation

We are actively 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