fast-trade

[fast-trade]

Relaunch

I'm back and this blog is to keep me accountable. I'm going to share cool bits of code, insights, observations, and other stuff related to trading and programming. I've spent a few years building this latest version and forgot about this blog.

What is fast trade?

An open source algorithmic trading project (here: https://github.com/jrmeier/fast-trade)

The idea is a any trading strategy can be broken down sufficiently and simulated.

What is fast-trade-cache (ftc)

A data managment system

A trade signal generation system

An API

A Web App with UX

A system that uses algorithmic trading and various forms of automation to process data, generate trading signals, and manage trades in various markets. This is part of the project that isn't public, but does utilize the open source library for backtesting and signal generation.

Goals

Automated, hands off money making

UX to view everything

many more

Want to get involved? Join the discord here https://discord.gg/ckBHrCjn

[fast-trade]

Semi-functioning trader

A few weeks ago, I said there would be an update. Well this is kind of it. I’ve spent a lot of time trying to figure how to build this thing. One of the biggest things I’ve been working on is how to organize the data and keep it up to date. With out the proper way to organize and retrieve the information, its really difficult to try to make money.

 So far, I have the part taken care of. It’s millions of lines in a database, that updates daily. If you would like, I can give you access to it. I works with a simple REST api, so use whatever language you like; I use PHP. 

The next thing I’ve been working on its a kind of company screener. Basically, I need a way to search different parameters and relieve a list of tickers that meet the given criteria that along with some other basic info (market cap, last sale, volume, etc.) Again if you would like access, shoot me a message and we can talk about how to make we can work together.

I’ve also need a way to simulate the the trading environment. This is tricky. Basically, its turned into two different projects: one that that works live and another that works on historical information (more on that later.) They both have features such as an account balance, ability to submit limit and market buys and sells, and it loops through every 15 minutes. The service provides a way to validate the number of shares the user can buy and sell. There are lots of different “stock market games” but I never have found one that I can use with an API, so the computer can do it. It’s relatively simple but I think necessary to really build an automated trading platform. 

The other type is a back testing platform. This is a whole other beast that allows allows the same thing as the live exchange, only based on the date of the simulation. Right now, I have it set up to run through a year at a time. As of now, I only have 2015, but I think thats all I really need to get started. 

I have decided not release any the code because the ideas are simple and I don’t want to deal with technical support. If you are interesting in any of the idea I have talked about here and want access, let me know and I can probably give you access. 

In the next few weeks, I plan on releasing lists of stocks to buy/watch and following it up with sell lists. Keep in mind, these are not lists I came up with; they will be generated from the computer. 

Disclaimer: I am NOT a financial advisor and I AM NOT recommending any sort of financial advice. This is purely for educational purposes. Talk to a licensed financial advisor before investing anything at all.

[fast-trade]

Get ready for an update!

[fast-trade]

New setup

So I haven’t updated this in a while, but I have been working. Getting reliable historical market data is a huge problem. I searched and searched and couldn’t really find any better way to get it. So I worked on this and want to share it. It’s pretty easy and simple to use but I couldn’t find a better way. All of data comes from Yahoo! Finance.

GitHub: https://github.com/jrmeier/StockDataAPI

Example:

http://builtbyjed.com/projects/StockDataAPI/api.php/?key=3xfe&ticker=goog&days=4

Change the ticker and days variables to return JSON of the data. For all the data available, use days=all. 

[fast-trade]

Finals week

Hey everyone,

So its finals week now and I’m busy studying and everything (I guess I have been for a few weeks now) but here is a link to the github project. I removed some of the stuff that I’m not willing to share but everything else is open!

Keep in mind, this is a learning project for me. Some of my code is shit and I understand that. That being said, feel free to tear it apart and offer recommendations! 

Edit: I forgot to actually link it!

http://jrmeier.github.io/stocks/

[fast-trade]

Whats important?

Today, I’m going to take some time to figure out what information is important. So say I have all the information I could possibly want, not all of it would be relevant, in fact most if it wouldn't be. But how can I use it? To figure it out, I decided I need start with how to find the relevant information. Like I mentioned earlier, I have the tools to do it, just not the know how. To start I need to be sure my information is accurate, for example, my moving average is always off. 

I think I will need to start by building a simple interface for me to experiment.

Thats where I’m at so far.

[fast-trade]

Techniques

If you have been involved in the stock market for any amount of time, you have probably noticed trends. Believe it or not, these trends or patterns, are real and measurable. The only problem is its such a large amount of data. Human are usually not very good at handling large amounts of data and maintaining accurate results. Fortunately, we are smart enough to invent machines to do handle larges amounts of data extraordinarily well. We have also invented ways to better understand the data. For the stock market, that is technical analysis.

Patterns and Trends

Most the methods involve charting, which is a great way to visualize trends, but it is also extremely time consuming. For each stock you are interested in, you have to be aware of so many different factors and you have to monitor them religiously to really be productive. I think these charts are important and I think they can really give an investor an edge, but I want to go a step further. I want to “chart” and compare everything inside my program. The algorithm I’m developing can take into account 150 of the most popular indicators, thanks to this extension for PHP.

Time machine

The real beauty of this I can got back in time and look at historical prices and try to determine a good decision. Basically, it and incredible amount of practice for my algorithm. It will be learning when something is good or bad. Basically it will make a guess on a buying price and a selling price and then be awarded accordingly. This is exciting because the computer won't get discouraged. It will just keep trying and trying until it can know the best prices.

A lot of people have told me that this has already been done and I’m wasting my time. Big firms already have automated trading. That is a fact. They are way, way more advanced than what I am doing. Check out this. They are even tied into twitter! How awesome is that?! I might get there and it might not be that complicated but I’m staying focused on me and my original goals. 

Stay with me for more updates. The next post I’ll probably give some code snippets.

[fast-trade]

First commit

If you are just finding your way here, read this first. 

This is an experiment I am building to see if I really can make money constantly and relatively stress free. 

A little bit about me.

I am a 21 year old college student with a variety of interests. Two things I have both been interested are the stock market and programming. I work as a software developer and have become really interested in data-mining (I did a project where I needed to scrape data from a website). This got me to thinking, I could scrape data from a website and use it how I want, thus this idea was born. 

The stack

For this project, I am using an Ubuntu Amazon EC2 instance with PHP as the logic/interface and MySQL as the data storage engine. The reason is these are the languages I am most familiar with. This will probably change as time goes on, considering that large amount of math/data I will need to do. Personally, I think PHP is incredible. This may be my naivety, but there is a huge community supporting PHP and a large amount of extensions available. It is also a simple and straight forward language. I love it but it can also certainly change.

The goal

As this idea has developed, I came up with 2 main goals for this application:

Determine what stocks to buy

Determine the best buy/sell price for said stock

For the future, I want to go as far as automating the entire trading process. Personally, I think this sounds crazy, but I know it is possible. You’ll see as this idea/application progresses why I think so.

In conclusion

This project is extremely exciting for me. It combines two intense interests of mine, both of which are important for a so many other people. Click the follow button to stay with my as I update this with each revelation/new idea for it. 

Thanks for reading!