New version of pedlar, the trading platform for Imperial Algosoc
strategy is used to perform simple backtesting for single/multiple assets. Time Series is assumed to be aligned
Backtest is a prototype for simulating trades from any data sources. It runs an event loop which handles data and order events
Backtest files follow the following format csv: Each file is named {ticker}_train.csv {ticker}_test.csv with column Time,Bid,Ask pcap: IEX pcap files TOPS / DEEP
Live trading using websockets data on US Equities and Forex from IEX and Finnhub
A live trading agent has a function create datastream which will run each websockets from different sources and poll together through zeromq.
Head of Technology: Thomas Wong
Developers: Lucien Viala