High frequency trading. But not the way that FinTech companies are doing - thousands of trades per hour, dependent on high-speed connection and execution. Rather, we're trading on lower-frequency volatility, in smaller dollar amounts.
Currently unclear whether it will be strictly stocks, coins, or a mix of both.
Multiple parts:
- API to scrape and collate data. Store in database. Thinking Elixir/MySQL, running on raspberry pi.
- Analysis and simulation. Things to consider:
- First layer: modeling single good.
- Second layer: multiple goods.
- Third layer: mixing trading strategies.
- Sampling frequency.
- Return requirements and stop losses.
None yet.
sudo apt install mariadb-server-10.3
- mariaDB server
Create database "cryptodactyl"
create table "ticker" with columns:
id, name, value, timestamp, source - simple API calls with python
requests- Grab multiple tickets, store in db.
- Run on Raspberry pi
- Modeling and simulation. Probably in Python for ease and speed.
- python requirements in requirements.txt. Install with
pip3 install -r requirements.txt - mariadb. Install for raspbian not done yet.
None yet.
MIT