Showing posts with label Design. Show all posts
Showing posts with label Design. Show all posts
Saturday, April 19, 2014

Automated Options Trading Backtesting

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I started this blog in 2013 as a way to capture my ideas for building an automated option trading system (Option Algo System - OAS).  At tha...
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Thursday, February 6, 2014

Other Trading System Functionality

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At server start up, core services will be started: Servlet Container ( Tomcat ) Confirm JMS provider is active ( ActiveMQ ) User Service...
Wednesday, February 5, 2014

Data Model Details

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The tables in the model include the user tables that are populated when a new user is created in the system.  A user name is created by the ...
Tuesday, February 4, 2014

Another Data Model Update

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After additional review of my notes and thinking through the use cases a bit more, I've updated the ERM diagram for the trading system. ...
Monday, February 3, 2014

Trading System V1 Data Model Thoughts Continued

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After further review of the design notes I've kept over the last few months, I made some updates to the data model I posted yesterday.  ...
Sunday, February 2, 2014

Trading System V1 Thoughts

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Using the data model from the revised backtesting system as a starting point, I've started planning the data model and Java component in...
Saturday, February 1, 2014

Backtesting System V2 Thoughts

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During the last few months, I've been studying how to retrofit my backtesting system to to work as plug-in strategy engines for a live t...
Saturday, April 20, 2013

More Thoughts On High Level System Requirements

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I've started with three simultaneous projects: Building a backtester that can use both end-of-day (EOD) data and 15 minute data. U...