Roadmap

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In my previous post where I introduced my motivations and the global picture, I was talking about my needs to develop an trading platform. In this post I will go more in detail and provide a list of topics for future postings.

Chapter 1:

  • Technologies Screening – Or My Journey Crossing The Jungle Of Tools, IDE’s, Programming Languages …
  • Architecture
  • It’s All About Messages
  • The Base Will Be: … A Simple Server <=> Client App
  • Integrating Datafeed
  • Database – A Huge Field Of Technologies
  • Broker API Integration
  • OMS or “How to mess up everything”
  • Charts
  • Wrap-Up Chapter 1

Chapter 2:

  • How To Interact With User Created Code?
  • User Code Library Integration
  • What Is an “Portfolio”?
  • Backtester
  • Risk Management
  • Signal Parameter Optimization
  • Genetic Programming
  • Wrap-Up Chapter 2

This describes the topics I will cover in this Blog and it could be modified in a minor way during doing this.

Probably I won’t find the time and the deep knowledge on my side to introduce each fields basics. But exactly this is not the focus of this Blog! This Blog tell about one way to do the things and is just a kind of diary. There are tons of good resources out there who cover all the basic stuff better than I could. I will add some resources I know and if you suggest a good one – I would add it that’s for sure!

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