Algorithmic Trading

Forex Trend Summary 2

In my old blog, Digital Breakfast, I posted a few times about my desire to build an Automated Trading System (ATS) using Excel. I figured I'd build it in Excel since I know that software the best and conveniently enough, Interactive Brokers offers an API for Excel. Today, I located my old real time ETF Trend Signal system, which is based on statistical performance measures to generate trend signals, and decided to begin additional back end development on it.

I want to explore some ideas I learned over the past few days from C++ Trader and Christian about option neutral trading and even asset mispricings (arbitrage). The more I think about it, what I really want to do is to build an algorithmic trading system first and then an automated trading system. So step one, build an ATS and then step two, build an ATS. :)

[tags]ATS, Algorithms, Trading, System, Excel, Trends, Quantitative, Finance[/tags]

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