Author: Kyle Free

Tech Stack for Cloud-Based Algorithmic Trading

In our cloud-based algorithmic trading project, we leverage a collection of technologies to ensure robust, scalable, and real-time market interactions. Here’s a breakdown of the key components:

1. Alpaca API

We use Alpaca for real-time market data and executing trades. Our implementation fetches 1-minute bars from Alpaca’s API and streams this data into our custom SignalEngine to trigger buy and sell signals. Trades are initially executed in a paper-trading environment for safety and testing.

2. Python & Multi-threading

The application is built in Python, capitalizing on its strong libraries for data handling and API integrations. Multi-threading is utilized to ensure market polling and trading operations run concurrently, minimizing latency and maintaining real-time synchronization with market movements.

3. Trello & Discord for Communication and Sprint Planning

Our team leverages Trello for sprint planning and task tracking, ensuring that each development cycle is well-structured and transparent. Discord serves as our primary communication channel, facilitating rapid decision-making and real-time updates.

4. SignalEngine Integration

Our core strategy is driven by SignalEngine, which processes incoming market data to identify trading signals. This modular design allows for flexible adjustments and quick strategy testing without disrupting the broader system.

5. Deployment Plans

We are currently operating in a paper-trading environment with plans to transition to a live trading environment. Future deployments will focus on cloud hosting to enhance reliability and scalability, optimizing for low-latency execution and high availability.

Conclusion

Our technology stack is designed with modularity, scalability, and real-time processing in mind, setting the foundation for robust algorithmic trading. As we progress, cloud deployment and enhanced strategy optimization will drive further improvements and market agility.

I chose my project because it is the intersection of 2 of my main competencies. I am very interested in technology/engineering, and have been very involved in finance and investing since the moment I turned 18. I am really enjoying my project thus far and am happy I get to keep working with my team on it. The project so far is living up to the expectations and I am getting a better and better ground work for algorithmic trading as the project goes on.

When I get stuck on my project I often just find other things to work on until I get unblocked, and then spend small chunks of time trying to unblock myself, I noticed hyper focusing on fixing one thing is not super helpful when a lot of the time I just need to take a breather and come back to it. Especially when there is so much else to do. I find I work best in sprints and can feel when I am in a head space to sprint, vs make slow progress and often try to optimize my life in a way where this aligns.

A technology I have been exploring is Trello. As an extremely avid user of Jira at my job, it is nice to compare and contrast the two. Although it might not be a fully fair comparison as I have had 2 years working with Jira being an administrator. My opinions on the two are as follows.

Jira’s UI feels vastly superior to Trello’s, It is clean concise. It is hard to explain, but something about Trello’s UI makes it so it all kind of blends together, where Jira feels sharp in a good way. Trello feels better right out of the box, with nearly no set up we had a good looking Kanban board that we could work with which had all of the features we could need, furthermore those features were easy to find/intuitive. There weren’t so many fields where it felt like a hassle, which often feels like what is happening for Jira at my job. Jira requires tons of upkeep and personalization, which I am sure can happen in Trello too, but the out of the box felt amazing for most uses.

My conclusion albeit after not so much time with Trello is: Trello is better for out of the box and small groups like our school projects here, where Jira is probably the best choice for a 50+ person organization that needs a lot of customization and administrator controls.

Looking back at my old code is something I like to do fairly often, it is encouraging and shows me how far I’ve come. It is also good to be reminded of the projects I have worked on in the past. There have definitely been points where I could not understand it, but it happens less often than I would think. The biggest/most important thing I’ve learned about good code and good comments is you don’t put what the code does in the comment, you put the reasoning for why the code is there to begin with. This has helped me tremendously. As for bad practices, I think the worst of all is when a code base forever grows in complexity, especially when teams are working on it. I often see that instead of taking time to re-do code that is no longer serving a team, it is often just expanded or split into another branch of logic that then also needs to be updated every single time once there is a change. This happens at work where there are multiple Jenkins files, because there was a point where the versioning was causing issues, and now once something is changed it needs to be updated in 4 different places and is always a headache. Which could have all been solved by taking a few extra minutes to refactor and simplify the original code.

Hello all,

The project is going well so far and I really enjoy working with my team and our project mentor. I hope to continue to learn a lot and build some confidence with building cool useful things so that I can continue to do it. I am getting very close to only having 2 last semesters in my undergraduate degree. I have all of my classes planned to fully finish out my degree and I am really excited. It has been a long journey, and I have worked full-time through nearly all of it. It will be nice for me to have a little bit of time of just work and then having leisure time instead of going straight into doing school work before I go to the gym. I am hoping it will all be worth it. However, I don’t think I will be able to relax much. I have come to realize that I am what is seemingly hard wired to make progress, work etc. all of the time. Maybe this can change, maybe I don’t want it to. I am not sure, but I am happy to get one step closer to my undergraduate degree!

I am very happy with the way the group project is going. My team is great, and I really like our mission of building a democratized algorithm based trading platform. It is the perfect intersection of investing/finance with computer science. I have been investing since I turned 18, but very passively – doing a buy and hold strategy as I deem day trading to be equivalent to gambling. However, I had not previously given algorithm based trading a fair chance, it is easy to put holes in the theory, but over the years I saw a few articles about how a certain fund perfected it and had enormous returns, beating out nearly everyone. I still stick by following the greats of Warren Buffett, Charlie Munger and Peter Lynch, but I do have an interest to run a small portfolio with an optimized algorithmic model for dun and to learn along the way. I am hoping during this project with my team lead I will learn a lot of valuable information to do this more effectively.

Hello all,

This first post is going to be an introduction/about me page:

My name is Kyle Free and I am a senior computer science student here at OSU. I currently work remotely at a mid sized cybersecurity start up as a security engineer. Outside of school and work I enjoy working out, reading, listening to Lex Fridman or the All in Podcast, investing, playing video games, hanging out with my dogs and watching movies.

I am looking forward to working on an industry project to continue to get experience working at different companies, with different people and with different tools. My current job was my first internship and my first tech job and I am looking forward to being able to contrast this with other companies to learn more and grow as a SWE.

Peace,

Kyle Free

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