Automated Trading

The automated trading strategy lifecycle involves many routine components in addition to unique elements. To ensure ideas can be validated and taken forward or otherwise discarded in a short timeframe, developing the right libraries and ensuring they are easily accessible is key.

When planning out the roadmap for a new strategy, an assessment of which components are individual to the strategy and which components will be useful for future revisions of the strategy and across other markets and products. In cases where components are generic and flexible, an effort is made to develop the proper tooling while at the same time generating preliminary results. The tools are developed further and evolve as new requirements become apparent.

Over time, this allows for strategies to be constructed like lego blocks from a pre-existing library of code covering all parts of the strategy development lifecycle from identification of edges, preliminary backwards looking performance metrics, execution algorithms, monitoring systems and black-box optimisations at an organization level.

Dilman Hawiz

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