Algorithmic Trading System based on Esper, InteractiveBrokers and FIX


This project is mirror of the AlgoTrader project hosted at 
http://code.google.com/p/algo-trader


AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.

Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach.

Available features of the system :
 -Automate Trading Strategies based on Trading Rules (using  Esper EQL)
 -Automated Execution via different Broker Interfaces
 -Simulate and run several strategies in parallel
 -Backtest strategies based on Historical Data
 -Portfolio Tracking & Performance Measurement
 -Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals

AlgoTrader is based on the following Frameworks and Methodologies
  Java SE 6
  Model Driven Architecture and Code-Generation based on AndroMDA
  CEP-Engine based on Esper
  Persistence Framework based on Hibernate
  Service Oriented Architecture based on SpringFramework

Further Documentation can be found here : http://code.google.com/p/algo-trader/w/list