A scalable algorithmic trading framework

Overview

LiuAlgoTrader is a scalable, multi-process framework for effective algorithmic trading. The framework is intended to simplify development, testing, deployment, backtesting and evaluating algo trading strategies.

The framework currently support trading and back-testing of US Equities, and Crypto strategies.

LiuAlgoTrader can run on a laptop and hedge-on-the-go, or run on a multi-core hosted Linux server and it will automatically optimize for best performance for either. LiuAlgoTrader is a full trading platform with a breath of tools to manage automated investment portfolios.

LiuAlgoTrader supports:

  • (BETA) Gemini Crypto Exchange APIs for trading, data loading & streaming,
  • Polygon.io APIs for data-loading, and streaming,

LiuAlgoTrader can run on a laptop and hedge-on-the-go, or run on a multi-core hosted Linux server and it will optimize for best performance for either. The framework runs on Linux, Mac OS or, Windows.

LiuAlgoTrader is made of the following components:

  • trader: the main application for real-time trading,
  • backtester: re-running past trading sessions, back-testing strategies,
  • market_miner: application for collecting market data and run market off-hours calculations & strategies,
  • optimizer: application for optimizing strategies’ hyper-parameters.
  • portfolio: application for managing & tracking portfolios.

AND

  • streamlit apps & analysis notebooks: collection of visual applications and notebooks for analysis of trading sessions, backtesting, as well as various tools for improving trading algos.

The rest of the documentation explains how to install, setup, configure and run trading & analysis sessions w/ LiuAlgoTrader.

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