qtds35k / HighFrequencyTradingBot

Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
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finance hft high-frequency-trading quantitative-finance trading trading-strategies

High-Frequency Trading Bot

A web bot that automatically trades NYSE stocks and ETFs, implementing 3 high-frequency trading strategies:

  1. Stable oscillation buying
    • Place buy orders when current quote price is lower than short/long-term average by some value.
  2. Up-trend buying
    • Place buy orders when the price of our target is temporarily up-trending.
  3. Pseudo market-maker
    • Keep a buy order tracing the current bid price. If bought, place a sell at some higher price.

Run Main.java to start trading. A First-trade account is required.
STOP_LOSS and CAPITAL quota can be adjusted in Manager.java.

Reference