updated 2019-03-19
NOTE: The roadmap is a work-in-progress document highlighting features to be implemented by version 1.0
trade_rs is an algorithmic trading, event-driven library/system.
- Noria-driven Financial-Related-Data Master Database
- Streaming Input Data Capabilities
- Custom Trading Strategies
- Provide predicitve/filtration mechanism on new market data.
- Allow the ability to use any input data to derive a trading signal.
- Portfolio & (Broker-Centralized) Order Management
- This module ties together the strategy, risk, position sizing and order execution capabilities of the system.
- Deals with execution handling.
- Backtesting & Live-Trading Execution Handling
- Risk & Position Management
- Reporting & Monitoring Capabilities