Nikhil Barthwal

Software Engineer & Start-up mentor

Nikhil Barthwal is passionate about building distributed systems. He has several years of work experience in both big companies & smaller startups and also acts as a mentor to several startups. Outside of work, he speaks at international conferences on several topics related to Distributed systems & Programming Languages. You can know more about him via his homepage www.nikhilbarthwal.com.

Building your own Trading Bot in F#

Automated Stock Trading among retail investors has been rising lately. Advantages of automation include eliminating emotions/bias, fast executions and possibility of backtesting of ideas beforehand.

F# is a great choice for building trading bots because it enables you to write functionally correct code. A bug in your bot can cause you to lose a significant amount of money. This talk teaches you how to build your own bots in F# using Interactive Brokers & Gemini.

We start with basic architecture of a reader thread ingesting real-time market feed using websocket into a thread-safe datastore and a client thread that pulls data from the datastore to analyze and take action. We show the F# implementation of common strategies like Mean Revision strategy, momentum trading, Bollinger bands based trading strategies.

The objective of the talk is to show how to create a trading bot in F# and demonstrate how easily various trading strategies can be translated into functionally correct code.

OBJECTIVES

The objective of the talk is to show how to create a trading bot in F# and demonstrate how easily various trading strategies can be translated into functionally correct code.

AUDIENCE

Pretty much everyone curious of finance markets & functional programming

Slides
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