Trading Engine Readme

Summary:

This project is a Trading Engine that utilizes real historical stock data, allowing users to analyze and test various trading strategies. Key features include:

• Selection of a specific stock and time frame for analysis.
• Implementation and testing of Moving Average and Mean Reversion trading strategies.
• Efficient handling of buy and sell requests through the use of object pooling techniques.
• Capability to process thousands of requests per second, ensuring scalability and performance.

Usage:

Follow these steps to use the Trading Engine:

1. Check the requirements.txt file to ensure that all necessary C++ extensions are installed.
2. Compile the program by entering make in the command line.
3. Run the executable with ./engine.

Features:

1. Stock and Time Frame Selection:

Choose a specific stock and time frame to analyze, providing flexibility in conducting thorough trading strategy evaluations.

2. Trading Strategies:

The engine supports two prominent trading strategies:

• Moving Average: Analyzes trends by calculating the average stock price over a specified time period.

• Mean Reversion: Explores opportunities by identifying situations where the stock price deviates from its historical average, anticipating a return to the mean.

3. Object Pooling Technique:

Efficiently manages buy and sell requests from numerous traders through the implementation of object pooling. This technique optimizes resource usage and enhances overall system performance.

4. High Performance:

Capable of handling a significant volume of requests per second, making it suitable for scenarios with a large number of simultaneous transactions.

Compile and Run:

Ensure that the necessary C++ extensions are installed by checking the requirements.txt file. Compile the program with the make command and run the executable using ./engine.

Author:

Brian Schneider