Description of algorithmic trading and portfolio management infrastructure

Algorithmic trading infrastructure for non options and options strategies

  • Designing, Building and Deploying a Fully Automated Algorithmic Trading System: link
  • How to place option spread (e.g. straddle) through Interactive Brokers API, a 101 tutorial: link

Performance monitoring features in fully automated algorithmic trading and portfolio management infrastructure

  • Developing a performance monitoring component in my fully automated algorithmic trading system (part 1): link
  • Developing a performance monitoring component in my fully automated algorithmic trading system (part 2): link
  • Developing a performance monitoring component in my fully automated algorithmic trading system (Part 3): link

Hedging against foreign exposure

  • Deploying a hedging mechanism for foreign exposure in fully automated algorithmic trading system: link

Volatility targeting for core portfolio

  • Volatility targeting: link

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