API programming with UIUC MSFE (Practical workshop)

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Piyapong

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4/17/09
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At UIUC MSFE, currently we provide student to access to trading platform and have a chance to program our own strategies through API either VB or C#

I guess this is very practical. Any other school have this chance? I would like to share our experience with other students too
 
Piyapong said:
At UIUC MSFE, currently we provide student to access to trading platform and have a chance to program our own strategies through API either VB or C#

I guess this is very practical. Any other school have this chance? I would like to share our experience with other students too
Click to expand...

Out of curiosity, why not C++?
 
Piyapong said:
At UIUC MSFE, currently we provide student to access to trading platform and have a chance to program our own strategies through API either VB or C#

I guess this is very practical. Any other school have this chance? I would like to share our experience with other students too
Click to expand...

What "trading platform" do you guys use?
 
I second, what platform do you guys use?

Also, which broker do you use? I know IB offers Trading Lab "paper" account for students for two semesters.

Unfortunately, we do not have such opportunity at my U, but I am sure I can ask one of my professors to sign up an account for me at IB.
 
KaiRu said:
Because it's not about speed - you still can't handle a tick-level data here and don't realy need it - but ease of implementation and testability.
Click to expand...

Thanks. I thought C++ would be still used due to its wide usage in every field. For developing purposes C# and VB are simple for sure and less time consuming.
 
I'm not sure what the commodities trading class does for paper trading accounts. We compete internationally in the Rotman International Trading competition (we got 3rd place this year), and for that we use their platform. For our algorithmic trading class we use whatever software we want - the point is to design several strategies at various time intervals (i.e. daily, intraday minute bars etc.) and backtest them.
 
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