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Hi, how are you samim? 8:40 AM, Today
Hi Khalid i am good tnx how about you? 8:55 AM, Today
I am good too, thank you for your chat template 9:00 AM, Today
You are welcome 9:05 AM, Today
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About Me

Hello, my name is Yibo (Ebor) Li, and I currently reside in New York City. I hold a Master’s degree in Finance from The Chinese University of Hong Kong and a Master’s degree in Computer Science from Stevens Institute of Technology. Additionally, I am a CFA Level III candidate and have passed the FRM Part II exam.

This website is designed to showcase the performance of my live quantitative trading strategies. The system is built with a Python-based quantitative strategy execution framework and a Java SpringBoot-based web application. Later, I plan to introduce components supporting high-frequency trading to this system, leveraging C++ for optimal latency.

Discussions and ideas are welcome. Feel free to reach out to me!

About This Execution Framework

This project is a multi-module, multi-strategy management-focused quantitative execution framework inspired by Backtrader. It supports multiple time granularities, multiple asset types, and various strategies, though it is not designed for high-frequency trading.

The framework comprises five main modules and three microservices to handle unified market data subscription and distribution, multi-strategy spawning, and centralized persistence management. The five main modules are:

  • 1) Strategy Manager
  • 2) Data Center
  • 3) Database Manager
  • 4) Order Center
  • 5) Health Monitoring

The microservices include RabbitMQ for inter-module communication, Redis for market data distribution, and ClickHouse for time-series database management.

The system is deployed on Alibaba Cloud's CentOS service, orchestrated using Docker-compose.

It features custom-built classes for the engine, strategy base, lines, and indicators to facilitate strategy expansion, minimizing redundant work for strategy developers. This allows them to focus solely on calculating strategy signals without worrying about data initialization, maintenance, or updates.

Additionally, a web application built with Java Spring Boot is provided for performance display and convenient strategy control. This includes easy strategy start/stop control, adding and disabling trading instruments, parameter modification, and more.

Module Stauts

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Project Structure