ProjectX🌊 is a technical analysis centric app that can backtest popular trading strategies such as the Long-Short trading strategy designed for the personal trader. I wrote ProjectX to collate my projects that I have built in github over the years option risk pricing C++, back testing strategies into a concise platform deliverable that showcases a decade plus of industry expertise in risk management and trading & execution systems.
We explore long-short strategy by using trend based mean reversion stock indicators; in this case the moving average stock indicator; a lagging indicator that can identify trends and reversals. Finding similar well-known trading strategies from public sources is easily accessible, the key for a profitable strategy is the optimization methods that have been carried out and this app provides the toolkit to support this endeavour.
The core compute engine is running on cloud-compatabile ASP.NETCore with a Desktop UI (WPF) and a Web Portal front end (React).
Successful trading strategy development requires backtesting on historical real price data, ProjectX provides the following features to assist the optimization process:
- ability to design trading strategies for demo trade purposes and backtest said strategies by running a simulation on financial stocks like GOOGL, AAPL.
- captures live market data from reliable third party data sources such as FMP, Quandl
Desktop App Backtesting: Deep dive into backtesting strategies: strategies
The supporting components relates to providing pricers to help explore arbitrage or advantagous opportunities, fine-tune pricing models, and understand market sentiment. ProjectX provies the following highly customizable and optimizable toolkit
- ProjectX implements pricing models for FX products based on spreaded commisions, Options Pricing, Bonds Pricing, CDS Pricing
- Vanilla Options Black Scholes Pricer (C#)
- Vanilla Options MonteCarlo Options Pricer C++ with BoxMuller Guassian RNGs and normal distribution cdf for stochastic component
- Vanilla Options BlackScholes Pricer (C++) lightning fast execution times to better support scalable valuation operations
- FX Pricing & Order management System
- QL.NET product pricer (future support experiment with popular opensource pricing library)
- Simple Bonds Pricer (in concept development phase, explore value add)
- CDS Pricer (in concept development phase, explore value add)
- Implied Vol Pricer to help understand market sentiment (in concept development phase, explore value add)
Desktop App BS Option Pricing:
Tech Stack:
- C# 11, .NET 7, WPF, Caliburn.Micro, System.ComponentModel.Composition.Hosting.CompositionContainer (IoC), ReactiveX 6, Microsft Chart Controls,
- ASPNET Core WebApi 6, SignalR, .NET Json Serialization, Background Services (Azure Ready), LiveCharts Skia
- React 8, Bootstrap, Typescript, recharts,
- StockIndicators Skender API, NinjaTrader StockInidicator API, FinancialModellingPrep MarketData API, Quandl MarketData API
- Trend indicator methods: Bollinger Bands, Moving Averages