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Quantitative Finance

Algorithmic Trading System (ATS)

Multi-strategy trading engine with transaction cost analysis and slippage modeling.

Quantitative Finance

Algorithmic Trading System (ATS)

Overview

A production-grade algorithmic trading engine supporting multiple strategies with real-time execution through the Binance API and MetaTrader 5. Includes full transaction cost analysis (TCA), slippage modeling, and performance attribution.

Topics

PythonpandasTA-LibBinance APIMT5Algorithmic Trading

Stack

  • Python
  • pandas
  • TA-Lib
  • Binance API
  • MetaTrader 5
  • NumPy

Key highlights

01

Multi-strategy trading engine with real-time order execution

02

Transaction cost analysis (TCA) with slippage and market impact metrics

03

Binance API and MetaTrader 5 integration for live and paper trading

04

Performance attribution and strategy backtesting framework

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