CQC has open-sourced a cross-platform trading interface for financial securities. TA> was developed wholly in-house to facilitate the testing and production implementation of our AI driven trading algorithms known as ARROW>
As well as aiming for flexibility, TA> is designed to be lightweight. For extra speed and efficiency developers and users are recommended to wrap trading logic classes around C++ classes using a popular cross-language wrapper such as SWIG or Cython where possible.
The GitHub repository is copied in the link below. By publishing TA> we have provided a vital resource with flexibility and customisable modules for both development and back-testing as well as live trading and sub-millisecond reporting, and ease of use for a wide variety of Direct Market Access (“DMA”) trading platforms. With AI driven algorithms improving in speed and effectiveness we believe that the relatively mundane but critical “last mile” should not hold up the far more valuable work of bringing actual strategies to market.