Volatility trading algorithms.

Description

  • Dema Ushchapovskyy

  • November, 2020

After building many RL, ML and mathematical models for the markets I decided to deploy some of them to trade spot FX.

I deployed agents to trade on FCXM exchange to trade on a 1 minute granularity. I developed failsafe mechanisms to deal with unexpected responses from the exchange, different schedulers and experimented with event based architectures. I mainly utilised Docker and local Kubernetes to deploy the agents.