December 29th, 2009, 3:42 pm
Hi guys,I'm playing around on my spare time building a trading system. It is mostly to get my hands dirty on a variety of issues, from system design to programming and SQL. This will - if it gets that far - do some simple mean-reversion strategies and the like, with a low frequency.I've separated the system into components, using something like MVC, and were thinking of how the algos should be maintained. Should I store all the algos in the SQL db? Like, for the mean reversion pair, should I make a table listing all the pairs, with stocks, calibrated parameters etc. ? Another alternative would be to store a short description of the algo only, and use this to track performance. It would be nice to keep all data, but this will get time-consuming for many pairs/strategies and would mess up the design if I were to do several algos. Any clues appreciated,Stale