I’ve been pursuing a Master of Finance Engineering degree, and also been playing with Rust for a while, so I figured: why don’t I try to combine both by implementing an algotrading (short for algorithmic trading) bot? I eventually implemented some strategies and backtesting from scratch (spoiler: the result is worse than just holding, not counting trading fee). I’m on my way improving the result, and putting it into paper trade. This post is a nice distraction from that, where I’ll show you some code, then go with some thoughts on Rust.
thanhnguyen2187•2h ago