Building Real Trading Systems

This article walks through the steps of setting up a new EC2 instance for algorithmic trading using Ubuntu 24.04 and Interactive Brokers. Running trading algorithms on EC2 provides scalability, reliability, and cost efficiency and is suitable for both paper and live accounts.

Many trading strategies show low correlations on paper, but that doesn't mean they're independent. In this article, we will explore the hidden risks in trading portfolios by understanding the interdependence of strategies and the limitations of correlation as a sole risk measure.

How do you execute $100M orders across 10+ crypto exchanges without moving the market? This deep-dive covers the infrastructure behind institutional trading systems: market data pipelines, smart order routing, execution quality metrics, and building for failure.