Who can onboard Tradelytics Platform ? Any one can register as a pilot user there is a promotion going on currently for free trial.
How do I get trained on Tradelytics Platform ? See our Events page, you may register for the session on website https://markets.eaninja.com/Events.aspx
How do I become a Development Partner on Tradelytics Platform ? Engage with us on the Tech Support Forum https://markets.eaninja.com/Forums or send email to inquiries@tradelyticsninja.com
What Instruments can be monitored on Tradelytics Platform ? Practically any tradeable instrument with market data can be monitored by Tradelytics . Currently all Stocks, ETFs and their Options traded on NYSE and NASDAQ are monitored.
Can I get my own full stack deployment of Tradelytics and integrate with my own Order Management System? Yes, please send us an email at inquiries@tradelyticsninja.com .
What Intraday Rules are applied to place the Trades in Live Account for Instruments being monitored in the pipeline ? Instruments are placed in and removed from Pipeline Account daily based on Fundamentals, Technicals, Risk as well as Performance Projections. To place trades into Live / Measure Account following additional Intraday Thresholds are applied which can be set by any user for their Live Account. Initial value for these is set to 0
- Trend Threshold: This is the threshold value for the Intraday Price and Time correlation calculated at a present Trend Frequency.
- Percentage Return: This is the daily %return threshold that should be reached on the Instrument before its placed as Live Trade.
PLUGGING YOUR OWN ALGORITHM TO REBALANCE PORTFOLIO IN TRADELYTICS
AWS Boto3 Quickstart guide
https://boto3.amazonaws.com/v1/documentation/api/latest/guide/quickstart.html
AWS S3 example to download file via Boto3
https://boto3.amazonaws.com/v1/documentation/api/latest/guide/s3-example-download-file.html
DATA FOR USERS TO DOWNLOAD AND USE IN THEIR CUSTOM ALGORITHMS
1. Refreshed at Performance Frequency set in the Account Rules by Game Admin e.g. 60 minutes
Daily Historical Prices for 5000+ Symbols for the Performance Duration set by the Game admin
arn:aws:s3:::tradelytics/tradelyticsRoot/57/NINJA_TRADER_HISTORICAL_PRICE_DATA/NINJA_TRADER_HISTORICAL_PRICE_DATA.csv
Code Snippet: (Don't forget to configure ~/.aws/credentials file as explained in boto3 quick start guide.)
import boto3
print("Downloading HistoricalData")
AWS_REGION = "us-east-1"
s3 = boto3.client('s3', region_name=AWS_REGION)
print("Got the S3 Connection")
s3.download_file('tradelytics', 'tradelyticsRoot/57/NINJA_TRADER_HISTORICAL_PRICE_DATA/NINJA_TRADER_HISTORICAL_PRICE_DATA.csv', 'historicalpricedata.csv')
print("HistoricalData Downloaded")
2. Following data is refreshed at the API Frequency set by the admin ( say 5 minutes) for every user in their datalake. Reach out to support@tradelyticsninja.com for access to your datalake.
- Account Performance and Risk Metrics calculated by Tradelytics for the User.
- Performance and Risk Metrics for each constituent of all Accounts belonging to the User.
- Cash, NetLiquidation, Total Position Amount , Contingemt Liability and other Account Level Amounts of User.
- Position Values and all other Position level attributes used by Tradelyics for each User Position across their Accounts.
ALL REBALANCING ORDER REQUESTS SHOULD BE PLACED IN THE FOLDER
arn:aws:s3:::tradelytics/tradelyticsRoot/{UserID#}/UploadDownload/ExternalRebalancing/{Name of Rebalancing Strategy chosen in Account Screen}/Orders.oif
Replace {NumericID#) with the NumericID you received in the email.
Following is the example of Order Interface File ( oif) File should not include column headers.
Instrument;Quantity;OrderType(LIMIT/MARKET);LimitPrice;Action(BUY/SELL); Account
XLF;100;LIMIT;34.305;BUY;Sim115LIVE
XLC;100;LIMIT;47.955;BUY;Sim115LIVE
XLP;100;LIMIT;75.145;BUY;Sim115LIVE
XLB;100;LIMIT;78.505;BUY;Sim115LIVE
XBI;100;LIMIT;82.845;BUY;Sim115LIVE
XLI;100;LIMIT;98.825;BUY;Sim115LIVE
XLY;100;LIMIT;129.305;BUY;Sim115LIVE
VGT;100;LIMIT;320.085;BUY;Sim115LIVE
SPY;100;LIMIT;383.88;BUY;Sim115LIVE