This is the article to describe the core ideas of the ETNA Robot platform and make it’s existing and upcoming users familiar with the application. We consider Level I market data (quotes) as primary events for strategies. But these streams are rather huge and fluctuating, so strategies, which are designed to analyze relatively long-term trends and regularities, are usually based on cumulative data sources like time bars, which aggregate prices and volumes for a specific time frame.
Before we proceed to creating strategies and indicators, we need to understand the most common cases of Robot’s usage. The following cases describe what features of the Robot will help customers to gain benefits and profits.
What if you want to create complex strategies with very custom algorithms based on unusual indicators or specific signals?
Since we launched the ETNA.Robot project several years ago and introduced it to our customers, we experienced a vital interest in the platform, its abilities and the technologies behind it. In a series of articles starting here, I’d like to cover some topics which are not wildly covered in marketing papers.
