I want to build a high frequency trading EA, apply if you have the experience

Project Overview

Development of an autonomous high-frequency trading (HFT) system designed to execute algorithmic trading strategies across multiple financial markets with microsecond-level latency optimization. The system will capitalize on short-term market inefficiencies through rapid order execution and sophisticated market microstructure analysis.

Technical Architecture

Core Trading Engine

• Low-latency C++ trading engine with FPGA acceleration for order processing
• Direct market access (DMA) connectivity to major exchanges (NYSE, NASDAQ, CME, ICE)
• Custom network stack bypassing kernel for sub-microsecond message processing
• Memory-mapped I/O and lock-free data structures for maximum throughput

Strategy Framework

• Market making algorithms with dynamic spread optimization
• Statistical arbitrage models using mean reversion and momentum indicators
• Cross-exchange arbitrage detection and execution
• News sentiment analysis integration for event-driven strategies
• Machine learning models for price prediction and pattern recognition

Risk Management System

• Real-time position monitoring with automated stop-loss mechanisms
• Maximum drawdown controls and daily loss limits
• Correlation-based portfolio risk assessment
• Regulatory compliance monitoring (circuit breakers, position limits)

Key Features

Performance Optimization

• Target latency: <100 microseconds from market data receipt to order placement
• Processing capacity: 1M+ messages per second
• Co-location deployment in major exchange data centers
• Custom hardware acceleration for critical path calculations

Data Infrastructure

• Real-time market data feeds from multiple venues
• Historical tick-level data storage and analysis
• Alternative data integration (social media sentiment, satellite imagery)
• Data normalization and cleaning pipelines

Monitoring and Analytics

• Real-time P&L tracking and performance attribution
• Strategy backtesting framework with transaction cost modeling
• Market impact analysis and execution quality metrics
• Comprehensive logging and audit trail capabilities

Risk Considerations

• Market volatility and flash crash scenarios
• Regulatory compliance across multiple jurisdictions
• Technology infrastructure failures and redundancy planning
• Counterparty risk and credit exposure management

Success Metrics

• Sharpe ratio >2.0 across trading strategies
• Maximum daily drawdown <2% of capital
• Consistent positive returns across varying market conditions
• Operational uptime >99.9% during trading hours

This system represents a sophisticated approach to algorithmic trading, requiring extensive technical expertise, substantial capital investment, and rigorous risk management protocols.