Building a Live Algorithmic Trading Engine in C++ at 18

After months of studying quant finance and systems architecture, I have built a complete algorithmic trading engine in C++ that connects to a live brokerage.

After months of studying quant finance and systems architecture, I have built a complete algorithmic trading engine in C++. I am Johannes, 18, and for a long time, I have been fascinated by the world of Quantitative Finance. After countless hours studying theory and learning from online resources, I decided it was time to build something real.

It is no longer just a simulator; it is now a system that connects to a live brokerage, handles real-time data, and places trades for me. It is a crucial step on a long learning journey.

A proper trading engine needs to be modular and flexible. My system is built around several key components designed to work together for both backtesting and live trading.

The engine can be launched in one of two modes from the command line: backtest or live.

Backtest Mode: Uses historical data from CSV files to simulate how a strategy would have performed, generating a full performance report with metrics like Sharpe Ratio and Volatility.