Algorithmic trading system: design and applications

被引：5
|
作者：
Wang, Feng [2 ]
Dong, Keren [1 ]
Deng, Xiaotie [1 ]
机构：
[1] City Univ Hong Kong, Dept Comp Sci, Kowloon, Hong Kong, Peoples R China
[2] Wuhan Univ, State Key Lab Software Engn, Wuhan 430072, Peoples R China
来源：
FRONTIERS OF COMPUTER SCIENCE IN CHINA | 2009年 / 3卷 / 02期
关键词：
algorithmic trading; portfolio optimization; news retrieval; decision making; system design;
D O I：
10.1007/s11704-009-0030-6
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper provides an overview of research and development in algorithmic trading and discusses key issues involved in the current effort on its improvement, which would be of great value to traders and investors. Some current systems for algorithmic trading are introduced, together with some illustrations of their functionalities. We then present our platform named FiSim and discuss its overall design as well as some experimental results in user strategy comparisons.
引用
收藏
页码：235 / 246
页数：12
相关论文
共 50 条
  • [1] Algorithmic trading system: design and applications
    Feng Wang
    Keren Dong
    Xiaotie Deng
    Frontiers of Computer Science in China, 2009, 3 : 235 - 246
  • [2] Algorithmic Trading System
    Vaikole, Shubhangi
    Changare, Yash
    JOURNAL OF ALGEBRAIC STATISTICS, 2022, 13 (02) : 1805 - 1810
  • [3] A System for Trading Rule Search in Algorithmic Trading
    Tabata, Tomoaki
    Koita, Takahiro
    IMCIC'11: THE 2ND INTERNATIONAL MULTI-CONFERENCE ON COMPLEXITY, INFORMATICS AND CYBERNETICS, VOL II, 2011, : 56 - 57
  • [4] Algorithmic Trading
    Nuti, Giuseppe
    Mirghaemi, Mahnoosh
    Treleaven, Philip
    Yingsaeree, Chaiyakorn
    COMPUTER, 2011, 44 (11) : 61 - 69
  • [5] Algorithmic trading
    Bates, John
    DR DOBBS JOURNAL, 2007, 32 (04): : 18 - +
  • [6] Dynamic Data Science Applications in Optimal Profit Algorithmic Trading
    Liang, You
    Thavaneswaran, Aerambamoorthy
    Yu, Na
    Hoque, Md Erfanul
    Thulasiram, Ruppa K.
    2020 IEEE 44TH ANNUAL COMPUTERS, SOFTWARE, AND APPLICATIONS CONFERENCE (COMPSAC 2020), 2020, : 1314 - 1319
  • [7] Optimal trading trajectories for algorithmic trading
    Tucci, Gabriel H.
    Vega, M. Valentina
    JOURNAL OF INVESTMENT STRATEGIES, 2016, 5 (02): : 57 - 74
  • [8] Insider trading and the algorithmic trading environment
    Chang, Millicent
    Gould, John
    Huang, Yuyun
    Treepongkaruna, Sirimon
    Yang, Joey Wenling
    INTERNATIONAL REVIEW OF FINANCE, 2022, 22 (04) : 725 - 750
  • [9] Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading
    Thavaneswaran, A.
    Liang, You
    Zhu, Zimo
    Thulasiram, Ruppa K.
    2020 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE), 2020,
  • [10] Algorithmic Trading Review
    Treleaven, Philip
    Galas, Michal
    Lalchand, Vidhi
    COMMUNICATIONS OF THE ACM, 2013, 56 (11) : 76 - 85
12345