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
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