Abstract
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. © 2009 Higher Education Press and Springer-Verlag GmbH.
| Original language | English |
|---|---|
| Pages (from-to) | 235-246 |
| Journal | Frontiers of Computer Science in China |
| Volume | 3 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Jun 2009 |
Research Keywords
- Algorithmic trading
- Decision making
- News retrieval
- Portfolio optimization
- System design
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