Automated financial trading platform
Trading electronically via algorithms is a growing trend nowadays. This project is aimed to provide a platform for algorithmic research. There are various components involved in making an automated trading platform, such as data management, portfolio management, order management and algorithm manage...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/59245 |
| _version_ | 1826118098105663488 |
|---|---|
| author | Ahuja Shailesh |
| author2 | Hoi Chu Hong |
| author_facet | Hoi Chu Hong Ahuja Shailesh |
| author_sort | Ahuja Shailesh |
| collection | NTU |
| description | Trading electronically via algorithms is a growing trend nowadays. This project is aimed to provide a platform for algorithmic research. There are various components involved in making an automated trading platform, such as data management, portfolio management, order management and algorithm management. These components hinder the development of an algorithm, because they require a lot of development work.
This project separates the algorithms from other components and provides an application user interface to develop algorithms without worrying about other components. Unlike other softwares, which provide in-built algorithms and do not allow any extension, this software enables any user to design and develop their algorithms while using the functionality offered by other components in this system. These algorithms can be added to the system very efficiently.
Using Interactive Brokers API for Java, this software was designed, implemented and tested to enable algorithmic trading. The design ensured the components remain independent and replaceable. Implementation was done while dealing with all the limitations of the broker as well as the market. Testing ensured that the system behaved as intended.
As a result, a software prototype was prepared for use. This software provided all the intended functionality and was also tested with a heuristic version of passive aggressive mean reversion algorithm. In future, this software may be expanded to include more functionality such as portfolio analysis and extensive backtesting. |
| first_indexed | 2024-10-01T04:38:11Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/59245 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T04:38:11Z |
| publishDate | 2014 |
| record_format | dspace |
| spelling | ntu-10356/592452023-03-03T20:37:18Z Automated financial trading platform Ahuja Shailesh Hoi Chu Hong School of Computer Engineering DRNTU::Engineering::Computer science and engineering::Software::Software engineering Trading electronically via algorithms is a growing trend nowadays. This project is aimed to provide a platform for algorithmic research. There are various components involved in making an automated trading platform, such as data management, portfolio management, order management and algorithm management. These components hinder the development of an algorithm, because they require a lot of development work. This project separates the algorithms from other components and provides an application user interface to develop algorithms without worrying about other components. Unlike other softwares, which provide in-built algorithms and do not allow any extension, this software enables any user to design and develop their algorithms while using the functionality offered by other components in this system. These algorithms can be added to the system very efficiently. Using Interactive Brokers API for Java, this software was designed, implemented and tested to enable algorithmic trading. The design ensured the components remain independent and replaceable. Implementation was done while dealing with all the limitations of the broker as well as the market. Testing ensured that the system behaved as intended. As a result, a software prototype was prepared for use. This software provided all the intended functionality and was also tested with a heuristic version of passive aggressive mean reversion algorithm. In future, this software may be expanded to include more functionality such as portfolio analysis and extensive backtesting. Bachelor of Engineering (Computer Science) 2014-04-28T02:45:11Z 2014-04-28T02:45:11Z 2014 2014 Final Year Project (FYP) http://hdl.handle.net/10356/59245 en Nanyang Technological University 74 p. application/pdf |
| spellingShingle | DRNTU::Engineering::Computer science and engineering::Software::Software engineering Ahuja Shailesh Automated financial trading platform |
| title | Automated financial trading platform |
| title_full | Automated financial trading platform |
| title_fullStr | Automated financial trading platform |
| title_full_unstemmed | Automated financial trading platform |
| title_short | Automated financial trading platform |
| title_sort | automated financial trading platform |
| topic | DRNTU::Engineering::Computer science and engineering::Software::Software engineering |
| url | http://hdl.handle.net/10356/59245 |
| work_keys_str_mv | AT ahujashailesh automatedfinancialtradingplatform |