| With the rapid development of market economy and computertelecommunication technology, people begin to pay attention to finance products,and ETF funds and so on, all of which have respective features. ETF funds are morepopular because of its low risk and stable ratio of return. Investors carry out ETFinterest arbitrage mainly through the divergence between actual price and net assetvalue during practical dealing. In order to avoid human weakness and decide theoptimal opportunity of interest arbitrage, people need to accomplish interest arbitragethrough programed instrument of exchange so as to decrease risks and increase theratio of return.Therefore, according to the high requirements for ETF interest arbitrage, thisessay designed and explored a customized sequencing dealing system in order tohelp investors increase the speed of order and realize reasonable investment inpractice. Besides, this system can also be applied into the imitated practice teachingof finance major in universities.This system adopts C++and LUA script language as the development tool, isimproved the speed of data access by memory database and maintainability ofprogram by adopting component base,achieves those functions that the ETF basicading commission, ETF arbitrage trading, the order management of portfoliomanagement strategies customization and system management,etc.First，this paper introduces and analyses the ETF programmed trading systemrelated knowledge,then,this essay draws a brief description on the system functioninginterface of the whole system,and carry out a systematic analysis of the system andoutline design for the entire system, the designing and realization of ETF interestarbitrage module and custom strategy module are explained in details; theoperational situation of the system is tested and appraised. |
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