Design And Implementation Of A Program Trading System For Futures

Program trading has changed the financial market micro structure and macro structure. Compared with the traditional floor trading, program trading broke through the limitation of time, technology and manpower. And customers can achieve a stable profit. Since2010April, the Shanghai and Shenzhen300stock index futures launched, the development of program trading has been advanced. More and more institutes introduce various program trading software and strategies. But they are not suitable for novice users.Combining with financial technical analysis, program trading technologies and the futures market mechanism, this paper will research and explore a futures program trading system.The following work is:1. Analyze and summarize current status of research about program trading domestics and overseas.2. Make conclusion of futures, program trading strategies and relevant trading system, which make a foundation on building a futures program trading system.3. Analyze the functional and non-functional requirements of futures program trading system. According to the requirements this system can be divided into two parts, clients and server.4. Design and implement the futures program trading system and test it efficiency.