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The Design And Implementation Of A Securities Company Quantify(Procedural) Of Trading System

Posted on:2014-04-06Degree:MasterType:Thesis
Country:ChinaCandidate:T JinFull Text:PDF
GTID:2308330464457817Subject:Software engineering
Abstract/Summary:PDF Full Text Request
Along with the rapid development of information technology, global securities markets traditional trading patterns are significant changes, a number of financial market pricing model to grasp financial mathematicians as well as financial investment professionals work together to develop a large number of financial market trading strategies model, and through the improvement of iT systems to achieve transaction does not participate in the whole process of human decision-making, the system automatically and eventually in a volatile trading in the financial and securities markets to obtain a stable return on investment, and procedures (quantitative) definition is also its initial trading produce and can cause rapid development.This paper introduces the development of domestic and international program trading history and current situation, and on this basis, two access modes to the base program trading platform used during the critical technologies for a more detailed description. Followed by an analysis carried out program trading securities company ’s business needs, positioning system, the core functions into the system related to the main business processes and security requirements are analyzed. According to program trading system needs analysis, carried out according to the function of the system into subsystems, which according to the importance of the subsystem selective function for subsystem implementations focused analysis, which focused on the OTC subsystem, stock quotes subsystem and service monitoring subsystem. Finally, program trading securities firm characteristics of the system and a summary description of deficiencies.
Keywords/Search Tags:The financial pricing models, Programmatic transaction, Stable returns, Trading platform
PDF Full Text Request
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