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Futures Comprehensive Transaction Testing Platform And The Management System Of Trading Models

Posted on:2014-08-28Degree:MasterType:Thesis
Country:ChinaCandidate:C JiangFull Text:PDF
GTID:2308330464464336Subject:Computer technology
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The rapid development of Futures industry has brought great opportunities for China’s financial industry. In order to make better and faster development of the futures industry, it must depend on the development of technologies for the futures market to make a fast, stable and better trading environmentFutures market aims to provide investors trading venues and platform to make futures trading. The Board of Trade provides a good platform of futures trading for the users. Through The Board of Trade, users and investors can get all kinds of market data to make their own trading decisions. To make users in the futures markets able to analyze a large number of historical market data and make trading decisions, the comprehensive transaction platform (CTP) designed for futures brokerage company has come out. The emergence of the platform brings a lot of convenience for the investors’trading operation. More and more investors transplant their past experience into the automated futures trading model. This model will connect comprehensive transaction platform, receive market data, analyze data and make trading decision. Then the model will send corresponding order. That is rapidly developed program trading. Program trading not only avoids hesitation, greed and gambler mentality when people manual transactions, but also allows users to quickly make critical decisions on time to maximize profits.The emergence of comprehensive transaction platform has brought huge reform to futures market. It prompted a large number of automated trading model appears. Future investors tend to rely more relevant model for futures trading. If model developed by users does not undergo any tests and directly send orders to the futures markets, there must be a huge risk. This may not only cause losses to the users, but also disrupt the futures market order.The contradictions between the emergence of more and more trading models and the lack of mature market testing platform makes it imminent to establish a stable testing platform. Investors can test their trading models on this platform. This can not only protect the futures market trading order, but also allows investors to optimize the model parameters as much as possible for maximal benefits.In this article, we design a comprehensive testing platform to meet the needs of users from the practical point of view. On this basis, we design the model management system to provide users with a number of statistical tools, and use graphical forms to display it. It enables users to better optimize their own model strategy, and maximizes their return on investment.
Keywords/Search Tags:Futures Market, Program Trading, Comprehensive Transaction Platform
PDF Full Text Request
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