| Quantitative trading is a kind of security investment method which carries on data analysis by means of modern statistics and mathematics,and uses computer technology to trade.The famous Medallion Fund uses quantitative trading method and creates an average annual rate up to 35% which create the wealth of myth in 1989 to 2009.James Simmons,a fund manager at the Medallion Fund,was originally a mathematician who successfully illustrates that a quantitative trading software is a never-worn machine according to the right strategy.According to the data,in mature foreign financial markets,quantitative trading has accounted for more than 70% of the total trading volume.However,the domestic quantitative trading is still in the emerging stage,especially in the domestic futures investment market,which allows long and short bilateral trading,uses "T+0" transactions and provides a more complete programmed transaction interface.The market is more suitable for the development of quantitative trading,the corresponding futures quantitative trading software also will have broad market prospects.In this paper,the related concepts of quantitative trading are sorted out,and the quantitative trading software at home and abroad is researched and analyzed.In combination with the actual needs of individual investors in the domestic futures market,a quantitative trading platform based on web is put forward.The quantitative trading platform of this paper adopts Python language to achieve an event-driven processing core and builds an extensible strategy engine based on it.Combining Python's rich third-party financial tool library,it can support more complicated strategies.The platform which is through the underlying interface to the comprehensive trading platform(CTP)provides trading and market interface,you can directly access to market and firm trading.The thin client system architecture using the Web interface ensures both quantification of the trading platform's performance and ease of use by the user.The experimental results show that the proposed trading platform has a strong practicality. |
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