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Algorithmic trading system: design and applications

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Abstract

This paper provides an overview of research and development in algorithmic trading and discusses key issues involved in the current effort on its improvement, which would be of great value to traders and investors. Some current systems for algorithmic trading are introduced, together with some illustrations of their functionalities. We then present our platform named FiSim and discuss its overall design as well as some experimental results in user strategy comparisons.

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Authors and Affiliations

  1. State Key Lab of Software Engineering, Wuhan University, Wuhan, 430072, China

    Feng Wang

  2. Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong, China

    Keren Dong & Xiaotie Deng

Authors
  1. Feng Wang
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  2. Keren Dong
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  3. Xiaotie Deng
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Corresponding author

Correspondence to Xiaotie Deng.

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Wang, F., Dong, K. & Deng, X. Algorithmic trading system: design and applications. Front. Comput. Sci. China 3, 235–246 (2009). https://doi.org/10.1007/s11704-009-0030-6

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  • DOI: https://doi.org/10.1007/s11704-009-0030-6

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