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Frontiers of Computer Science in China

, Volume 3, Issue 2, pp 235–246 | Cite as

Algorithmic trading system: design and applications

  • Feng Wang
  • Keren Dong
  • Xiaotie DengEmail author
Review Article

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.

Keywords

algorithmic trading portfolio optimization news retrieval decision making system design 

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Copyright information

© Higher Education Press and Springer-Verlag GmbH 2009

Authors and Affiliations

  1. 1.State Key Lab of Software EngineeringWuhan UniversityWuhanChina
  2. 2.Department of Computer ScienceCity University of Hong KongKowloon, Hong KongChina

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