dc.contributor.authorAhuja Shailesh
dc.date.accessioned2014-04-28T02:45:11Z
dc.date.available2014-04-28T02:45:11Z
dc.date.copyright2014en_US
dc.date.issued2014
dc.identifier.urihttp://hdl.handle.net/10356/59245
dc.description.abstractTrading electronically via algorithms is a growing trend nowadays. This project is aimed to provide a platform for algorithmic research. There are various components involved in making an automated trading platform, such as data management, portfolio management, order management and algorithm management. These components hinder the development of an algorithm, because they require a lot of development work. This project separates the algorithms from other components and provides an application user interface to develop algorithms without worrying about other components. Unlike other softwares, which provide in-built algorithms and do not allow any extension, this software enables any user to design and develop their algorithms while using the functionality offered by other components in this system. These algorithms can be added to the system very efficiently. Using Interactive Brokers API for Java, this software was designed, implemented and tested to enable algorithmic trading. The design ensured the components remain independent and replaceable. Implementation was done while dealing with all the limitations of the broker as well as the market. Testing ensured that the system behaved as intended. As a result, a software prototype was prepared for use. This software provided all the intended functionality and was also tested with a heuristic version of passive aggressive mean reversion algorithm. In future, this software may be expanded to include more functionality such as portfolio analysis and extensive backtesting.en_US
dc.format.extent74 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Engineering::Computer science and engineering::Software::Software engineeringen_US
dc.titleAutomated financial trading platformen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorHoi Chu Hongen_US
dc.contributor.schoolSchool of Computer Engineeringen_US
dc.description.degreeBachelor of Engineering (Computer Science)en_US


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