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Improving automated trading systems. Creating a framework to develop new trading strategies and designing a new trading strategy for TradersInc.

Gillis, S.R. (2014) Improving automated trading systems. Creating a framework to develop new trading strategies and designing a new trading strategy for TradersInc.

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Abstract:During the research project three goals are achieved: 1) The trading strategy of TradersInc is improved. 2) The design of a framework which enables the development of multiple trading strategies simultaneously. 3) A software application is created which is able to support the framework.
Item Type:Essay (Master)
Faculty:BMS: Behavioural, Management and Social Sciences
Subject:83 economics
Programme:Industrial Engineering and Management MSc (60029)
Link to this item:http://purl.utwente.nl/essays/64942
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