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

Author(s): Gillis, S.R. (2014)

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.