• Login
• Admin

Le, Duc (2009) Automated Trading System. [Dissertation (University of Nottingham only)] (Unpublished)

	PDF (DucLe_AutomatedTradingSystem_FinalReport) - Repository staff only - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader Download (434kB)
	PDF (Word to PDF conversion (via antiword) conversion from application/msword to application/pdf) - Registered users only - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader Download (318kB)

Abstract

This is a final report which is part of the dissertation for the Master course Computation Finance. The title of this dissertation is “Automated Trading System”. As the name explains itself, this project is about building an automated trading system which employs the statistical arbitrage trading algorithm. In general, the project contains a mixture of computer science and quantitative finance. For the purpose of simplicity, the system is designed with a simple user interface and streamlined business logic compare to a real world commercial trading system. The purpose of building this system is to build a starting point so that having a profitable trading algorithm implemented into the system will increase the probability of having a profitable trading system. The build phase of the project utilises Visual C++ programming language within the .NET framework.

Item Type:	Dissertation (University of Nottingham only)
Depositing User:	EP, Services
Date Deposited:	07 Sep 2009 13:20
Last Modified:	13 Oct 2017 06:18
URI:	https://eprints.nottingham.ac.uk/id/eprint/22642

Actions (Archive Staff Only)

Edit View