Striving to make better decision quicker in cloud: big data event trading in high frequency trading perspective

摘要

In the world of big data, cloud computing in trading and rapid development in computing hardware and software; cloud computing and high frequency trading (HFT) unconditionally turn to be tightly related as the way market is changing rapidly. We find the practicability of event trading strategy of HFT in the Finnish stock market based on auto regressive empirical test and comparative ratios insinuating the impression on positive recovers of event trading. A specialised version of cloud trading system is then architected after discovering and exploring the feasibility of HFT in event-based trading in the Finnish stock market so that afresh get going HFT firms who are speculating what tact to exercise with what holding period and not capable to get micro second favours of news feed earlier than their adversaries; can practice this discipline and the proposed cloud trading architect for alpha generation.