首页>
外国专利>
Method, language, and system for parallel algorithmic trading and overseeing trading activity
Method, language, and system for parallel algorithmic trading and overseeing trading activity
展开▼
机译:并行算法交易和监督交易活动的方法,语言和系统
展开▼
页面导航
摘要
著录项
相似文献
摘要
The invention provides: methods, languages, and systems for parallel algorithmic trading of financial instruments. Each instrument of interest is included in a parallel list, in a reference list, or in both lists. Market data messages are decoded by parallel threads and converted into data series. The number of the threads is preferably equal to the number of the messages in a set of messages. A trader/market regulator selects or creates a trading/overseeing algorithm consisting of expressions based on data series extracted from the messages and on predefined functions. Some of the expressions have outputs representing buy/sell/cancel orders or have outputs aimed for overseeing trading activity. The algorithm is executed by parallel threads. The number of the threads is preferably equal to the number of the instruments in the parallel list.
展开▼