AN ALGORITHMIC TRADING SYSTEM AND METHOD FOR AUTOMATED TRADING OF FINANCIAL INSTRUMENTS

摘要

Provided is an algorithmic trading system and method for automated trading of financial instruments. Also provided is an algorithmic trading system and method for testing automated trading of financial instruments, or for "back- testing" an executing trading strategy of the algorithmic trading system. An executing trading strategy is formed by processing a generated trading strategy. The generated trading strategy is formed by compiling a created trading strategy. The created trading strategy includes a rule for automated trading, a parameter value for each of at least one parameter and a trading strategy name. The rule includes the at least one parameter and at least one of an order agent and a quote agent.