首页>
外国专利>
Algorithmic trading system and method for testing automated trading of financial instruments
Algorithmic trading system and method for testing automated trading of financial instruments
展开▼
机译:用于测试金融工具自动交易的算法交易系统和方法
展开▼
页面导航
摘要
著录项
相似文献
摘要
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.
展开▼