Using a service oriented architecture for simulating algorithmic trading strategies

  • Authors:

  • Adnan Rashid

  • Affiliations:

  • UNSW, Sydney, Australia

  • Venue:
  • Proceedings of the 12th International Conference on Information Integration and Web-based Applications & Services
  • Year:
  • 2010

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Abstract

Advancement in information and communication technology within financial services industry facilitates the trend to automate the trade life cycle. Algorithmic trading has emerged not only as a standard trading and analytical platform but also created the need for generic research tools to educate traders and researchers to compare, and statistically evaluate appropriate trading strategies. Current simulating techniques are very much restricted with regards to scope and users functionality. This research study aims to provide an overview of algorithmic trading processes as well as investigates a platform that will provide a domain based service oriented architecture (SOA) in which users can invoke certain functions within the system as services.