Agent Services-Based Infrastructure for Online Assessment of Trading Strategies

  • Authors:
  • Longbing Cao;Jiaqi Wang;Li Lin;Chengqi Zhang

  • Affiliations:
  • University of Technology Sydney, Australia;University of Technology Sydney, Australia;University of Technology Sydney, Australia;University of Technology Sydney, Australia

  • Venue:
  • IAT '04 Proceedings of the IEEE/WIC/ACM International Conference on Intelligent Agent Technology
  • Year:
  • 2004

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Abstract

Traders and researchers in stock marketing often hold some private trading strategies. Evaluation and optimization of their strategies is a great benefit to them before they take any risk in realistic trading. We build an agent services-driven infrastructure: F-TRADE. It supports online plug in, iterative back-test, and recommendation of trading strategies. In this paper, we propose agent services-driven approach for building the above automated enterprise infrastructure. Description, directory and mediation of agent services are discussed. System structure of the agent services-based F-TRADE is also discussed. F-TRADE has been a online test platform for research and application of multi-agent technology, and data mining in stock markets.