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Using a service oriented architecture for simulating algorithmic trading strategies

Published: 08 November 2010 Publication History

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.

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Cited By

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  • (2014)Revisiting Agent-Based Models of Algorithmic Trading StrategiesTransactions on Computational Collective Intelligence XVI10.1007/978-3-662-45896-9_4(92-121)Online publication date: 27-Sep-2014
  • (2014)Revisiting Agent-Based Models of Algorithmic Trading StrategiesTransactions on Computational Collective Intelligence XVI10.1007/978-3-662-44871-7_4(92-121)Online publication date: 27-Sep-2014

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iiWAS '10: Proceedings of the 12th International Conference on Information Integration and Web-based Applications & Services
November 2010
895 pages
ISBN:9781450304214
DOI:10.1145/1967486

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  • IIWAS: International Organization for Information Integration
  • Web-b: Web-b

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 08 November 2010

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Author Tags

  1. SOA simulator
  2. agent
  3. algorithmic trading
  4. business process

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  • Web-b

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Cited By

View all
  • (2014)Revisiting Agent-Based Models of Algorithmic Trading StrategiesTransactions on Computational Collective Intelligence XVI10.1007/978-3-662-45896-9_4(92-121)Online publication date: 27-Sep-2014
  • (2014)Revisiting Agent-Based Models of Algorithmic Trading StrategiesTransactions on Computational Collective Intelligence XVI10.1007/978-3-662-44871-7_4(92-121)Online publication date: 27-Sep-2014

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