用于在线评估交易策略的基于代理服务的基础设施

Proceedings. IEEE/WIC/ACM International Conference on Intelligent Agent Technology, 2004. (IAT 2004). Pub Date : 2004-09-20 DOI:10.1109/IAT.2004.1342967

Longbing Cao, Jiaqi Wang, Li Lin, Chengqi Zhang

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引用次数: 26

摘要

股票市场的交易员和研究人员经常持有一些私人交易策略。对他们的策略进行评估和优化对他们在实际交易中承担任何风险之前是非常有益的。我们建立了一个代理服务驱动的基础设施:F-TRADE。支持在线插件、迭代回测、交易策略推荐。我们建议使用代理服务驱动的方法来构建上述自动化企业基础设施。讨论了代理服务的描述、目录和中介。讨论了基于代理服务的F-TRADE的系统结构。F-TRADE已成为多智能体技术研究与应用、股票市场数据挖掘的在线测试平台。

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Agent services-based infrastructure for online assessment of trading strategies

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. 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 an online test platform for research and application of multi-agent technology, and data mining in stock markets.

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Proceedings. IEEE/WIC/ACM International Conference on Intelligent Agent Technology, 2004. (IAT 2004).

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