基于订单不平衡的自动交易系统

2017 XX IEEE International Conference on Soft Computing and Measurements (SCM) Pub Date : 2017-05-01 DOI:10.1109/SCM.2017.7970733

D. Imaev, D. Imaev

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引用次数: 1

摘要

从系统分析和自动控制理论原理的角度讨论了自动交易系统的建模和交易算法结构。我们考虑了基于订单不平衡的交易算法实现的各种修改。通过计算机模拟交易过程，我们展示了在线和离线交易算法优化、自适应和参数调整的各种思想和方法。

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Automated trading systems based on order book imbalance

Discusses automated trading systems modeling and trading algorithm structure from the perspective of system analysis and automatic control theory principles. We consider various modifications of trading algorithm implementation based on order book imbalance. Using computer simulation of the trading process we demonstrate various ideas and approaches to on- and off-line trading algorithm optimization, adaptation and parameter tuning.

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来源期刊

2017 XX IEEE International Conference on Soft Computing and Measurements (SCM)

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