ALGORITHMICALLY CONTROLLED TRADING OF SECURITIES

Matej Papler (2014) ALGORITHMICALLY CONTROLLED TRADING OF SECURITIES. EngD thesis.

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Abstract

Electronic trading of securities in the information age is no longer just one of the options but often the only one. Data from the market can be processed in algorithms that are designed for the purpose of automated trading, meaning that such algorithms can buy and sell securities on the market without human intervention. This thesis in it's first part describes the methods of algorithmic trading, advantages and disadvantages, and the available tools that make it possible. In the second part it describes an upgrade to the MetaTrader4 program system that solves two of it's deficiencies: ability to make a synchronous simulation of trading algorithms that are dependent of eachother; and to allow a trading algorithm to run concurrently on multiple computers to provide redundancy. A sample trading strateg was created to demonstrate the added functionality.

Item Type:

Thesis (EngD thesis)

Keywords:

algorithmic trading, Meta Trader, MQL, synchronized simulation

Number of Pages:

Language of Content:

Slovenian

Mentor / Comentors:

Name and Surname	ID	Function
prof. dr. Miha Mraz	249	Mentor

Link to COBISS:

http://www.cobiss.si/scripts/cobiss?command=search&base=50070&select=(ID=00010509396)

Institution:

University of Ljubljana

Department:

Faculty of Computer and Information Science

Item ID:

2438

Date Deposited:

21 Mar 2014 10:33

Last Modified:

03 Apr 2014 13:26

URI:

http://eprints.fri.uni-lj.si/id/eprint/2438

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