Algorithmic trading : RTD Tango and its uses.
This report first covers the background of algorithmic trading and its developments. Next, the algorithmic trading software, RTD Tango, will be introduced followed by a brief guide to creation of a Bollinger Band Trading Strategy using the software. Sensitivity analyses from simulation of the Bollin...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/46359 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | This report first covers the background of algorithmic trading and its developments. Next, the algorithmic trading software, RTD Tango, will be introduced followed by a brief guide to creation of a Bollinger Band Trading Strategy using the software. Sensitivity analyses from simulation of the Bollinger Band Trading Strategy and Tick Trading Strategy are reported and their results interpreted. To round up the findings and provide a holistic outlook on this new trading technology, insights to algorithmic trading are provided. Last but not least, areas for future research are also explored as the project is concluded. |
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