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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sg-ntu-dr.10356-463592023-05-19T06:16:16Z Algorithmic trading : RTD Tango and its uses. Hu, Huihui. Teo, Jun Li. Goh Kim Huat Nanyang Business School DRNTU::Business::Finance::Equity 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. BUSINESS 2011-12-02T08:34:08Z 2011-12-02T08:34:08Z 2011 2011 Final Year Project (FYP) http://hdl.handle.net/10356/46359 en Nanyang Technological University 60 p. application/pdf |
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Singapore Singapore |
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DRNTU::Business::Finance::Equity Hu, Huihui. Teo, Jun Li. Algorithmic trading : RTD Tango and its uses. |
| description |
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. |
| author2 |
Goh Kim Huat |
| author_facet |
Goh Kim Huat Hu, Huihui. Teo, Jun Li. |
| format |
Final Year Project |
| author |
Hu, Huihui. Teo, Jun Li. |
| author_sort |
Hu, Huihui. |
| title |
Algorithmic trading : RTD Tango and its uses. |
| title_short |
Algorithmic trading : RTD Tango and its uses. |
| title_full |
Algorithmic trading : RTD Tango and its uses. |
| title_fullStr |
Algorithmic trading : RTD Tango and its uses. |
| title_full_unstemmed |
Algorithmic trading : RTD Tango and its uses. |
| title_sort |
algorithmic trading : rtd tango and its uses. |
| publishDate |
2011 |
| url |
http://hdl.handle.net/10356/46359 |
| _version_ |
1770565692394831872 |