Algorithmic trading : RTD Tango and its uses.

• Main Authors: Hu, Huihui., Teo, Jun Li.
• Other Authors: Goh Kim Huat
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/46359
• Institution: Nanyang Technological University

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...