Development of automated trading systems for computational finance

Development of automated trading systems for computational finance

This paper discusses the development process of a web application in R language, targets to researchers and investors. This application provides them with options to request historical price quotes of asset, stock performance analysis, risk management, portfolio optimisation and back test of trading...

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Bibliographic Details
Main Author: Du, Yijun
Other Authors: Xiao Xiaokui
Format: Final Year Project
Language:English
Published: 2014
Subjects:
DRNTU::Engineering::Computer science and engineering::Computing methodologies::Simulation and modeling
Online Access:http://hdl.handle.net/10356/61926
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Institution: Nanyang Technological University
Language: English
Description
Summary:This paper discusses the development process of a web application in R language, targets to researchers and investors. This application provides them with options to request historical price quotes of asset, stock performance analysis, risk management, portfolio optimisation and back test of trading strategies.

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