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...

Full description

Saved in:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-61926
record_format dspace
spelling sg-ntu-dr.10356-619262023-03-03T20:53:54Z Development of automated trading systems for computational finance Du, Yijun Xiao Xiaokui School of Computer Engineering DRNTU::Engineering::Computer science and engineering::Computing methodologies::Simulation and modeling 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. Bachelor of Engineering (Computer Science) 2014-12-08T01:46:53Z 2014-12-08T01:46:53Z 2014 Final Year Project (FYP) http://hdl.handle.net/10356/61926 en Nanyang Technological University 94 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Engineering::Computer science and engineering::Computing methodologies::Simulation and modeling
spellingShingle DRNTU::Engineering::Computer science and engineering::Computing methodologies::Simulation and modeling
Du, Yijun
Development of automated trading systems for computational finance
description 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.
author2 Xiao Xiaokui
author_facet Xiao Xiaokui
Du, Yijun
format Final Year Project
author Du, Yijun
author_sort Du, Yijun
title Development of automated trading systems for computational finance
title_short Development of automated trading systems for computational finance
title_full Development of automated trading systems for computational finance
title_fullStr Development of automated trading systems for computational finance
title_full_unstemmed Development of automated trading systems for computational finance
title_sort development of automated trading systems for computational finance
publishDate 2014
url http://hdl.handle.net/10356/61926
_version_ 1759854264927125504

Similar Items