Development of automated trading systems for computational finance

• 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
• Institution: Nanyang Technological University

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...