1 / 13

UCL Algorithmic Trading Platform & UCL Algo. Trading Competition 2010

UCL Algorithmic Trading Platform & UCL Algo. Trading Competition 2010. UCL, Department of Computer Science, UK PhD Centre in Financial Computing Michal Galas [ m.galas@cs.ucl.ac.uk ] Dr Daniel Brown [ d.brown@cs.ucl.ac.uk ]. Contents List. Goals & Drives Beneficiaries

xantha-contreras
Download Presentation

UCL Algorithmic Trading Platform & UCL Algo. Trading Competition 2010

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. UCL Algorithmic Trading Platform & UCL Algo. Trading Competition 2010 UCL, Department of Computer Science, UK PhD Centre in Financial Computing Michal Galas [ m.galas@cs.ucl.ac.uk ] Dr Daniel Brown [ d.brown@cs.ucl.ac.uk ]

  2. Contents List • Goals & Drives • Beneficiaries • Trading Competition 2010 • State of the Art • Technology • Architecture & Information Flows • Accounts and Tradable Assets • Developing & Trading with the ATP

  3. Goals & Drives • An algorithmic trading framework with stability and simplicity of development, and state of the art technology. • To allow students and others to develop their own trading strategies and gain real algo. trading experience. • To assess, measure and evaluate Risk.

  4. Goals & Drives • To allow researchers involved in the project to research, develop, test and improve their own ideas. • To allow interested parties in evaluation of performance and risk of student’s trading models, based on available statistics.

  5. Beneficiaries • Students – can study and practice the Algo. Trading techniques. • Researchers – can test their ideas in the sub-fields of Algo. Trading such as Smart Order Routing, Pricing, Risk Management, Portfolio Optimization etc… • Lecturers – can access a tool allowing teaching of elements of Algo. Trading and evaluate students’ work. • Banks and (hedge) funds – can access statistical data of students and evaluate their skills, which assists recruitment and talent-filtration process. • The industry can be supplied with better models to evaluate risk.

  6. UCL Algo. Trading Competition 2010 • Schedule • The registration stage starts on the 1st Aug 2010 • The development stage starts on the 15th Oct 2010 • The trading stage starts on the 15th Nov 2010 • More information on: http://vtp.cs.ucl.ac.uk/competition2010/

  7. State of the Art Cisco’s Trading Floor Architecture

  8. Technology Platform Technologies • J2SE, J2EE • C# & F# • QuickFIX • Apache Software Foundation • Esper (C.E.P.) • Hibernate • Linux Supporting Technologies • MATLAB • NAG • R • TA-Lib • Weka

  9. Architecture & Information Flows

  10. Accounts and Tradable Assets • Tradable Assets: • Trading Technologies • Futures • Options • Hotspot FX (Knight) • Forex • Fortis • Equities • Account types: • Production • Simulation

  11. Developing & Trading with the ATP API & remote access to services Strategy performance; measures, risk and visualization Charting interface Security and safety of strategies

  12. Good luck!!

  13. Questions ?

More Related