| 基于密集实时数据处理的交互式高频交易系统 |
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| 引用本文： | 李萍.基于密集实时数据处理的交互式高频交易系统[J].华北水利水电学院学报(社会科学版),2014(6):35-37. |
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| 作者姓名： | 李萍 |
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| 作者单位： | 华北水利水电大学 财务处,河南 郑州,450045 |
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| 摘 要： | 金融高频交易系统,即程序化自动交易系统,是指利用计算机高速处理能力获取高频交易中的价格变化模式,并通过分析实现价格变化模式获利。随着信息技术而飞速发展,近年来交易平台呈现多元化发展,使高频交易越来越普及。针对高频交易系统的原理,采用系统分析的方法和现代软件理论和技术进行高频交易系统设计,构成基于密集实时数据处理的交互式高频交易系统,并通过运行结果验证了方案的可行性。
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| 关 键 词： | 高频交易系统 程序化交易 密集实时数据处理 |
On an Interactive High-frequency Trading System based on Densely Real-time Data Analysis |
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| LI Ping.On an Interactive High-frequency Trading System based on Densely Real-time Data Analysis[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power(Social Sciences Edition),2014(6):35-37. |
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| Authors: | LI Ping |
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| Institution: | LI Ping ( Financial Department, North China University of Water Resources and Electric Power 450045, China) |
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| Abstract: | Financial high-frequency trading system, namely, program automated trading system, refers to analyze the data in high- frequency trading to find the price changes model by the computer＇s high computing speed, and get profits in use of these price changes mode. In recent years, in addition to information technology development, the trading platform has become increasingly diversified and that makes it possible to high-frequency trading. This paper designs an interactive high-frequency trading system based on densely data analysis, according to the principle of trading system, using the system analysis methods and modern theory and technology of software engineering, finally, the system＇ s feasibility is proved by the actually results. |
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| Keywords: | high-frequency trading system programming trading densely real-time data analysis |
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