ON THE EXPERIENCE OF THE ORGANIZATION OF HIGH-FREQUENCY FINANCIAL APPLICATIONS
( Pp. 58-61)

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Ereshko Anton Felixovich mladshiy nauchnyy sotrudnik
Dorodnicyn Computing Centre of the FRC of the Russian Academy of the Sciences, Moscow
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Abstract:
Background: The financial industry actively develops, and a research objective is to formulate new development approaches of the hardware and software for algorithmic trade. Materials and methods: Research framework is to use the system of automatic trade in the solution of problems of hedging, a market-making, arbitration, high-frequency trade, management of client positions. Results: The statement of approaches to the solution of typical problems which developers of models and codes, such as: connection to the auction, relevance of exchange information, ways of testing and finding of optimum settings. Conclusion: New opportunities of information and communication technologies and hardware-software systems effectively solve problems of the high-frequency trade in the financial industry.
How to Cite:
Ereshko A.F., (2017), ON THE EXPERIENCE OF THE ORGANIZATION OF HIGH-FREQUENCY FINANCIAL APPLICATIONS. Computational Nanotechnology, 2: 58-61.
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Keywords:
the financial industry, automated trading, hardware-software complex, high frequency applications, model, compute modules, calculations.