ON THE EXPERIENCE OF THE ORGANIZATION OF HIGH-FREQUENCY FINANCIAL APPLICATIONS
( Pp. 58-61)
More about authors
Ereshko Anton Felixovich
mladshiy nauchnyy sotrudnik
Dorodnicyn Computing Centre of the FRC of the Russian Academy of the Sciences, Moscow
Dorodnicyn Computing Centre of the FRC of the Russian Academy of the Sciences, Moscow
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.
Reference list:
Baytin A.V. Zapiska o IT v finansovoy industrii, MFTI, 2014.
Gasanov I.I., Raguimov I.S. On Solution of Stochastic Control Problem by the Method of Optimization on Time Series. Hawaii International Conference on Statistics and Related Fields, 2003.
Ereshko A.F., Anikin A.M. Sistemnyy podkhod k organizatsii avtomaticheskogo treydinga na finansovykh rynkakh. SHestaya Mezhdunarodnaya konferentsiya Upravlenie razvitiem krupnomasshtabnykh sistem . MLSD 2012. Doklady. IPU RAN, 1-3 oktyabrya 2012g.
Jonathan Ahlstedt, Johan Villysson High Frequency Trading December 1, WP, 2012.
RossKA, MathiassonN, FitzgibbonW. Robotwars: How highfrequencytrading changed global markets. The Bureau of Investigative Journalism. 2012; Article written September 16, 2012. Acquired November
Irene Aldridge High-Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems, John Wiley Sons, Inc., Hoboken, New Jersey, 2010.
Marco Avellaneda , Algorithmic and High-frequency trading: an overview. New York University Finance Concepts LLC , Quant Congress USA 2011
Greg N. Gregoriou The Handbook of high frequency trading, State University of New York (Plattsburgh) Academic Press of Elsevier. 2015.
Gasanov I.I., Raguimov I.S. On Solution of Stochastic Control Problem by the Method of Optimization on Time Series. Hawaii International Conference on Statistics and Related Fields, 2003.
Ereshko A.F., Anikin A.M. Sistemnyy podkhod k organizatsii avtomaticheskogo treydinga na finansovykh rynkakh. SHestaya Mezhdunarodnaya konferentsiya Upravlenie razvitiem krupnomasshtabnykh sistem . MLSD 2012. Doklady. IPU RAN, 1-3 oktyabrya 2012g.
Jonathan Ahlstedt, Johan Villysson High Frequency Trading December 1, WP, 2012.
RossKA, MathiassonN, FitzgibbonW. Robotwars: How highfrequencytrading changed global markets. The Bureau of Investigative Journalism. 2012; Article written September 16, 2012. Acquired November
Irene Aldridge High-Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems, John Wiley Sons, Inc., Hoboken, New Jersey, 2010.
Marco Avellaneda , Algorithmic and High-frequency trading: an overview. New York University Finance Concepts LLC , Quant Congress USA 2011
Greg N. Gregoriou The Handbook of high frequency trading, State University of New York (Plattsburgh) Academic Press of Elsevier. 2015.
Keywords:
the financial industry, automated trading, hardware-software complex, high frequency applications, model, compute modules, calculations.
Related Articles
1. CURRENT ISSUES OF SOCIO-ECONOMIC DEVELOPMENT OF RUSSIA. Pages: 10-16 Issue №10025
ECONOMIC PHYSICS: THE LAW OF SUPPLY AND DEMAND AS A RESULT OF THE ACTION OF THE UNIVERSAL LAW OF CONSERVATION OF ENERGY AND MATTER IN THE ECONOMY. THE CONCEPT OF FORCE IN THE ECONOMY
the law of conservation of matter and energy
demand
offer
the cost
income
Show more
17. Judicial, prosecutorial, human rights and law enforcement activities Pages: 215-218 Issue №11740
DOCTRINAL MODEL AND SYSTEM OF POWERS OF THE PROSECUTOR IN RUSSIAN FEDERATION
the Prosecutor
doctrine
model
theory
practice
Show more
13. WORLD AND REGIONAL ECONOMY Pages: 287-290 Issue №3231
The problems of becoming modern model of the Russian economy in conditions of globalization
the problem
model
economy
globalization
Show more
13. WORLD AND REGIONAL ECONOMY Pages: 284-286 Issue №3231
Approaches on improvement of mechanisms and instruments of state regulation of power industry Russian Federation
Improvement of mechanisms
state regulation
electricity
structural modernization
model
Show more
10. INTERNATIONAL PUBLIC LAW Pages: 285-288 Issue №3370
TO A QUESTION ABOUT THE CONTENT OF REGIONAL POLICY (RUSSIA-FRANCE)
region
policy
problems
model
experience
Show more
19. MATHEMATICAL METHODS AND INFORMATION TECHNOLOGIES Pages: 253-256 Issue №5143
MODEL OF INTERACTION OF THE PROCESS FOCUSED ENTERPRISE AND SPECIALIZED NETWORK STRUCTURES
the company
network
management
reengineering
business process
Show more
14. OTHER Pages: 280-285 Issue №13807
LEGAL BASIS OF DISTANCE LEARNING IN THE SYSTEM OF ADDITIONAL PROFESSIONAL EDUCATION IN THE EDUCATIONAL ORGANIZATIONS OF THE MINISTRY OF INTERNAL AFFAIRS OF RUSSIA
legal basis
normative legal acts
additional professional education
distance education
distance learning
Show more
15. INNOVATION AND INVESTMENT MANAGEMENT Pages: 236-239 Issue №2490
Analysis of the economic sanctions against participants of the investment project
sanctions
production and economic system
investment project
model
algorithm
Show more
18. MATHEMATICAL METHODS AND INFORMATION TECHNOLOGIES Pages: 239-243 Issue №4029
ECONOMIC-MATHEMATICAL MODEL OF OPTIMUM DISTRIBUTION OF INVESTMENTS AT MODERNIZATION OF THE KNOWLEDGE-INTENSIVE ENTERPRISES
model
investment
high-tech industry
modernization
workforce
Show more
12. OTHER Pages: 210-214 Issue №5413
PROBLEMS OF PRACTICE FRENCH REGIONALISM RUSSIA
regionalism
model
region
center
policy
Show more
