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.
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.
Keywords:
the financial industry, automated trading, hardware-software complex, high frequency applications, model, compute modules, calculations.


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