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Articles

"Humanities and Science University Journal" №19 (Physical and mathematical, biological and technical science), 2016

Reference Test Harness for Algorithmic Trading Platforms

A. Sukhov, E. Ushakov, V. Leonchik, I. Itkin, A.-M. Lukina
Price: 50 руб.
 The safety and stability of algorithmic trading software is an ongoing concern for exchanges, market participants and the society in general. Financial regulators worldwide are trying to create effective rules to prevent self-enforced market volatility and technology crashes caused by computer-aided trading. Specifying relevant requirements for dynamic software verifi cation of algorithmic trading platforms remains is an on-going
task. Yet, there has been little progres in locating effi cient and commonly accepted approaches. In this paper the authors introduce a reference test harness implementation for algorithmic trading platforms.
Keywords: trading platform, algorithm, strategy, testing
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