Developing Actionable Trading Strategies for Trading Agents

Author

Cao, Longbing ; Luo, Chao ; Zhang, Chengqi

Author_Institution

Univ. of Technol., Sydney

fYear

2007

fDate

2-5 Nov. 2007

Firstpage

72

Lastpage

75

Abstract

Trading agents are very useful for developing and back-testing quality trading strategies for actions taking in the real world. However, the existing trading agent research mainly focuses on simulation using artificial data and market models. As a result, the actionable capability of developed trading strategies is often limited. In this paper, we analyze such constraints on developing actionable trading strategies for trading agents. These points are deployed into developing a series of trading strategies for trading agents through optimizing, and enhancing actionable trading strategies. We demonstrate working case studies in large-scale of market data. These approaches and their performance are evaluated from both technical and business perspectives.

Keywords

electronic commerce; financial data processing; actionable trading strategies; artificial data; back-testing quality trading strategies; market models; trading agents; Atmosphere; Australia; Chaos; Information technology; Instruments; Intelligent agent; Large-scale systems; Microstructure; Pricing; Timing;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Agent Technology, 2007. IAT '07. IEEE/WIC/ACM International Conference on

Conference_Location

Fremont, CA

Print_ISBN

978-0-7695-3027-7

Type

conf

DOI

10.1109/IAT.2007.16

Filename

4407263