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UCL Algorithmic Trading Platform & UCL Algo. Trading Competition 2010. UCL, Department of Computer Science, UK PhD Centre in Financial Computing Michal Galas [ [email protected] ] Dr Daniel Brown [ [email protected] ]. Contents List. Goals & Drives Beneficiaries - PowerPoint PPT Presentation
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UCL, Department of Computer Science,
UK PhD Centre in Financial Computing
Michal Galas [ [email protected] ]Dr Daniel Brown [ [email protected] ]
Contents List Goals & Drives Beneficiaries Trading Competition 2010
State of the Art Technology Architecture & Information Flows Accounts and Tradable Assets Developing & Trading with the ATP
Goals & Drives An algorithmic trading framework with
stability and simplicity of development, and state of the art technology.
To allow students and others to develop their own trading strategies and gain real algo. trading experience.
To assess, measure and evaluate Risk.
Goals & Drives
To allow researchers involved in the project to research, develop, test and improve their own ideas.
To allow interested parties in evaluation of performance and risk of student’s trading models, based on available statistics.
Beneficiaries Students – can study and practice the Algo. Trading techniques. Researchers – can test their ideas in the sub-fields of Algo.
Trading such as Smart Order Routing, Pricing, Risk Management, Portfolio Optimization etc…
Lecturers – can access a tool allowing teaching of elements of Algo. Trading and evaluate students’ work.
Banks and (hedge) funds – can access statistical data of students and evaluate their skills, which assists recruitment and talent-filtration process.
The industry can be supplied with better models to evaluate risk.
UCL Algo. Trading Competition 2010
Schedule The registration stage starts on the 1st Aug 2010 The development stage starts on the 15th Oct 2010 The trading stage starts on the 15th Nov 2010
More information on: http://vtp.cs.ucl.ac.uk/competition2010/
State of the Art
Cisco’s Trading Floor Architecture
Technology
Platform Technologies J2SE, J2EE C# & F# QuickFIX Apache Software
Foundation Esper (C.E.P.) Hibernate Linux
Supporting Technologies MATLAB NAG R TA-Lib Weka
Architecture & Information Flows
Accounts and Tradable Assets
Account types: ProductionSimulation
Tradable Assets:Trading Technologies
•Futures•Options
Hotspot FX (Knight)•Forex
Fortis•Equities
Developing & Trading with the ATP
API & remote access to services Strategy performance; measures, risk
and visualization Charting interface Security and safety of strategies
Good luck!!
Questions ?