Project Abstract

My project is targeted to help bridge the gap between computer scientists and algorithmic traders, as I have seen a complicated learning curve for people in my position. We aim to explain the current and historical landscape of financial trading tools, and walk through how we went from research to a working profitable product. We utilised ?��prop?�� algorithm concepts and approaches as these do not rely on user input and are best utilised by single entities (not banks etc). The prop algorithms we researched and attempted to create were: Trend following, Pairs trading and News based. Once implemented, we used optimisation techniques to improve the performance. Using the platform MetaTrader 5, we created and tested algorithms utilising the many tools they offer. Finally we compared results of our implementation with other similar algorithms to understand the success we had, alongside discussing lessons we learnt along the way.

Keywords: Finance, Trading algorithm, Optimisation

 Conference Details

Session: Poster Session A at Poster Stand 91

Location: Sir Stanley Clarke Auditorium at Tuesday 7th 13:30 – 17:00

Markers: Anton Setzer, Hans Ren

Course: BSc Computer Science, 3rd Year

Future Plans: Other