Algorithmic trading system, a method for computer-based algorithm trading and a computer program product
First Claim
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1. An algorithmic trading system, comprising:
- a rule memory for storing at least one rule for algorithmic trading, wherein the at least one stored rule includesat least one of a logic operation and an arithmetic operation which use pre-input data, andat least one of an order agent and a quote agent, the order agent configured for order transaction management and the quote agent configured for quote transaction management;
a parameter value memory for storing at least one parameter value that represents a strategy instance of the at least one stored rule;
a strategy generation unit configured to generate at least one trading strategy using the at least one stored rule and the at least one stored parameter value, the at least one generated trading strategy comprising the at least one of the order agent and the quote agent for correspondingly handling order transaction management and quote transaction management in accordance with the at least one of the logic operation and the arithmetic operation; and
a processing unit for processing the at least one generated trading strategy by executing the at least one of the order agent and the quote agent within the at least one generated trading strategy.
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Abstract
An algorithmic trading system, comprising
- a rule memory for storing at least one rule for algorithmic trading, wherein the at least one rule includes
- at least one logic operation and/or arithmetic operation which uses pre-input data, and
- at least one order/quote agent logic for an order transaction management and/or quote transaction management,
- a parameter value memory for storing at least one parameter value that represents an strategy instance for a rule,
- a strategy generation unit that is configured to generate at least one trading strategy using at least one stored rule and at least some of the stored parameter values, such that the generated at least one trading strategy comprises at least one order/quote agent for handling the order transaction management and/or the quote transaction management according to the at least one logic operation and/or arithmetic operation,
- a processing unit for processing the at least one generated trading strategy by executing the at least one order/quote agent within the trading strategy.
- a rule memory for storing at least one rule for algorithmic trading, wherein the at least one rule includes
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Citations
19 Claims
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1. An algorithmic trading system, comprising:
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a rule memory for storing at least one rule for algorithmic trading, wherein the at least one stored rule includes at least one of a logic operation and an arithmetic operation which use pre-input data, and at least one of an order agent and a quote agent, the order agent configured for order transaction management and the quote agent configured for quote transaction management; a parameter value memory for storing at least one parameter value that represents a strategy instance of the at least one stored rule; a strategy generation unit configured to generate at least one trading strategy using the at least one stored rule and the at least one stored parameter value, the at least one generated trading strategy comprising the at least one of the order agent and the quote agent for correspondingly handling order transaction management and quote transaction management in accordance with the at least one of the logic operation and the arithmetic operation; and a processing unit for processing the at least one generated trading strategy by executing the at least one of the order agent and the quote agent within the at least one generated trading strategy. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 13)
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11. A computer-implemented method for algorithmic trading, comprising:
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storing at least one rule for algorithmic trading in a rule memory, wherein the at least one stored rule includes at least one of a logic operation and an arithmetic operation which use pre-input data, and at least one of an order agent and a quote agent, the order agent configured for order transaction management and the quote agent configured for quote transaction management; storing at least one parameter value in a parameter value memory, the at least one stored parameter value representing an application instance of the at least one stored rule; generating at least one trading strategy using the at least one stored rule and the at least one stored parameter value, such that the at least one generated trading strategy comprises the at least one of the order agent and the quote agent for correspondingly handling order transaction management and quote transaction management in accordance with the at least one of the logic operation and the arithmetic operation; and processing the at least one generated trading strategy by executing the at least one of the order agent and the quote agent within the at least one generated trading strategy. - View Dependent Claims (14, 15, 16)
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12. A computer program product that comprises the following steps when it is executed by a processor:
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storing at least one rule for algorithmic trading in a rule memory, wherein the at least one stored rule includes at least one of a logic operation and an arithmetic operation which use pre-input data, and at least one of an order agent and a quote agent, the order agent configured for order transaction management and the quote agent configured for quote transaction management; storing at least one parameter value in a parameter value memory, the at least one stored parameter value representing an application instance of the at least one stored rule; generating at least one trading strategy using the at least one stored rule and the at least one stored parameter value, such that the at least one generated trading strategy comprises the at least one of the order agent and the quote agent for correspondingly handling order transaction management and quote transaction management according to the at least one of the logic operation and the arithmetic operation; and processing the at least one generated trading strategy by executing the at least one of the order agent and the quote agent within the at least one generated trading strategy. - View Dependent Claims (17, 18, 19)
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Specification