Name
Abstract | ||
|---|---|---|
Electronic trading in global markets and exchanges requires sophisticated communication and data management systems. Novel computational infrastructures and trading strategies are required to support the massive amount of incoming streaming data, where the main problem is in latency management. Multi-agent Systems have been recognized as a promising solution to address complex problems in many areas such as biology, social sciences and financial markets and may provide powerful and flexible solutions for implementing trading engines. In addition, reconfigurable hardware based on Field Programmable Gate Arrays (FPGAs) offers many important performance benefits over software implementations, such as reducing decision making latency and high-throughput data processing. Robust and scalable trading engines can be developed by leveraging the benefits of reconfigurable FPGA platforms. This paper presents a multi-agent architecture in reconfigurable hardware for financial applications and the implementation of a trading engine for pre-trade analysis as a validation scenario. Performance results show that calculation of technical indicators and trading strategy evaluation to generate trading signals with a latency of 550 ns is achievable. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/CIFEr.2014.6924082 | Computational Intelligence for Financial Engineering & Economics |
Keywords | Field | DocType |
decision making,electronic trading,field programmable gate arrays,foreign exchange trading,multi-agent systems,reconfigurable architectures,data management systems,decision making latency reduction,electronic trading,exchanges,field programmable gate arrays,financial applications,financial markets,global markets,high-throughput data processing,latency management,multiagent architecture,multiagent pretrade analysis acceleration,multiagent systems,reconfigurable FPGA platforms,reconfigurable hardware,trading engines,trading signals,trading strategy evaluation | Trading strategy,Computer architecture,Computer science,Field-programmable gate array,Multi-agent system,Latency (engineering),Electronic trading,Data management,Reconfigurable computing,Scalability,Embedded system | Conference |
ISSN | Citations | PageRank |
2380-8454 | 2 | 0.41 |
References | Authors | |
22 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gerlein, E. | 1 | 2 | 0.41 |
| McGinnity, T.M. | 2 | 141 | 16.14 |
| A. Belatreche | 3 | 165 | 12.40 |
| Coleman, S. | 4 | 3 | 1.11 |