Rigorous Specification and Low-Latency Implementation of Technical Market Indicators


Autoria(s): Bakanov, Konstantin; Spence, Ivor; Vandierendonck, Hans; Gillan, Charles J
Data(s)

16/02/2014

Resumo

Technical market indicators are tools used by technical an- alysts to understand trends in trading markets. Technical (market) indicators are often calculated in real-time, as trading progresses. This paper presents a mathematically- founded framework for calculating technical indicators. Our framework consists of a domain specific language for the un- ambiguous specification of technical indicators, and a run- time system based on Click, for computing the indicators. We argue that our solution enhances the ease of program- ming due to aligning our domain-specific language to the mathematical description of technical indicators, and that it enables executing programs in kernel space for decreased latency, without exposing the system to users’ programming errors.

Formato

application/pdf

Identificador

http://pure.qub.ac.uk/portal/en/publications/rigorous-specification-and-lowlatency-implementation-of-technical-market-indicators(26d993b6-0fbf-40e1-8438-51ac9328bdf9).html

http://dx.doi.org/10.1145/2567634.2567636

http://pure.qub.ac.uk/ws/files/8898437/third_paper.pdf

Idioma(s)

eng

Direitos

info:eu-repo/semantics/restrictedAccess

Fonte

Bakanov , K , Spence , I , Vandierendonck , H & Gillan , C J 2014 , ' Rigorous Specification and Low-Latency Implementation of Technical Market Indicators ' Paper presented at Parallel Programming for Analytics Applications 2014 , Orlando , United States , 16/02/2014 - 16/02/2014 , . DOI: 10.1145/2567634.2567636

Palavras-Chave #domain-specific languages #technical market indicators #in-kernel processing #click router
Tipo

conferenceObject