Rigorous Specification and Low-Latency Implementation of Technical Market Indicators
Data(s) |
16/02/2014
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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 | |
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 |