Implementation of Futures and Options Trading Platform

碩士 === 國立臺灣科技大學 === 資訊工程系 === 96 === This thesis explains how to implement a fututures and options programming trading platform AiSMFO (AiSM Futures and Options Development Platform) which makes programmers much easier to develope the algorithms they want. This platform can assist programmers to dev...

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Bibliographic Details
Main Authors: Chi-sheng Shih, 石其生
Other Authors: Yen-Tseng Hsu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/50802840254591151230
Description
Summary:碩士 === 國立臺灣科技大學 === 資訊工程系 === 96 === This thesis explains how to implement a fututures and options programming trading platform AiSMFO (AiSM Futures and Options Development Platform) which makes programmers much easier to develope the algorithms they want. This platform can assist programmers to develop two kind of algorithms in a very short time :(1) Indicator algorithms. (2) Trading policy algorithms. To avoid the defects caused by traditional design method and to make programmers developing the algorithms they want quickly, this platform is implemented by the following methods : (1) Object oriented technology : To apply inheritance, overriding polymorphism and overloading polymorphism, the platform takes good care of user interface processing and makes programmers more focus on the algorithms they are developing. (2) Applying “execution on demand” during calculation processing makes the platform calculation more efficiently. (3) Provided with the ability of error data correction, the platform simplifies the algorithm developing. The platform also provides evaluation table for judging algorithms. In the last of this thesis, it also demonstrates how to apply the platform to develope new algorithms.