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Distributed system for evaluation of strategies in the stock market and the soccer betting industry
KTH, School of Information and Communication Technology (ICT), Software and Computer systems, SCS.
2013 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Development of software and strategies for prices, odds calculation, and risk management in the stock market and the soccer betting industry involves testing functionality using recorded real-world data. This process is called backtesting. If a system for backtesting is represented by software that is run on a single workstation then due to the complexity of mathematical computations, amount of recorded data and variety of strategies — backtesting can require significant amount of wall time. This is a problem because the development cycle increases in time. This paper proposes a design of a distributed system for backtesting that distributes the workload among available workstations considering limitations on the network usage.

Place, publisher, year, edition, pages
2013. , 74 p.
Series
TRITA-ICT-EX, 2013:193
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:kth:diva-142448OAI: oai:DiVA.org:kth-142448DiVA: diva2:701994
Examiners
Available from: 2014-03-04 Created: 2014-03-04 Last updated: 2014-03-04Bibliographically approved

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fulltext(889 kB)211 downloads
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Type fulltextMimetype application/pdf

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CiteExportLink to record
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Citation style
  • apa
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  • vancouver
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
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