Distributed system for evaluation of strategies in the stock market and the soccer betting industry
Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
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.
Computer and Information Science
IdentifiersURN: urn:nbn:se:kth:diva-142448OAI: oai:DiVA.org:kth-142448DiVA: diva2:701994
Vlassov, Vladimir, Docent