TSS : a Trading Strategy System

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Title: TSS : a Trading Strategy System
Author: Amirdache, Salim K.
Abstract: This report presents TSS - a Trading Strategy System developed to let traders define arbitrarily complex trading strategies in the Java programming language and evaluate them using historical stock information. In addition, TSS provides access to Google Trends data for use in meta-strategy definition, and has the ability to return the best strategy from a family of strategies using data mining algorithms. Finally, TSS is highly extensible - we can integrate new data feeds by simply extending the interface and database.
Department: Electrical and Computer Engineering
Subject: Stock trading Machine learning Data mining Trading strategy Java
URI: http://hdl.handle.net/2152/9185
Date: 2010-05

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