Projects per year
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.
|Number of pages||9|
|Publication status||Published - 16 Feb 2014|
|Event||Parallel Programming for Analytics Applications 2014 - Orlando, United States|
Duration: 16 Feb 2014 → 16 Feb 2014
|Conference||Parallel Programming for Analytics Applications 2014|
|Period||16/02/2014 → 16/02/2014|
- domain-specific languages
- technical market indicators
- in-kernel processing
- click router
FingerprintDive into the research topics of 'Rigorous Specification and Low-Latency Implementation of Technical Market Indicators'. Together they form a unique fingerprint.
- 1 Active
01/08/2012 → …
Student thesis: Doctoral Thesis › Doctor of PhilosophyFile