Original title: Modular Multiple Liquidity Source Price Streams Aggregator
Translated title: Modular Multiple Liquidity Source Price Streams Aggregator
Authors: Rozsnyó, Tomáš ; Masařík, Karel (referee) ; Kreslíková, Jitka (advisor)
Document type: Master’s theses
Year: 2012
Language: eng
Publisher: Vysoké učení technické v Brně. Fakulta informačních technologií
Abstract: This MSc Thesis was performed during a study stay at the Hochschule Furtwangen University, Furtwangen, Germany. This Master Project provides a theoretical background for understanding financial market principles. It focuses on foreign exchange market, where it gives a description of fundamentals and price analysis. Further, it covers principles of high-frequency trading including strategy, development and cost. FIX protocol is the financial market communication protocol and is discussed in detail. The core part of Master Project are sorting algorithms, these are covered on theoretical and practical level. Aggregator design includes implementation environment, specification and individual parts of aggregator application represented as objects. Implementation overview can be found in last Chapter.
Keywords: financial market; FIX protocol; foreign exchange; FOREX; FX; high-frequency trading; price aggregator; QuickFIX/; sorting algorithms; financial market; FIX protocol; foreign exchange; FOREX; FX; high-frequency trading; price aggregator; QuickFIX/; sorting algorithms

Institution: Brno University of Technology (web)
Document availability information: Fulltext is available in the Brno University of Technology Digital Library.
Original record: http://hdl.handle.net/11012/53635

Permalink: http://www.nusl.cz/ntk/nusl-236492


The record appears in these collections:
Universities and colleges > Public universities > Brno University of Technology
Academic theses (ETDs) > Master’s theses