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National Repository of Grey Literature 12 records found  previous11 - 12  jump to record: Search took 0.00 seconds. 
Low-Latency Architecture for Order Book Building
 Závodník, Tomáš ; Kořenek, Jan (referee) ; Dvořák, Milan (advisor)
Information technology forms an important part of the world and algorithmic trading has already become a common concept among traders. The High Frequency Trading (HFT) requires use of special hardware accelerators which are able to provide input response with sufficiently low latency. This master's thesis is focused on design and implementation of an architecture for order book building, which represents an essential part of HFT solutions targeted on financial exchanges. The goal is to use the FPGA technology to process information about an exchange's state with latency so low that the resulting solution is effectively usable in practice. The resulting architecture combines hardware and software in conjunction with fast lookup algorithms to achieve maximum performance without affecting the function or integrity of the order book.
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Statistical Characteristics of Forex Data
 Novák, Vlastimil ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The object of master's thesis is to introduce to the financial derivatives and principals of trading on financial markets. We describe the methods used to search for arbitrage opportunities through statistical indicators and statistical characteristics, which are an integral part of the automatized trading systems. Analysis of the financial market is based on data derived from the interbank market.
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National Repository of Grey Literature : 12 records found   previous11 - 12  jump to record:
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