prikaz prve stranice dokumenta Sustav za dnevno trgovanje valutama
Access restricted to students and staff of home institution
undergraduate thesis
Sustav za dnevno trgovanje valutama
2016. urn:nbn:hr:190:455314
Pejić, Igor
University of Rijeka
Faculty of Engineering

Cite this document

Pejić, I. (2016). Sustav za dnevno trgovanje valutama (Undergraduate thesis). Rijeka: University of Rijeka, Faculty of Engineering. Retrieved from https://urn.nsk.hr/urn:nbn:hr:190:455314

Pejić, Igor. "Sustav za dnevno trgovanje valutama." Undergraduate thesis, University of Rijeka, Faculty of Engineering, 2016. https://urn.nsk.hr/urn:nbn:hr:190:455314

Pejić, Igor. "Sustav za dnevno trgovanje valutama." Undergraduate thesis, University of Rijeka, Faculty of Engineering, 2016. https://urn.nsk.hr/urn:nbn:hr:190:455314

Pejić, I. (2016). 'Sustav za dnevno trgovanje valutama', Undergraduate thesis, University of Rijeka, Faculty of Engineering, accessed 17 August 2024, https://urn.nsk.hr/urn:nbn:hr:190:455314

Pejić I. Sustav za dnevno trgovanje valutama [Undergraduate thesis]. Rijeka: University of Rijeka, Faculty of Engineering; 2016 [cited 2024 August 17] Available at: https://urn.nsk.hr/urn:nbn:hr:190:455314

I. Pejić, "Sustav za dnevno trgovanje valutama", Undergraduate thesis, University of Rijeka, Faculty of Engineering, Rijeka, 2016. Available at: https://urn.nsk.hr/urn:nbn:hr:190:455314

Please login to the repository to save this object to your list.
Metadata
TitleSustav za dnevno trgovanje valutama
AuthorIgor Pejić
MentorIvan Štajduhar (mentor)
Committee memberMiroslav Joler (predsjednik povjerenstva)
GranterUniversity of Rijeka
Faculty of Engineering
Rijeka
Defense date and country2016-09, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Mechanical Engineering
Abstract
Udio algoritamskog trgovanja u sveukupnom burzovnom trgovanju raste iz dana u dan. Javna dostupnost knjige ponuda na nekim burzama omogućuje otkrivanje novih spoznaja o kratkoročnom kretanju cijena. Algoritmi održavatelji tržišta, koji izvode znatno više transakcija od svih ostalih sudionika tržišta, mogu iskoristiti takve podatke za donošenje boljih odluka. U ovom radu se predlaže algoritam održavatelja tržišta na čije odluke utječe izgled knjige ponuda te trguje kriptovalutama. Algoritam te sustav za testiranje su implementirani u programskom jeziku Python, a testiranje je obavljeno na ručno prikupljenim povijesnim podacima.
Abstract (english)
The importance of algorithmic trading in the overall trading volume is evergrowing. The public availability of the limit order book on some exchanges enables discoveries of new insights about the short-term price movement. Market making algorithms, which perform signicantly more transactions than all other market participants, can use such data to make better decisions. This paper proposes a market making algorithm which bases its decisions on the appearance of the limit order book and trades cryptocurrencies. The algorithm and the backtesting system are implemented in the Python programming language and the backtesting was conducted on manually collected historical data.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:190:455314
Study programmeTitle: Computer Engineering
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2016-10-05 11:35:31