Systems and Methods for Allocating Capital to Trading Strategies for Big Data Trading in Financial Markets

摘要

Exemplary systems and methods for allocating capital to trading strategies may include a means for generating a virtual machine for a trading strategy in a historical server, a means for obtaining historical performance data for the trading strategy from the historical server, a means for transforming the historical performance data into metrical data, a means for transforming the historical performance data and metrical data into a neural network usable data set, a means for creating a neural network base, and a means for forming a neural network.

主权项

1. A method for allocating capital to trading strategies comprising:
generating a virtual machine by a master virtual machine server for a trading strategy in a historical server; obtaining historical performance data for the trading strategy from the historical server; transforming by the virtual machine the historical performance data into metrical data; transforming by the virtual machine the historical performance data and metrical data into a neural network usable data set; creating by the virtual machine a neural network base; and forming by the virtual machine a neural network.