| 摘要 |
Trading style reverse engineering system for learning trading styles by automated analysis and reverse engineering comprising:
a data acquisition system communicating with a securities exchange and market news sources for receiving securities buy/sell data and market news data;an order and execution import module communicating with a model trader's trading interface for acquiring the model trader's order and execution data;a clock;a processing logic communicating with said data acquisition system, said order and execution module, and said clock for assigning clock times to data from said data acquisition system and said order and execution import module;a decision logic communicating with said processing logic, said decision logic having a repository for storing a set of buy/sell rules for buying and selling securities in response to said buy and sell data, said market news data, and said model trader order and execution data. |
| 主权项 |
1. A trading style reverse engineering system capable of learning specific trading styles
by automated analysis and reverse engineering comprising: (1) a data acquisition system having an input communicating with a securities exchange and various market news sources for receiving securities buy/sell data and market news data; (2) an order and execution import module having an input communicating with a model trader's trading interface for acquiring the model trader's order and execution (trading activity) data; (3) a clock for generating clock times; (4) a processing logic having inputs respectively communicating with said data acquisition system, said order and execution module, and with said clock for assigning respective clock times to data from said data acquisition system and from said order and execution import module; (5) a decision logic in communication with said processing logic, said decision logic having a repository for storing a set of buy/sell rules for buying and selling securities in response to said buy and sell data, said market news data, and said model trader order and execution data with said clock times; (6) a knowledge database having inputs for receiving data from said order and execution import module, said data acquisition system, said processing logic, and said decision logic; and (7) a processor that executes said processing logic and said decision logic. |
