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Modular Multiple Liquidity Source Price Streams Aggregator / Modular Multiple Liquidity Source Price Streams Aggregator

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.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:236492
Date January 2012
CreatorsRozsnyó, Tomáš
ContributorsMasařík, Karel, Kreslíková, Jitka
PublisherVysoké učení technické v Brně. Fakulta informačních technologií
Source SetsCzech ETDs
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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