This report presents a quantitative research and trading system (QUARTS) for US equities. After introduction of US stock market structure, it presents the quantitative model concept, specifically, its components and its interactions with different environments. Equipped with a software architecture design discipline that follows three steps -- define the problem; design the solution; and deploy to sites -- it designs the architecture of QUARTS. This is followed by a prototype implementation of research environment. Finally it gives two sample quantitative models to demonstrate the use of research environment. The report includes a detailed survey of Software Architecture and Design Methodologies to help readers to better understand the derivation of QUARTS architecture. / text
| Identifer | oai:union.ndltd.org:UTEXAS/oai:repositories.lib.utexas.edu:2152/22604 |
| Date | 09 December 2013 |
| Creators | Lu, Jinxiang |
| Source Sets | University of Texas |
| Language | en_US |
| Detected Language | English |
| Format | application/pdf |
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