Big Data Framework for Quantitative Trading System

Massive trading data are produced in securities market every day. Besides, the amount of relevant social media data is also growing fast. It is a vital problem of making use of these data. Facing on the growing amount of data, using big data framework is a necessary and reasonable method. Then, a bi...

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Bibliographic Details
Published inShanghai jiao tong da xue xue bao Vol. 22; no. 2; pp. 193 - 197
Main Author 戴书吉 武星 裴孟齐 杜智康
Format Journal Article
LanguageEnglish
Published Shanghai Shanghai Jiaotong University Press 01.04.2017
Springer Nature B.V
Subjects
Architecture
Big Data
Computer networks
Computer Science
Data management
Digital media
Distributed processing
Electrical Engineering
Engineering
Life Sciences
Markets
Materials Science
A
framework
quantitative trading
big data
F 830.91
Apache Spark
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Summary:Massive trading data are produced in securities market every day. Besides, the amount of relevant social media data is also growing fast. It is a vital problem of making use of these data. Facing on the growing amount of data, using big data framework is a necessary and reasonable method. Then, a big data framework for quantitative trading system is proposed in this paper. In the framework, Apache Spark is chosen as the distributed computing framework to process trading data, and Apache HBase as the distributed database is used to store data. After introducing the whole framework, we discussed data sources and the structure of quantitative trading layer in detail.
Bibliography:DAI Shuji;WU Xing;PEI Mengqi;DU Zhikang;School of Computer Engineering and Science, Shanghai University;Shanghai Key Laboratory of Financial Information Technology, Shanghai University of Finance and Economics
31-1943/U
ISSN:1007-1172
1995-8188
DOI:10.1007/s12204-017-1821-9