This is a project that is being developed by Bradford Lorge, Aimee Lowth, Sam Pollack and Nathan Smyth. The eventual goal of this project is to result in a system that when given relevant market information can then derive a strategy to maximize profits. Now that I have the wank over, I'm going to include our requirements for this project.
| Id | Functional requirement | Comments |
|---|---|---|
| 1 | Reading a correctly formatted Sirca orders file (1 day only) | See "Introduction to order books" document |
| 2 | Choosing an appropriate algorithmic trading strategy and setting its different parameters | See Section 4. |
| 3 | Generating algorithmic orders for 1 particular day | List of techniques for generating algorithmic orders will be provided as work progresses. |
| 4 | Evaluating algorithmic trades and providing feedback to user | List of techniques for evaluating algorithmic trades will be provided as work progresses |
| 5 | Generating a strategy performance report | |
| 6 | GUI functions to control use cases (1-6) to load and execute an orders file | |
| 7 | GUI functions to visualise market data (spread, volume and depth) |
| Id | Quality requirement | Comments |
|---|---|---|
| 1 | Speed of execution (transactions per second) | |
| 2 | Usability of the GUI | |
| 3 | Quality of the visualisation | |
| 4 | Quality of strategy performance report |