Project Info:
For this project, we implemented the Strategy interface of the RCM's Strategt Studio backtesting sofware to develop high-frequency trading strategies that makes significant amount of profits. We implemented the Mean-Reversion Strategy, Arbitrage, Swing Strategy, and BLSF (simple) Strategy.
Project Details:
- Authors:Ruipeng Han, Tomoyoshi Kimura, Sherlock Jian, Zihan Zhou
- Category:Finance, General Programming
- Technologies:C++, Linux, Strategy Studio (backtesting software)
- Date:May, 2022
- URL:https://github.com/RuipengHan/High-Frequency-Trading-Strategy
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