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Financial Analytics: Science and Experience
 

Unification of automated trading systems using the principle of interface segregation

Vol. 17, Iss. 3, SEPTEMBER 2024

PDF  Article PDF Version

Received: 24 June 2024

Received in revised form: 10 July 2024

Accepted: 20 July 2024

Available online: 29 August 2024

Subject Heading: MATHEMATICAL ANALYSIS AND MODELING IN ECONOMICS

JEL Classification: C87, C88, G11

Pages: 359-366

https://doi.org/10.24891/fa.17.3.359

Beilak N. ALIEV Lomonosov Moscow State University, Moscow, Russian Federation
beylak@yandex.ru

https://orcid.org/0000-0002-5529-7310

Subject. The article discusses a model for unification of trading strategies architecture based on segregated software interfaces, which will improve the quality of testing of research works aimed at the development of quantitative trading strategies.
Objectives. The purpose of the study is to formulate proposals for unification of the architecture of trading strategies for automatic trading systems based on the interface segregation principle.
Methods. The study employs the method of empirical observation, analysis of analytical and expert information, practices of software engineering in systems design, in particular, SOLID design principles.
Results. The study formed, developed and presented for discussion the protocols of trading strategies to achieve unification in the development of trading strategies used in automatic trading systems. The results of the work are published in the open repository and distributed under the MIT license.
Conclusions. The development and application of a single and open repository of segregated interfaces for interaction with trading strategies will enable to qualitatively and quickly test new quantitative models. The findings can be integrated into the activities of hedge funds using quantitative strategies for capital management.

Keywords: SOLID, ISP, trading, protocol, trading strategy

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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