Automated trading systems based on order book imbalance

机译：基于订单簿不平衡的自动交易系统

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Discusses automated trading systems modeling and trading algorithm structure from the perspective of system analysis and automatic control theory principles. We consider various modifications of trading algorithm implementation based on order book imbalance. Using computer simulation of the trading process we demonstrate various ideas and approaches to on- and off-line trading algorithm optimization, adaptation and parameter tuning.

机译：从系统分析和自动控制理论原理的角度讨论了自动交易系统的建模和交易算法的结构。我们考虑了基于订单簿不平衡的交易算法实现的各种修改。使用计算机模拟交易过程，我们演示了在线和离线交易算法优化，自适应和参数调整的各种思想和方法。

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《International Conference on Soft Computing and Measurements》|2017年|815-819|共5页
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D. D. Imaev; D. H. Imaev;
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Algorithm design and analysis; Tuning; Optimization; Calculators; Computational modeling; Mathematical model; Standards;

机译：算法设计与分析;调整;优化;计算器;计算建模;数学模型;标准;

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机译：基于计算机的循环系统-当前的审查和评估;自动化图书馆流通系统，1977-78年（书评）
2. Secure and reliable blockchain-based eBook transaction system?for self-published eBook trading [J] . Jeonghee Chi, Jangyeon Lee, Nakyung Kim, PLoS One . 2020,第2期

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3. Investigating the Performance of an Order Imbalance based Trading Strategy in a High- Frequency Trading [J] . Gholami Amir, Eftekharzadeh Maraghi Masoud Industrial Engineering & Management Systems . 2020,第1期

机译：调查高频交易中基于订单不平衡的交易策略的绩效
4. Automated trading systems based on order book imbalance [C] . D. D. Imaev, D. H. Imaev International Conference on Soft Computing and Measurements . 2017

机译：基于订单图书不平衡的自动交易系统
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6. Secure and reliable blockchain-based eBook transaction system for self-published eBook trading [O] . Jeonghee Chi, Jangyeon Lee, Nakyung Kim, 2020

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7. Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems [O] . Zhen Zhang, Dave Cliff 2020

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机译：自动公路系统的系统研究。附录III：自动化公路系统贸易研究

Automated trading systems based on order book imbalance

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