Faculty Advisor

Kong, Xiangnan

Abstract

The goal of this project was to create an open and flexible framework with which researchers or traders can use to develop new and innovative trading tools for free. The framework will provide traders and developers a way to access live currency data in a format of their choice outside of a trading platform. Currently no free framework like this exists which severely limits the development of external trading systems and software. We demonstrate the utility of this framework with an AI trading advisor, which uses open market data to rank user created trading models and to make trade suggestions based on the best performing models. The AI utilizes multiple trading strategies in the hopes of creating a more flexible trading system able to adapt to any market conditions.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2017

Major

Computer Science

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Computer Science

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