Sustav za dnevno trgovanje valutama

Pejić, Igor

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undergraduate thesis

Sustav za dnevno trgovanje valutama

Rijeka: University of Rijeka, Faculty of Engineering, 2016. urn:nbn:hr:190:455314

Pejić, Igor

University of Rijeka
Faculty of Engineering

Cite this document

APA 6th Edition

Pejić, I. (2016). Sustav za dnevno trgovanje valutama (Undergraduate thesis). Rijeka: University of Rijeka, Faculty of Engineering. Retrieved from https://urn.nsk.hr/urn:nbn:hr:190:455314

MLA 8th Edition

Pejić, Igor. "Sustav za dnevno trgovanje valutama." Undergraduate thesis, University of Rijeka, Faculty of Engineering, 2016. https://urn.nsk.hr/urn:nbn:hr:190:455314

Chicago 17th Edition

Pejić, Igor. "Sustav za dnevno trgovanje valutama." Undergraduate thesis, University of Rijeka, Faculty of Engineering, 2016. https://urn.nsk.hr/urn:nbn:hr:190:455314

Harvard

Pejić, I. (2016). 'Sustav za dnevno trgovanje valutama', Undergraduate thesis, University of Rijeka, Faculty of Engineering, accessed 19 September 2024, https://urn.nsk.hr/urn:nbn:hr:190:455314

Vancouver

Pejić I. Sustav za dnevno trgovanje valutama [Undergraduate thesis]. Rijeka: University of Rijeka, Faculty of Engineering; 2016 [cited 2024 September 19] Available at: https://urn.nsk.hr/urn:nbn:hr:190:455314

IEEE

I. Pejić, "Sustav za dnevno trgovanje valutama", Undergraduate thesis, University of Rijeka, Faculty of Engineering, Rijeka, 2016. Available at: https://urn.nsk.hr/urn:nbn:hr:190:455314

Cite this item: https://urn.nsk.hr/urn:nbn:hr:190:455314

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Metadata

Title	Sustav za dnevno trgovanje valutama
Author	Igor Pejić
Mentor	Ivan Štajduhar (mentor)
Committee member	Miroslav Joler (predsjednik povjerenstva)
Granter	University of Rijeka Faculty of Engineering Rijeka
Defense date and country	2016-09, Croatia
Scientific / art field, discipline and subdiscipline	TECHNICAL SCIENCES Mechanical Engineering
Abstract	Udio algoritamskog trgovanja u sveukupnom burzovnom trgovanju raste iz dana u dan. Javna dostupnost knjige ponuda na nekim burzama omogućuje otkrivanje novih spoznaja o kratkoročnom kretanju cijena. Algoritmi održavatelji tržišta, koji izvode znatno više transakcija od svih ostalih sudionika tržišta, mogu iskoristiti takve podatke za donošenje boljih odluka. U ovom radu se predlaže algoritam održavatelja tržišta na čije odluke utječe izgled knjige ponuda te trguje kriptovalutama. Algoritam te sustav za testiranje su implementirani u programskom jeziku Python, a testiranje je obavljeno na ručno prikupljenim povijesnim podacima.
Abstract (english)	The importance of algorithmic trading in the overall trading volume is evergrowing. The public availability of the limit order book on some exchanges enables discoveries of new insights about the short-term price movement. Market making algorithms, which perform signicantly more transactions than all other market participants, can use such data to make better decisions. This paper proposes a market making algorithm which bases its decisions on the appearance of the limit order book and trades cryptocurrencies. The algorithm and the backtesting system are implemented in the Python programming language and the backtesting was conducted on manually collected historical data.
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:190:455314
Study programme	Title: Computer Engineering Study programme type: university Study level: undergraduate Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
Type of resource	Text
File origin	Born digital
Access conditions	Access restricted to students and staff of home institution
Terms of use
Repository	Repository of the University of Rijeka, Faculty of Engineering
Created on	2016-10-05 11:35:31