Web based Test Bed for Evaluation

of Trading Algorithms

Group Members Supervisor

Hamid Ali Khan (15PWBCS0468)
Fawad Ahmad (15PWBCS0471) Dr. Iftikhar Ahmad

Department of Computer Science & Information Technology

University of Engineering and Technology, Peshawar
Presentation Outline

Introduction
Progress
Literature Study
Application Development
SRS Development
Demo

2
Introduction
• Forex trading is also known as foreign
currency exchange trading.
• There are many algorithms for forex
trading like moving average, auto
regression, mean reversion etc.
• A number of platform exists for
evaluation of trading strategies.
• However, these are proprietary, and
do not support evaluation of new
strategies.

3
Progress
• Literature Study
• Application Development
• SRS Development

4
Literature Study
• We studied two Reservation Algorithms
• Their working principle
• Formulation

5
Application Development
• We develop dynamic graphs (return graph) for our historical
dataset.
• We develop reservation Algorithm.

6
Demo
• Dynamic Graph

7
THANK YOU

8
 Web based Test Bed for Evaluation
of Trading Algorithms

Group Members Supervisor

Hamid Ali Khan (15PWBCS0468)
Fawad Khan (15PWBCS0471) Dr. Iftikhar Ahmad

Department of Computer Science & Information Technology

University of Engineering and Technology, Peshawar