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- 2017-08-06 发布于浙江
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HighFrequency Foreign Exchange Currency （高频外汇货币）
High-Frequency Foreign Exchange Currency Trading
(Forex HFT)
Spring 2016
Members: Graham Gobieski, Kevin Kwan, Ziyi Zhu, Shang Liu
UNIs: gsg2120, kjk2150, zz2374, sl3881
Table of Index
1. Background
2. Design Overview
2.1 Identification of Arbitrage
2.2 Pipeline
3. Data and Communication
3.1 Raw Data
3.2 Preprocesing and Floating-Point Approximation
3.2.1 Logarithm
3.2.2 Rounding
3.3 Communication
4. Graph Storage
5. Bellman-Ford Algorithm
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