Simulační platforma pro analýzu finančních trhů

Abstract

The aim of this thesis is to design and implement a platform for simulation and analysis of trading on the stock markets. The platform is designed as a multi-agent system in which the major part of the stock market consists of autonomous agents communicating between themselves by trading orders and events. Agent type Trader forms individual trading orders based on the selected trading strategies and then sends them through a market gateway to the market. Market after evaluating the order creates corresponding market events. Based on market events are counted basic statistics that the trader may use further for Money-management. All trading orders and platform events are monitored and stored for later analysis. The aim is to also measure the performance of such a solution and its evaluation.