Execution method and distributed trading system of an electronic trading strategy

Abstract

The present invention relates to a method for executing an electronic trading strategy and a distributed trading system. The method comprises the following steps: a first server receives an electronic trading strategy from a user terminal and a historical time period selected by the user for back-testing the electronic trading strategy , the first server invokes the market data in the corresponding time period in the stored historical market data to back-test the received electronic trading strategy and generate a feasibility level, and the second server and the first server are basically parallel to the first server in time from the user terminal. Receive the electronic trading strategy, and perform risk analysis on it to determine the risk level. The backtesting is performed on the first server, the risk analysis is performed on the second server, and the feasibility level and the risk level are respectively determined by the first server. It is sent to the user terminal under the condition of substantially parallel time with the second server, so that the user can grant or deprive the execution authority of executing the corresponding electronic trading strategy to the trading server.

Description

technical field [0001] The invention relates to the field of financial transactions, in particular to an execution method of an electronic transaction strategy and a distributed transaction system. Background technique [0002] With the rapid development of Internet information and technology, the trading methods of financial commodities (such as securities, futures, bonds, funds, etc.) have undergone tremendous changes. In the business department of the securities company, the trader conducts transactions on the trading machine by filling in the buy order, sell order or directly encountering the fund card, and then turns to use the Internet to conduct online transactions. Due to the unique information, time and space and other competitive advantages of online trading, it gradually replaces the traditional trading method and becomes an inevitable trend of the future development of the global financial securities industry. Quantitative investment is a new method that has eme...

AI Technical Summary

Problems solved by technology

[0008] For the execution method of the electronic trading strategy in the prior art, before the electronic trading strategy is implemented to the real market, the electronic trading strategy formulated based on various data cannot be tested, so that the user cannot understand the entrustment order generated based on the electronic trading strategy. Feasibility defects and security risks, the present invention provides a method for executing an electronic trading strategy, the method includes the following steps: the first server receives the electronic trading strategy from the user terminal and backtests the electronic trading strategy selected by the user The historical time period, the first server calls the market data in the corresponding time period of the historical market data stored in the historical time period to perform backtesting on the received electronic trading strategy and generates a feasibility level, and the second server receiving the electronic trading strategy from the user terminal substantially in parallel with the first server in time, and performing risk analysis on it to determine the risk level; The risk analysis is performed on the first server, the risk analysis is performed on the second server capable of obtaining and analyzing data from a second transaction data source, wherein the first transaction data source and the second The transaction data sources are different from each other, wherein the feasibility level and the risk level are respectively sent by the first server and the second server to the remote user terminal under the condition of substantially parallel time, so that The user grants or deprives the execution authority of the second server to execute the corresponding electronic transaction strategy to the transaction server through the user terminal in combination with the feasibility level and the risk level

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