This project will build on the work previously completed in the Mitacs project done by Dr. Michael Bauer, Omid Mola and Cyborg Trading Systems (CTS) – Integration of an Autonomous Trading Platform. The previous project formed the foundation of developing an autonomic system in an algorithmic trading application. The initial project was successful in determining that an autonomic system could be implemented by utilizing CTS’s proprietary framework.

Financial markets today are monitored and controlled by machine learning algorithms. The primary objective of this project is to further develop the algorithm for financial market analysis and prediction that the partner possesses at the moment. The algorithm currently demonstrates high accuracy, subject to certain constraints, among which: a small time interval between a prediction and the actual event and not highly efficient computation of indicators. In addition, the current algorithm is missing any form of analysis of the dynamics of distances to training clusters.

Financial markets today are monitored and controlled by artificial intelligent algorithms. Developing these artificial intelligent algorithms requires a large amount of testing against complex patterns and phenomena observed in stock market. The main objective of the proposed project is the development of a market simulator. This is highly challenging and yet promising direction that will allow the partner to test some of its algorithms locally before running them in the live market.

Cyborg Trading Systems (CTS) was founded by a group of successful traders, and highly skilled programmers. The CTS team is committed to continuous innovation in order to create dynamic, cutting edge software to meet the current and future needs of customers. CTS is currently working on designing „Market Studio‟ as a new product for analyzing high frequency financial data.