FOREX Geocoding System for Foreign Currency Market Monitoring

An existing Forex currency trading system has demonstrated a proof of concept on a static data set. The current project proposes to implement the trading system for real-time applications taking advantage of available geospatial information which can influence currency markets. The novel methodology will be based on building a high-dimensional weighted autocorrelation model between real-time news and their spatio-temporal geographic locations. This would require development of sophisticated methods in the areas of data mining, geocoding and spatio-temporal pattern matching. The developed technology will be incorporated into CTS Forex trading software which will improve its monitoring and predictive capabilities by allowing to change the system trading behavior, i.e. exiting the trade, moving the stop loss and take profit in real-time.

Faculty Supervisor:

Dr. Marina Gavrilova

Student:

Hossein Talebi

Partner:

Winsor Global Financial Inc.

Discipline:

Engineering - computer / electrical

Sector:

Information and communications technologies

University:

University of Calgary