Submission Guide (Draft)
High-frequency Finance Research Platform
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Administrator's Guide
Our Proposal:
We plan to build a research platform for a global information system of the economy and the financial markets.
This platform is open to all; it also belongs to all.
The hope is to collect programming modules to support experimental research in high-frequency finance.
We would like to invite all researchers to submit their program modules.
Wikipedia demonstrates the impact of collective intelligence.
For the modules to be useful, submissions must conform to a common format.
We hope this initiative will help the community to build up a rich repository of computational finance and economic modules.
Submission guideline:
- Source codes must be submitted.
- Contributors may choose to use any programming language.
We encourage contributors to use Java or Matlab.
- All submissions should be described.
- Preferably the module returns a data structure that can be used by other programs (i.e. the module is a library function)
- The module's output should be in text format. The output format should be well defined, and
program readable.
(This would enable other programs to use your module to build larger systems.)
- We encourage contributors to use input-output formats used by existing modules.
The following Module Description should be provided:
- Each module should have a unique name, an authors list and contact information.
- Each module should have a clear specification of its function.
- Each module should have a clear description of its input and output format.
- Each module should clearly state its type;
For example, the module could be an implementation of value-at-risk model, a portfolio optimizer,
a trading agent, a forecasting agent, etc.)
The module description should be program readable.
[This is yet to be defined. XML is currently being considered.]
It is envisaged that programs will be written to plough through thousands of module descriptions with the aim to pick out
candidate modules to use in forming larger systems.
The Administrator rights:
The administrator reserves the right to remove modules which are inappropriate for the platform.
For example, a module will be removed if its function does not agree with its specification, or if there are serious bugs.
Maintained by:
Edward Tsang; Last
Updated: 2009.09.16