Design of the Automatic System of Analysis and Trading on the Stock Market

This scientific work is devoted to the research of the process of trading on the stock market. The purpose of this work is to optimize the existing process of analyzing historical price time series and the process of trading on the securities market, by reducing the time and resources spent on this process. To achieve this goal, it was necessary to fulfill number of tasks: to develop the structure of the system with all the interrelations between the subsystems; to develop and select a number of efficiency criteria, on the basis of which it will be possible to compare the various models implemented in the system for choosing the best; To adjust imitation trading on the stock market through a broker and to realize the visualization of models. This paper describes the history and theory of trading on the stock market, as well as current trends and trends in development in this area. The appearance of the automated system of analysis and trade is completely disassembled, namely, the blocks and subsystems, the rationale for their existence and the methodology for their implementation, the complete functional of the system and the algorithm for interaction of structural units among themselves. In the third chapter, the choice of criteria for the performance of the system models is analyzed, and also the process of testing the efficiency of some models is modeled. Methodologically, this work consisted of the several stages: the stage of gathering specfifc information and studying the theory of time series and stock markets; A stage of a choice of program production for system realization; The stage of direct software development; The stage of testing the methods of work and the stage of system improvement. As the obtained results of this work you can indicate the presence of a directly automated system of analysis and trade, theoretical conclusions on the use in practice of certain models implemented in the system, the further development of the system.