abstract.tex

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This capstone project implements a distributed Python platform that can be used to test quantitative models for trading financial instruments in a network setting under client/server infrastructure. Normally, we backtest locally using past historical data to check the performance of our trading strategies. The performance result, in this case, is usually an illusion of what the actual performance is in real-time trading. We also show in this paper this conclusion by showing that our quantitative trading model performs much worse in the simulated trading than that in backtesting environment. Therefore, we build this Python platform not only for implementing trading strategies and backtesting them historically but also for simulating trades similar to what is in real market, acting as another control before real-time trading.