市场交易物理模型的优化
Optimization of Trading Physics Models of Markets
摘要：
我们描述了一个端到端的实时S&P期货交易系统。内壳随机非线性动力学模型的开发，和规范动量指标（CMI）是来自一个拟合拉格朗日用于外壳交易模型依赖于这些指标。使用自适应模拟退火（ASA）的递归和自适应优化用于拟合这些动态和交易模型外壳之间共享的参数。
英文摘要：
We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell trading models dependent on these indicators. Recursive and adaptive optimization using Adaptive Simulated Annealing (ASA) is used for fitting parameters shared across these shells of dynamic and trading models.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
