Abstract

With the rapid development of quantitative trading business in the field of investment, quantitative trading platform is becoming an important tool for numerous investing users to participate in quantitative trading. In using the platform, return time of backtesting historical data is a key factor that influences user experience. In the aspect of optimising data access time, cache management is a critical link. Research work on cache management has achieved many referential results. However, quantitative trading platform has its special demands. (1) Data access of users has overlapping characteristics for time-series data. (2) This platform uses a wide variety of caching devices with heterogeneous performance. To address the above problems, a cache management approach adapting quantitative trading platform is proposed. It not only merges the overlapping data in the cache to save space but also places data into multi-level caching devices driven by user experience. Our extensive experiments demonstrate that the proposed approach could improve user experience up to >50% compared with the benchmark algorithms.

Details

Title
Multi-level cache management of quantitative trading platform
Author
Zou Lida 1 ; Alterazi, Hassan A 2 ; Mohammed Helmi Qeshta 3 

 School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan 250014, China; Key Laboratory of Machine Learning and Financial Data Mining in Universities of Shandong, Jinan 250014, China 
 Information Technology Department, Faculty of Computing and Information Technology, King Abdulaziz University, Jeddah, Saudi Arabia 
 Applied Science University, Kingdom of Bahrain 
Pages
249-260
Publication year
2021
Publication date
2021
Publisher
De Gruyter Poland
e-ISSN
24448656
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
3191239196
Copyright
© 2021. This work is published under http://creativecommons.org/licenses/by/4.0 (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.