Software Engineering Workshops
Designing and Building a Financial trading Engine

- Semester 1 - 2012 -

Labs Description

· Objectives: This series of labs has the purpose of introducing Electronic Exchanges to students with an IT background. It focuses on equities markets in general and the Australian stock Exchange (ASX) in particular. The students are also guided through the design and implementation of their own trading engine.. Finally, the course should further enhance students’ understanding about financial market data repositories held by Sirca (Australian Equities database).

· Organization: There three sessions explaining basic concepts and each session is accompanied with additional material. Some practical exercises and projects will involve searching, downloading and analysing Sirca data.

· schedule:

Session Number	Activities
Session 1	Tutorial: Trade data fundamentals and securities orderbooks Learning outcomes: understanding orderbook data, building a simple orderbook, downloading orderbook data from Sirca
Session 2	Tutorial: Continuous trading in ASX Learning outcomes: understanding basic ASX matching algorithm, implementing the algorithm
Session 3	Tutorial: Multiple market phases and order types Learning outcomes: understanding full ASX trading cycle, implementing opening algorithm, implementing different order types

Contact

· lecturer: A/Prof Fethi Rabhi
School of Computer Science and Engineering
UNSW, Australia
Phone: +61-(0)2-9385 4179
Fax: +61-(0)2-9662-4061
Email: f.rabhi AT unsw.edu.au