Optimizing parameters in algorithm trading using map reduce on Indian stock exchange (Sensex)

Abstract

In the stock market , stock price movements depend on more number of parameters here we are focusing on how to optimize the multiple parameters based on the running result in algorithm trading on historical data. It is a time consuming task in such a large search space for parameters as well as the huge volume of historical data. In this paper a new technique is realized how to optimize multiple parameters using Hadoop MapReduce, this technique utilizes the parallel processing capability. Here we provide complete procedure on how the method is realized and the configurations needed to be considered in the method.

Subject Classification:

• 68P99

Keywords:

• Algorithm trading
• Technical Parameters in stock market
• MapReduce