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The Informatics of the Equity Markets

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We have created this site aiming to collaborate with people interested in The Informatics of the Equity Markets and Open Source technologies. To find more about our research & projects, please don't hesitate to email us. New ideas and suggestions are always welcome! (claudiu.vinte@ie.ase.ro).

ASE Trading System

To launch ASETS GUI click here

BVB Market Map

To launch CARD GUI click here

Latest News

Leveraging Server Side Messaging Through Websocket-based Front End

October 23rd 2014

This paper briefly presents our proposal for a communication mechanism between a web-based front end application and a server side collection of distributed services, glued together through a message oriented middleware (MoM). Our ongoing research has been focused upon disseminating the server side functionality, provided by our academic trading system ASETS, to a broader range of OS platforms for the front end client applications. This particular need for reachability has grown along with the increased popularity of the OS platforms designed for smart mobile devices. As long as the mobile OS platform offers the prerequisites of accommodating a web browser that supports HTML5 web sockets. Being a SOA implementation, ASETS trading platform consists, on the server side, in a coherent collection of services interconnected through a proprietary message oriented API based on JMS. One the specific particularities of a trading system is the relatively intense flow of data, generated asynchronously on the server side, that has to be pushed to the front end, without the existence of an explicit request from the client. In this context, the web sockets come to offer a viable solution for exposing the JMS publisher/subscriber communication model to a web-based front end client.
In Proceedings of the IE 2014 International Conference. Read More >

A GCM Solution for Leveraging Server-side JMS Functionality to Android-based Trading Application

October 17th 2013

The paper presents our solution for a message oriented communication mechanism, employ-ing Google Cloud Messaging (GCM) on the client-side, and Java Message Service (JMS) on the server-side, in order to leverage JMS functionality to Android-based trading application. Our ongoing research has been focused upon conceiving a way to expose the trading services offered by our academic trading system ASETS to a mobile trading application based on An-droid platform. ASETS trading platform is a distributed SOA implementation, with an original API based on JMS. In order to design and implement an Android based client, able to inter-communicate with the server-side components of ASETS, in a manner consistent with publish-er/subscriber JMS communication model, there was particularly necessary to have object im-bedded messages, produced by various ASETS services, pushed to the client application. While point-to-point communication model could be resolved on the client-side by employing synchronous HTTP socket connections over TCP/IP, the asynchronously generated messages from the server-side had to reach the client application in a push manner.
In Informatica Economica Journal vol. 17 No. 3/2013. Read More >

Software Architecture Coupling Metric for Assessing Operational Responsiveness of Trading Systems

December 22nd 2012

Trading systems involve complex software architectures of distributed resources. However, in the context of a large brokerage firm, which offers a global coverage from both, market and client perspectives, the term distributed gains a critical significance indeed. Offering a low latency ordering system by nowadays standards is relatively easily achievable, but integrating it in a flexible manner within the broader information system architecture of a broker/dealer requires operational aspects to be factored in. We propose a metric for measuring the coupling level within software architecture, and employ it to identify architectural designs that can offer a higher level of operational responsiveness, which ultimately would raise the overall real-world performance of a trading system.
In Informatica Economica Journal vol. 16 No. 4/2012. Read More >

SOA and Web Technology for Building BSE Market Map

April 10th 2012

Visual representation as a map of the stock market can offer access, in a quick and relevant manner for human participants, to the overall state of the market at a given point in time. The purpose of this paper is to present the results of our academic research upon building the market map for Bucharest Stock Exchange (BSE).
In Informatica Economica Journal vol. 16, no. 1/2012. Read More >

ASETS - An Academic Trading Simulation Platform

July 1st 2010

ASETS is the acronym for the Romanian version of the Academy of Economic Studies Trading System. Our research has been directed toward designing a trading environment that would create the opportunity for students to study in depths upon the investors expectations from an electronic trading platform, the components of a trading system and their functionality in a straight through processing approach, and the trading strategies that can be implemented to corroborate models for automated (algorithmic) trading.
In our view, ASETS platform lays the foundations for multiple directions of research concerning electronic transactions on the equity markets.
In Informatica Economica Journal vol. 14, no. 2/2010. Read More >

Upon a Message-Oriented Trading API

April 1st 2010

Our research has been conducted with the aim of creating a simulation-trading platform, within the academic environment, that will provide both the foundation for future experiments with trading systems architectures, components, APIs, and the framework for research on trading strategies, trading algorithm design, and equity markets analysis tools.
In Informatica Economica Journal vol. 14, no. 1/2010. Read More >

SOA Design based on OpenMQ Middleware

July 31st 2009

OpenMQ middleware employed as a reliable intercommunication platform for a trading system, and the impact it has on the architecture of such a system.
In Open Source Scientific Journal vol.1, no. 1/2009. Read More >

Trading Systems - A Collaborative Approach

June 1st 2009

The paper aims to provide a high-level overview upon the information technology that supports the electronic transactions performed on the equity markets.
In Informatica Economica Journal vol. 13, no. 2/2009. Read More >

Map of the Market

May 11th 2009

Capital Allocation through Rectangular Distribution algorithm (CARD), for generating the stock market map. The paper upon the algorithm has been prezented at The Ninth International Conference on Informatics in Economy (May 7-8, 2009). Read More >

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