The objective of the thesis is to create a stock trading simulation framework, which allows a developer to create and simulate new trading strategies, and to help the trader to determine the optimal parameters of a trading strategy. The specialty of the developed system is the possibility to use a grid infrastructure as a back-end on which the calculations of the trading simulations are executed.
The thesis starts with the introduction of the financial theory behind the backtesting procedure, and continues with the presentation of the simulation engine.
A framework named Saleve will be presented, which greatly eased the burdens associated with the use of a grid back-end infrastructure. This framework is upgraded in the thesis.
Consequently, the entire backtesting framework is presented, emphasizing on the integration of the simulation engine into the client-server architecture of the grid-supported framework.
Finally, a user’s guide is given in the form of a testing manuscript, and suggestions are given regarding to possible enhancements and developments of the backtesting framework.