Research into Developing a Data Mining-Based Quantitative Trading System for Use with Software and High Performance Computers

This research is dedicated to the design and study of quantitative trading systems based on data mining methods in software and high-performance computing environments. With the continuous accumulation of financial market data and the improvement of computing power, quantitative trading, as a method of trading decision making using mathematical models and algorithms, has received more and more attention from traders and investors. In this study, the basic concepts, methods and techniques of quantitative trading are firstly reviewed to introduce the important role of data mining in quantitative trading. Subsequently, a design framework for a quantitative trading system based on data mining methods is proposed, which combines the key steps of data collection, feature engineering, model construction, and trade execution to improve the real-time performance and efficiency of the trading system.