Flexible Business Support System for Stock Index Futures Transaction
暂无分享,去创建一个
As an important financial derivative tool, SIF (stock index futures) gets an indispensable effect in the stock market for investors, including hedging, discovering price and resisting risk. The transaction mode and regulations of SIF are subject to change due to rapid financial products innovation, especially in an emerging market. Therefore, in SIF transaction, one of the essential requirements of business support system is flexibility. After analyzing current transaction modes and business systems of world famous SIF markets, we present a new solution for flexible business support system with multi-layer architecture, object-oriented components and FIB (Futures Exchange Information Bus) router cloud in this paper. The system shows excellent performance in Shanghai Stock Exchange with the top 4 largest transactions in the world.
[1] Christian A. Salm,et al. Positive feedback trading in stock index futures: International evidence , 2010 .
[2] Cheng-Kun Kuo,et al. Volatility and Sluggishness across SGX MSCI Taiwan Index Futures and Cash Markets , 2010 .
[3] Tal Ben-Zvi,et al. The Efficacy of Business Simulation Games in Creating Decision Support Systems: An Experimental Investigation , 2010, Decis. Support Syst..