An empirical study of collaboration methods for CEP based on algorithmic trading

Kong Xiangsheng

Abstract

Algorithmic trading has become more popular with large institutional investors these days. Complex event processing is a typical data processing technique which becomes the new spotlight of researches. In order to obtain semantic data, in this paper, we investigate the definition, detection, and management of events in the architecture of complex event processing based on algorithmic trading. Especially we propose a corresponding event model and develop an algorithm that can efficiently detect complex event over event stream