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ИД «Финансы и кредит»






Digest Finance

Setting up an algorithm for stock market trading strategies

Vol. 24, Iss. 2, JUNE 2019

PDF  Article PDF Version

Received: 30 June 2016

Received in revised form: 1 August 2016

Accepted: 22 August 2016

Available online: 28 June 2019


JEL Classification: E43, F36, G01, G14

Pages: 180–190


Fedotova G.V. Volgograd State Technical University (VSTU), Volgograd, Russian Federation

ORCID id: not available

Ermakova A.A. Volgograd State Technical University (VSTU), Volgograd, Russian Federation

ORCID id: not available

Kurazova D.A. Chechen State University (CHSU), Grozny, Chechen Republic, Russian Federation

ORCID id: not available

Subject The stock market is one of the best financial mechanisms for unleashing investment in the national economy. The article reviews today's path for Russia's stock market development over the last 10 years, and provides an insight into algorithmic trading and analyzes the effectiveness of trading robot.
Objectives The research evaluates technological development of the stock market and points out algorithmic trading prospects. The article sets and consistently addresses such goals as an analysis of the extent to which trading on the Russian stock market has been converted into a certain algorithm, existing global economic situation of the previous years, methods for trading robot construction and operation, testing of the trading robot, and performance results seen in the Moscow Stock Exchange, and forecast the algorithmic trading development.
Methods The article involves methods of comparative analysis, moving average, systematization, classification, analogy, collation.
Results The article comprehensively overviews algorithmic trading in the Russian stock market over the previous years. We also assess indicators of the current return on algorithmic trading process, illustrating the designed trading robot.
Conclusions This research presents a practical value since if investment mechanisms are refocused on the innovative development path, it will dissolve the dependence on oil prices. It will help Russia properly overcome the crisis and move the Russian stock market forward.

Keywords: stock market, algorithmic trading, trading robot, trader


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