The financial market has grown exponentially in the past few years given the advances made in technology and development of supercomputers that make computation more efficiently and in a faster way.

In order to take advantage of this, we are currently working on the implementation of a strategy known as “High Frequency Trading” which consists in placing a very large amount of buy/sell orders into the Forex Market in very short periods of time. Sometimes even thousands of orders in a second. All of this can be achieved by the use of efficient algorithms and High Performance Computing.

Our main goal is to design several strategies to trade on the Forex market using HPC so we can predict trends for prices in short periods of time, and also to discover patterns on the historical financial information.

Currently we are developing 3 different strategies to achieve prediction of financial movements:

1. Support Vector Machines (SVM)
2. Technical Analysis: Relative Strenght Index, Bollinger Bands and Average Directional Index
3. Technical Analysis: Parabolic SAR and MACD

Also we are using the FIX protocol for data tranfer.

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