TY - CPAPER AB - A trading strategy is generally optimised for a given market regime. If it takes too long to switch from one trading strategy to another, then a sub-optimal trading strategy may be adopted. This paper proposes the first FPGA-based framework which supports multiple trend-following trading strategies to obtain accurate market characterisation for various financial market regimes. The framework contains a trading strategy kernel library covering a number of well-known trend-following strategies, such as “triple moving average”. Three types of design are targeted: a static reconfiguration trading strategy (SRTS), a full reconfiguration trading strategy (FRTS), and a partial reconfiguration trading strategy (PRTS). Our approach is evaluated using both synthetic and historical market data. Compared to a fully optimised CPU implementation, the SRTS design achieves 11 times speedup, the FRTS design achieves 2 times speedup, while the PRTS design achieves 7 times speedup. The FRTS and PRTS designs also reduce the amount of resources used on chip by 29% and 15% respectively, when compared to the SRTS design. AU - Funie,AI AU - Guo,L AU - Niu,X AU - Luk,W AU - Salmon,M DO - 10.1007/978-3-319-56258-2_14 EP - 167 PB - Springer PY - 2017/// SN - 0302-9743 SP - 154 TI - Custom framework for run-time trading strategies UR - http://dx.doi.org/10.1007/978-3-319-56258-2_14 UR - http://hdl.handle.net/10044/1/50983 ER -