High performance load generator for automated trading systems testing

2013 ◽  
Author(s):  
D.K. Guriev ◽  
A.A. Terentyev ◽  
M.A. Gai ◽  
I.L. Itkin
Keyword(s):  
High Performance ◽  
Trading Systems

scholarly journals Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for trading FX Market

2019 ◽  
Vol 9 (9) ◽  
pp. 1796 ◽  
Author(s):  
Rundo ◽  
Trenta ◽  
di Stallo ◽  
Battiato
Keyword(s):  
High Frequency ◽  
High Performance ◽  
Foreign Exchange Market ◽  
Financial Time Series ◽  
Trading Strategy ◽  
High Frequency Trading ◽  
Trading System ◽  
Trading Systems ◽  
Time Series Forecast ◽  
Financial Transactions

Grid algorithmic trading has become quite popular among traders because it shows several advantages with respect to similar approaches. Basically, a grid trading strategy is a method that seeks to make profit on the market movements of the underlying financial instrument by positioning buy and sell orders properly time-spaced (grid distance). The main advantage of the grid trading strategy is the financial sustainability of the algorithm because it provides a robust way to mediate losses in financial transactions even though this also means very complicated trades management algorithm. For these reasons, grid trading is certainly one of the best approaches to be used in high frequency trading (HFT) strategies. Due to the high level of unpredictability of the financial markets, many investment funds and institutional traders are opting for the HFT (high frequency trading) systems, which allow them to obtain high performance due to the large number of financial transactions executed in the short-term timeframe. The combination of HFT strategies with the use of machine learning methods for the financial time series forecast, has significantly improved the capability and overall performance of the modern automated trading systems. Taking this into account, the authors propose an automatic HFT grid trading system that operates in the FOREX (foreign exchange) market. The performance of the proposed algorithm together with the reduced drawdown confirmed the effectiveness and robustness of the proposed approach.

A High Performance Energy Analyzer for Use in Electron Scanning Microscopy

1969 ◽  
Vol 27 ◽  
pp. 14-15
Author(s):  
A. V. Crewe ◽  
M. Isaacson ◽  
D. Johnson
Keyword(s):  
High Performance ◽  
Vertical Plane ◽  
Median Plane ◽  
Electron Gun ◽  
Uniform Field ◽  
Loss Mechanism ◽  
Electron Scanning Microscopy ◽  
Sector Type ◽  
Double Focusing ◽  
Electron Energy Loss

A double focusing magnetic spectrometer has been constructed for use with a field emission electron gun scanning microscope in order to study the electron energy loss mechanism in thin specimens. It is of the uniform field sector type with curved pole pieces. The shape of the pole pieces is determined by requiring that all particles be focused to a point at the image slit (point 1). The resultant shape gives perfect focusing in the median plane (Fig. 1) and first order focusing in the vertical plane (Fig. 2).

Vacuum System to Minimize the Specimen Contamination of High-Performance EM

1977 ◽  
Vol 35 ◽  
pp. 68-69
Author(s):  
N. Yoshimura ◽  
K. Shirota ◽  
T. Etoh
Keyword(s):  
Electron Microscope ◽  
High Speed ◽  
High Performance ◽  
High Vacuum ◽  
Vacuum System ◽  
Pump System ◽  
Pumping System ◽  
Diffusion Pump ◽  
Almost All ◽  
Cascade Type

One of the most important requirements for a high-performance EM, especially an analytical EM using a fine beam probe, is to prevent specimen contamination by providing a clean high vacuum in the vicinity of the specimen. However, in almost all commercial EMs, the pressure in the vicinity of the specimen under observation is usually more than ten times higher than the pressure measured at the punping line. The EM column inevitably requires the use of greased Viton O-rings for fine movement, and specimens and films need to be exchanged frequently and several attachments may also be exchanged. For these reasons, a high speed pumping system, as well as a clean vacuum system, is now required. A newly developed electron microscope, the JEM-100CX features clean high vacuum in the vicinity of the specimen, realized by the use of a CASCADE type diffusion pump system which has been essentially improved over its predeces- sorD employed on the JEM-100C.

Use of the Magnetostatic Analogue In Electromagnetic Lens Engineering

1970 ◽  
Vol 28 ◽  
pp. 360-361
Author(s):  
John W. Coleman
Keyword(s):  
Boundary Conditions ◽  
High Performance ◽  
Force Fields ◽  
Optical Design ◽  
Direct Conversion ◽  
Design Engineering ◽  
Design Data ◽  
Scalar Potentials ◽  
Geometric Elements ◽  
At Will

In the design engineering of high performance electromagnetic lenses, the direct conversion of electron optical design data into drawings for reliable hardware is oftentimes difficult, especially in terms of how to mount parts to each other, how to tolerance dimensions, and how to specify finishes. An answer to this is in the use of magnetostatic analytics, corresponding to boundary conditions for the optical design. With such models, the magnetostatic force on a test pole along the axis may be examined, and in this way one may obtain priority listings for holding dimensions, relieving stresses, etc..The development of magnetostatic models most easily proceeds from the derivation of scalar potentials of separate geometric elements. These potentials can then be conbined at will because of the superposition characteristic of conservative force fields.

Prospects for convergent beam electron diffraction with a 200kV cold field-emission transmission electron microscope

1991 ◽  
Vol 49 ◽  
pp. 466-467
Author(s):  
J W Steeds ◽  
R Vincent
Keyword(s):  
Field Emission ◽  
High Performance ◽  
Small Diameter ◽  
Convergent Beam Electron Diffraction ◽  
Zone Axis ◽  
Medium Voltage ◽  
Transmission Electron ◽  
Good Crystallinity ◽  
Special Modification ◽  
Convergent Beam

We review the analytical powers which will become more widely available as medium voltage (200-300kV) TEMs with facilities for CBED on a nanometre scale come onto the market. Of course, high performance cold field emission STEMs have now been in operation for about twenty years, but it is only in relatively few laboratories that special modification has permitted the performance of CBED experiments. Most notable amongst these pioneering projects is the work in Arizona by Cowley and Spence and, more recently, that in Cambridge by Rodenburg and McMullan.There are a large number of potential advantages of a high intensity, small diameter, focussed probe. We discuss first the advantages for probes larger than the projected unit cell of the crystal under investigation. In this situation we are able to perform CBED on local regions of good crystallinity. Zone axis patterns often contain information which is very sensitive to thickness changes as small as 5nm. In conventional CBED, with a lOnm source, it is very likely that the information will be degraded by thickness averaging within the illuminated area.

Current State of Biological High-Resolution Scanning Electron Microscopy

1988 ◽  
Vol 46 ◽  
pp. 180-181 ◽  
Author(s):  
Klaus-Ruediger Peters
Keyword(s):  
High Performance ◽  
Low Voltage ◽  
Backscattered Electrons ◽  
Lens Position ◽  
Low Voltage Operation ◽  
Signal Collection ◽  
Probe Size ◽  
Electron Microscopes ◽  
Scanning Electron Microscopes ◽  
Scanning Electron

A new generation of high performance field emission scanning electron microscopes (FSEM) is now commercially available (JEOL 890, Hitachi S 900, ISI OS 130-F) characterized by an "in lens" position of the specimen where probe diameters are reduced and signal collection improved. Additionally, low voltage operation is extended to 1 kV. Compared to the first generation of FSEM (JE0L JSM 30, Hitachi S 800), which utilized a specimen position below the final lens, specimen size had to be reduced but useful magnification could be impressively increased in both low (1-4 kV) and high (5-40 kV) voltage operation, i.e. from 50,000 to 200,000 and 250,000 to 1,000,000 x respectively.At high accelerating voltage and magnification, contrasts on biological specimens are well characterized1 and are produced by the entering probe electrons in the outmost surface layer within -vl nm depth. Backscattered electrons produce only a background signal. Under these conditions (FIG. 1) image quality is similar to conventional TEM (FIG. 2) and only limited at magnifications >1,000,000 x by probe size (0.5 nm) or non-localization effects (%0.5 nm).

A high-performance oil-free backing pump for electron microscopes

1978 ◽  
Vol 36 (1) ◽  
pp. 110-111
Author(s):  
G.K.W. Balkau ◽  
E. Bez ◽  
J.L. Farrant
Keyword(s):  
Molecular Weight ◽  
Electron Microscope ◽  
Hot Spots ◽  
High Performance ◽  
Carbonaceous Material ◽  
Contamination Rate ◽  
Low Molecular Weight ◽  
Principal Source ◽  
Rotary Pumps ◽  
Electron Microscopes

The earliest account of the contamination of electron microscope specimens by the deposition of carbonaceous material during electron irradiation was published in 1947 by Watson who was then working in Canada. It was soon established that this carbonaceous material is formed from organic vapours, and it is now recognized that the principal source is the oil-sealed rotary pumps which provide the backing vacuum. It has been shown that the organic vapours consist of low molecular weight fragments of oil molecules which have been degraded at hot spots produced by friction between the vanes and the surfaces on which they slide. As satisfactory oil-free pumps are unavailable, it is standard electron microscope practice to reduce the partial pressure of organic vapours in the microscope in the vicinity of the specimen by using liquid-nitrogen cooled anti-contamination devices. Traps of this type are sufficient to reduce the contamination rate to about 0.1 Å per min, which is tolerable for many investigations.

Improved 3-D reconstruction using stereo computer graphics and multiple tilt EM images

1995 ◽  
Vol 53 ◽  
pp. 630-631
Author(s):  
Lee D. Peachey ◽  
Lou Fodor ◽  
John C. Haselgrove ◽  
Stanley M. Dunn ◽  
Junqing Huang
Keyword(s):  
Computer Graphics ◽  
High Performance ◽  
Transverse Section ◽  
Three Dimensional ◽  
Stereo Pair ◽  
3D Reconstructions ◽  
Video Cameras ◽  
Biological Objects ◽  
Microscope Images ◽  
High Performance Computer

Stereo pairs of electron microscope images provide valuable visual impressions of the three-dimensional nature of specimens, including biological objects. Beyond this one seeks quantitatively accurate models and measurements of the three dimensional positions and sizes of structures in the specimen. In our laboratory, we have sought to combine high resolution video cameras with high performance computer graphics systems to improve both the ease of building 3D reconstructions and the accuracy of 3D measurements, by using multiple tilt images of the same specimen tilted over a wider range of angles than can be viewed stereoscopically. Ultimately we also wish to automate the reconstruction and measurement process, and have initiated work in that direction.Figure 1 is a stereo pair of 400 kV images from a 1 micrometer thick transverse section of frog skeletal muscle stained with the Golgi stain. This stain selectively increases the density of the transverse tubular network in these muscle cells, and it is this network that we reconstruct in this example.

Design of an intermediate high voltage EM for 3-D studies of biological material and its integration with a system for remote access

1995 ◽  
Vol 53 ◽  
pp. 66-67 ◽  
Author(s):  
Mark H. Ellisman
Keyword(s):  
High Voltage ◽  
High Performance ◽  
Remote Access ◽  
3 Dimensional ◽  
Voltage Electron ◽  
Remote Operation ◽  
High Voltage Electron Microscope ◽  
La Jolla ◽  
Performance Computing ◽  
Advanced Version

The increased availability of High Performance Computing and Communications (HPCC) offers scientists and students the potential for effective remote interactive use of centralized, specialized, and expensive instrumentation and computers. Examples of instruments capable of remote operation that may be usefully controlled from a distance are increasing. Some in current use include telescopes, networks of remote geophysical sensing devices and more recently, the intermediate high voltage electron microscope developed at the San Diego Microscopy and Imaging Resource (SDMIR) in La Jolla. In this presentation the imaging capabilities of a specially designed JEOL 4000EX IVEM will be described. This instrument was developed mainly to facilitate the extraction of 3-dimensional information from thick sections. In addition, progress will be described on a project now underway to develop a more advanced version of the Telemicroscopy software we previously demonstrated as a tool to for providing remote access to this IVEM (Mercurio et al., 1992; Fan et al., 1992).

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