Big data framework for quantitative trading system

Massive trading data are produced in securities market every day. Besides, the amount of relevant social media data is also growing fast. It is a vital problem of making use of these data. Facing on the growing amount of data, using big data framework is a necessary and reasonable method. Then, a big data framework for quantitative trading system is proposed in this paper. In the framework, Apache Spark is chosen as the distributed computing framework to process trading data, and Apache HBase as the distributed database is used to store data. After introducing the whole framework, we discussed data sources and the structure of quantitative trading layer in detail.