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An Overview of TREE

Structured Software Systems, Inc.

TREE is an advanced system for developing, testing, and executing automated financial trading systems. This article gives an overview of the system's rationale, structure, and capabilities.

1. What is TREE?

1.1 What TREE is not

2. TREE structure: the big picture

2.1 Hierarchy and extensibility
2.2 Multiple domains of computation
2.3 Multiple user interface views
2.4 More about Ptolemy and Tycho

3. Typical structure of a TREE trading system

4. Composite trading systems

4.1 Composite results from multiple strategies
4.2 Order filtering
4.3 Asset allocation
4.4 Summary: hierarchy controls complexity

5. Getting the right answer: correctness issues

5.1 Not looking into the future
5.2 Accuracy of trade modeling

6. Summary

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