Algorithmic Trading

Algorithmic trading represents a class of computational systems designed to automate financial decision-making through predefined rules, mathematical models, and data-driven strategies. These systems rely on software architectures capable of processing market data, evaluating trading signals, and executing transactions with minimal human intervention. My research and development work in this area focused on the design of automated trading frameworks, financial data analysis methods, and evaluation of algorithmic strategies.

The publications listed on this page reflect contributions spanning software design, strategy modeling, and computational analysis techniques applied to foreign exchange markets. The studies emphasize system architecture, algorithmic efficiency, and quantitative approaches to financial data interpretation. Together, these works represent an early exploration of intelligent, data-driven decision systems within financial environments.

Ilić V., (2011) book: “Automatic trading on foreign exchange market – development software for automatic trading and analysis of financial data”, 318 pages, ISBN 978-86-914311-0-5

Ilić V., Brtka V., (2011) “Evaluation of algorithmic strategies for trading on foreign exchange market”, Information and Communication Technologies for Small and Medium Enterprises (ICT-SME's2011), Arandjelovac, Serbia

Ilić V., (2010) “The structure of software for automated trading on foreign exchange market”, X International Conference on electronic commerce and electronic business, Palić

Ilić V., (2010) “Methods for analysis of financial data and development of algorithmic strategies for automated trading”, InfoM no 34 – Journal of Information Technology and Multimedia Systems, pp. 30-34, Belgrade